International Fellows

Whitney K. Newey

MIT

Professor of Economics, Massachussets Institute of Technology

Selected Publications

Constrained conditional moment restriction models

Shape restrictions have played a central role in economics as both testable implications of theory and… Continue reading.

Victor Chernozhukov, Whitney K. Newey, Andres Santos
28 July 2022 | CWP14/22

Previous version

Constrained conditional moment restriction models
Victor Chernozhukov, Whitney K. Newey, Andres Santos
22 September 2015 | CWP59/15
Omitted variable bias in machine learned causal models

We derive general, yet simple, sharp bounds on the size of the omitted variable bias for… Continue reading.

Victor Chernozhukov, Carlos Cinelli, Whitney K. Newey, Amit Sharma, Vasilis Syrgkanis
30 December 2021 | CWP45/21
Heterogeneous coefficients, control variables, and identification of multiple treatment effects

Multidimensional heterogeneity and endogeneity are important features of models with multiple treatments. We consider a heterogeneous… Continue reading.

Whitney K. Newey, Sami Stouli
22 November 2021 | CWP41/21

Previous version

Heterogeneous coefficients, control variables, and identification of treatment effects
Whitney K. Newey, Sami Stouli
11 September 2020 | CWP45/20
Minimax semiparametric learning with approximate sparsity

This paper is about the ability and means to root-n consistently and efficiently estimate linear, mean-square… Continue reading.

Jelena Bradic, Victor Chernozhukov, Whitney K. Newey
29 July 2021 | CWP32/21
The influence function of semiparametric estimators

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

Hidehiko Ichimura, Whitney K. Newey
29 July 2021 | CWP31/20

Previous version

The influence function of semiparametric estimators
Hidehiko Ichimura, Whitney K. Newey
26 January 2017 | CWP06/17
Adversarial estimation of Riesz representers

We provide an adversarial approach to estimating Riesz representers of linear functionals within arbitrary function spaces…. Continue reading.

Victor Chernozhukov, Whitney K. Newey, Rahul Singh, Vasilis Syrgkanis
2 March 2021 | CWP07/21
Heterogeneous coefficients, control variables, and identification of treatment effects

Multidimensional heterogeneity and endogeneity are important features of models with multiple treatments. We consider a heterogeneous… Continue reading.

Whitney K. Newey, Sami Stouli
11 September 2020 | CWP45/20
Demand analysis with many prices

From its inception, demand estimation has faced the problem of “many prices.” While some aggregation across… Continue reading.

Victor Chernozhukov, Jerry Hausman, Whitney K. Newey
30 October 2019 | CWP59/19
Heterogenous coefficients, discrete instruments, and identification of treatment effects

Multidimensional heterogeneity and endogeneity are important features of a wide class of econometric models. We consider… Continue reading.

Whitney K. Newey, Sami Stouli
23 November 2018 | CWP66/18
Control variables, discrete instruments, and identification of structural functions

Control variables provide an important means of controlling for endogeneity in econometric models with nonseparable and/or… Continue reading.

Whitney K. Newey, Sami Stouli
18 September 2018 | CWP55/18