International Fellows

Whitney K. Newey


Professor of Economics, Massachussets Institute of Technology

Selected Publications

Locally robust semiparametric estimation

We give a general construction of debiased/locally robust/orthogonal (LR) moment functions for GMM, where the derivative […]

Victor Chernozhukov, Juan Carlos Escanciano, Hidehiko Ichimura, Whitney K. Newey, James M. Robins
26 April 2018 | CWP30/18

Previous version

Locally robust semiparametric estimation
Victor Chernozhukov, Juan Carlos Escanciano, Hidehiko Ichimura, Whitney K. Newey
2 August 2016 | CWP31/16
Double/de-biased machine learning using regularized Riesz representers

We provide adaptive inference methods for linear functionals of L1-regularized linear approximations to the conditional expectation […]

Victor Chernozhukov, Whitney K. Newey, James Robins
2 March 2018 | CWP15/18
Simultaneous confidence intervals for high-dimensional linear models with many endogenous variables

High-dimensional linear models with endogenous variables play an increasingly important role in recent econometric literature. In […]

Alexandre Belloni, Victor Chernozhukov, Christian Hansen, Whitney K. Newey
21 December 2017 | CWP63/17
Semiparametric estimation of structural functions in nonseparable triangular models

This paper introduces two classes of semiparametric triangular systems with nonadditively separable unobserved heterogeneity. They are […]

Victor Chernozhukov, Ivan Fernandez-Val, Whitney K. Newey, Sami Stouli, Francis Vella
8 November 2017 | CWP48/17
Cross-fitting and fast remainder rates for semiparametric estimation

There are many interesting and widely used estimators of a functional with finite semi-parametric variance bound […]

Whitney K. Newey, James M. Robins
3 October 2017 | CWP41/17
The bunching estimator cannot identify the taxable income elasticity

Saez (2010) introduced an influential estimator that has become known as the bunching estimator. Using this […]

Soren Blomquist, Whitney K. Newey
2 October 2017 | CWP40/17

Latest version

On Bunching and Identification of the Taxable Income Elasticity
Soren Blomquist, Anil Kumar, Che-Yuan Liang
21 October 2019 | CWP53/19
Nonseparable multinomial choice models in cross-section and panel data

Multinomial choice models are fundamental for empirical modeling of economic choices among discrete alternatives. We analyze […]

Victor Chernozhukov, Ivan Fernandez-Val, Whitney K. Newey
27 June 2017 | CWP33/17
Semiparametric efficient empirical higher order influence function estimators

Robins et al. (2008, 2016b) applied the theory of higher order infuence functions (HOIFs) to derive […]

Rajarshi Mukherjee, Whitney K. Newey, James Robins
14 June 2017 | CWP30/17
Double/debiased machine learning for treatment and structural parameters

We revisit the classic semiparametric problem of inference on a low dimensional parameter θ0 in the […]

Victor Chernozhukov, Denis Chetverikov, Mert Demirer, Esther Duflo, Christian Hansen, Whitney K. Newey, James Robins
2 June 2017 | CWP28/17
Instrumental variables estimation for nonparametric models

Whitney Newey and James Powell, founding CeMMAP Fellows, wrote an influential paper on instrumental variable estimation […]

Whitney K. Newey, James L. Powell
3 February 2017 | CWP07/17