International Fellows
Whitney K. Newey
MIT
Professor of Economics, Massachussets Institute of Technology
Selected Publications
Whitney Newey and James Powell, founding CeMMAP Fellows, wrote an influential paper on instrumental variable estimation […]
There are many economic parameters that depend on nonparametric first steps. Examples include games, dynamic discrete […]
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The linear regression model is widely used in empirical work in Economics, Statistics, and many other […]
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Most modern supervised statistical/machine learning (ML) methods are explicitly designed to solve prediction problems very well. […]
This paper shows how to construct locally robust semiparametric GMM estimators, meaning equivalently moment conditions have […]
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Individual heterogeneity is an important source of variation in demand. Allowing for general heterogeneity is needed […]
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This paper considers identification and estimation of ceteris paribus effects of continuous regressors in nonseparable panel […]
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This paper examines a general class of inferential problems in semiparametric and nonparametric models defined by […]
Often semiparametric estimators are asymptotically equivalent to a sample average. The object being averaged is referred […]
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Many empirical studies estimate the structural effect of some variable on an outcome of interest while […]