International Fellows

Whitney K. Newey

MIT

Professor of Economics, Massachussets Institute of Technology

Selected Publications

The influence function of semiparametric estimators

There are many economic parameters that depend on nonparametric first steps. Examples include games, dynamic discrete […]

Hidehiko Ichimura, Whitney K. Newey
26 January 2017 | CWP06/17

Previous version

The influence function of semiparametric estimators
Hidehiko Ichimura, Whitney K. Newey
7 August 2015 | CWP44/15
Inference in linear regression models with many covariates and heteroskedasticity

The linear regression model is widely used in empirical work in Economics, Statistics, and many other […]

Matias Cattaneo, Michael Jansson, Whitney K. Newey
20 January 2017 | CWP03/17

Previous version

Treatment effects with many covariates and heteroskedasticity
Matias Cattaneo, Michael Jansson, Whitney K. Newey
10 July 2015 | CWP37/15
Double machine learning for treatment and causal parameters

Most modern supervised statistical/machine learning (ML) methods are explicitly designed to solve prediction problems very well. […]

Victor Chernozhukov, Denis Chetverikov, Mert Demirer, Esther Duflo, Christian Hansen, Whitney K. Newey
27 September 2016 | CWP49/16
Locally robust semiparametric estimation

This paper shows how to construct locally robust semiparametric GMM estimators, meaning equivalently moment conditions have […]

Victor Chernozhukov, Juan Carlos Escanciano, Hidehiko Ichimura, Whitney K. Newey
2 August 2016 | CWP31/16

Latest version

Locally robust semiparametric estimation
Victor Chernozhukov, Juan Carlos Escanciano, Hidehiko Ichimura, Whitney K. Newey, James M. Robins
26 April 2018 | CWP30/18
Constrained conditional moment restriction models

This paper examines a general class of inferential problems in semiparametric and nonparametric models defined by […]

Victor Chernozhukov, Whitney K. Newey, Andres Santos
22 September 2015 | CWP59/15
The influence function of semiparametric estimators

Often semiparametric estimators are asymptotically equivalent to a sample average. The object being averaged is referred […]

Hidehiko Ichimura, Whitney K. Newey
7 August 2015 | CWP44/15

Latest version

The influence function of semiparametric estimators
Hidehiko Ichimura, Whitney K. Newey
26 January 2017 | CWP06/17
Treatment effects with many covariates and heteroskedasticity

The linear regression model is widely used in empirical work in Economics. Researchers often include many […]

Matias Cattaneo, Michael Jansson, Whitney K. Newey
10 July 2015 | CWP37/15

Latest version

Inference in linear regression models with many covariates and heteroskedasticity
Matias Cattaneo, Michael Jansson, Whitney K. Newey
20 January 2017 | CWP03/17
Alternative asymptotics and the partially linear model with many regressors

Many empirical studies estimate the structural effect of some variable on an outcome of interest while […]

Matias Cattaneo, Michael Jansson, Whitney K. Newey
10 July 2015 | CWP36/15
Individual heterogeneity, nonlinear budget sets and taxable income

Many studies have estimated the effect of taxes on taxable income. To account for nonlinear taxes […]

Soren Blomquist, Anil Kumar, Che-Yuan Liang, Whitney K. Newey
12 May 2015 | CWP21/15

Previous version

Individual heterogeneity, nonlinear budget sets, and taxable income
Soren Blomquist, Anil Kumar, Che-Yuan Liang, Whitney K. Newey
1 May 2014 | CWP21/14
Nonparametric identification in panels using quantiles

This paper considers identification and estimation of ceteris paribus effects of continuous regressors in nonseparable panel […]

Victor Chernozhukov, Ivan Fernandez-Val, Stefan Hoderlein, Whitney K. Newey
31 December 2014 | CWP54/14

Latest version

Nonparametric identification in panels using quantiles
Victor Chernozhukov, Ivan Fernandez-Val, Stefan Hoderlein, Hajo Holzmann, Whitney K. Newey
31 October 2015 | Journal Article

Previous version

Nonparametric identification in panels using quantiles
Victor Chernozhukov, Ivan Fernandez-Val, Stefan Hoderlein, Hajo Holzmann, Whitney K. Newey
30 December 2013 | CWP66/13