International Fellows
Whitney K. Newey
MIT
Professor of Economics, Massachussets Institute of Technology
Selected Publications
We give a general construction of debiased/locally robust/orthogonal (LR) moment functions for GMM, where the derivative […]
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We provide adaptive inference methods for linear functionals of L1-regularized linear approximations to the conditional expectation […]
High-dimensional linear models with endogenous variables play an increasingly important role in recent econometric literature. In […]
This paper introduces two classes of semiparametric triangular systems with nonadditively separable unobserved heterogeneity. They are […]
There are many interesting and widely used estimators of a functional with finite semi-parametric variance bound […]
Saez (2010) introduced an influential estimator that has become known as the bunching estimator. Using this […]
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Multinomial choice models are fundamental for empirical modeling of economic choices among discrete alternatives. We analyze […]
Robins et al. (2008, 2016b) applied the theory of higher order infuence functions (HOIFs) to derive […]
We revisit the classic semiparametric problem of inference on a low dimensional parameter θ0 in the […]
Whitney Newey and James Powell, founding CeMMAP Fellows, wrote an influential paper on instrumental variable estimation […]