Whitney K. Newey

Massachusetts Institute of Technology (MIT) - Department of Economics

Professor

50 Memorial Drive

E52-262D

Cambridge, MA 02142

United States

National Bureau of Economic Research (NBER)

1050 Massachusetts Avenue

Cambridge, MA 02138

United States

SCHOLARLY PAPERS

30

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2,075

SSRN CITATIONS
Rank 541

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Top 541

in Total Papers Citations

215

CROSSREF CITATIONS

1,274

Scholarly Papers (30)

1.

A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelationconsistent Covariance Matrix

NBER Working Paper No. t0055
Number of pages: 14 Posted: 10 Jul 2000 Last Revised: 28 Aug 2010
Whitney K. Newey and Kenneth D. West
Massachusetts Institute of Technology (MIT) - Department of Economics and University of Wisconsin - Madison - Department of Economics
Downloads 764 (32,014)
Citation 52

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2.

Mean-Square-Error Calculations for Average Treatment Effects

IEPR Working Paper No. 05.34
Number of pages: 51 Posted: 05 Oct 2005
Guido W. Imbens, Whitney K. Newey and Geert Ridder
Stanford Graduate School of Business, Massachusetts Institute of Technology (MIT) - Department of Economics and University of Southern California
Downloads 274 (112,131)
Citation 13

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Nonparametric Estimation, Imputation, Mean Squared Error, Order Selection

3.

GMM with Many Weak Moment Conditions

CEMMAP Working Paper Series No. CWP18/05
Number of pages: 51 Posted: 20 Dec 2005
Whitney K. Newey and Frank Windmeijer
Massachusetts Institute of Technology (MIT) - Department of Economics and University of Bristol - Department of Economics
Downloads 214 (143,717)
Citation 6

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GMM, Continuous Updating, Many Moments, Variance

Local Identification of Nonparametric and Semiparametric Models

Cowles Foundation Discussion Paper No. 1795
Number of pages: 31 Posted: 25 Apr 2011
Yale University - Cowles Foundation, Massachusetts Institute of Technology (MIT) - Department of Economics, University College London and Massachusetts Institute of Technology (MIT) - Department of Economics
Downloads 71 (333,510)

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Identification, Local identification, Nonparametric models, Asset pricing

Local Identification of Nonparametric and Semiparametric Models

Cowles Foundation Discussion Paper No. 1795R
Number of pages: 46 Posted: 15 Nov 2012
Yale University - Cowles Foundation, Massachusetts Institute of Technology (MIT) - Department of Economics, Seoul National University and Massachusetts Institute of Technology (MIT) - Department of Economics
Downloads 58 (371,305)
Citation 6

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Identification, Local identification, Nonparametric models, Asset pricing

5.

Mean-Squared-Error Calculations for Average Treatment Effects

Number of pages: 50 Posted: 04 Jan 2007
Guido W. Imbens, Whitney K. Newey and Geert Ridder
Stanford Graduate School of Business, Massachusetts Institute of Technology (MIT) - Department of Economics and University of Southern California
Downloads 109 (252,143)
Citation 11

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Nonparametric Estimation, Imputation, Mean Squared Error, Order Selection

Individual Heterogeneity, Nonlinear Budget Sets, and Taxable Income

CESifo Working Paper Series No. 5320
Number of pages: 45 Posted: 07 May 2015
Soren Blomquist, Anil Kumar, Che-Yuan Liang and Whitney K. Newey
Uppsala University - Department of Economics, Federal Reserve Bank of Dallas - Research Department, Uppsala University - Department of Economics and Massachusetts Institute of Technology (MIT) - Department of Economics
Downloads 63 (355,922)

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nonlinear budget sets, nonparametric estimation, heterogeneous preferences, taxable income, revealed stochastic preference

Individual Heterogeneity, Nonlinear Budget Sets, and Taxable Income

Uppsala Center for Fiscal Studies Working Paper 2014:1
Number of pages: 45 Posted: 23 Apr 2014
Soren Blomquist, Anil Kumar, Che-Yuan Liang and Whitney K. Newey
Uppsala University - Department of Economics, Federal Reserve Bank of Dallas - Research Department, Uppsala University - Department of Economics and Massachusetts Institute of Technology (MIT) - Department of Economics
Downloads 30 (484,099)

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nonlinear budget sets, nonparametric estimation, additive models, heterogeneous

7.

Automatic Lag Selection in Covariance Matrix Estimation

NBER Working Paper No. t0144
Number of pages: 51 Posted: 18 Jul 2000
Kenneth D. West and Whitney K. Newey
University of Wisconsin - Madison - Department of Economics and Massachusetts Institute of Technology (MIT) - Department of Economics
Downloads 93 (280,455)
Citation 109

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8.

Identification and Estimation of Triangular Simultaneous Equations Models Without Additivity

NBER Working Paper No. t0285
Number of pages: 44 Posted: 21 Nov 2002
Guido W. Imbens and Whitney K. Newey
Stanford Graduate School of Business and Massachusetts Institute of Technology (MIT) - Department of Economics
Downloads 75 (319,788)
Citation 3

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9.

Implementing Causality Tests with Panel Data, with an Example from Localpublic Finance

NBER Working Paper No. t0048
Number of pages: 45 Posted: 05 Jul 2001 Last Revised: 21 Aug 2010
Douglas Holtz-Eakin, Whitney K. Newey and Harvey S. Rosen
Syracuse University, Massachusetts Institute of Technology (MIT) - Department of Economics and Princeton University - Department of Economics
Downloads 57 (369,100)

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10.

Combining Two Consistent Estimators

In: Essays in Honor of Jerry Hausman: Advances in Econometrics, Volume 29, Emerald, New York, 2012
Number of pages: 20 Posted: 15 Jul 2013
University of Maryland, Massachusetts Institute of Technology (MIT) - Department of Economics, Massachusetts Institute of Technology (MIT) - Department of Economics, Rutgers University - Department of Economics and University of Arizona
Downloads 40 (428,216)

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endogeneity, instrumental variables, jackknife estimation, many moments, Hausman (1978) test

11.

The Revenues-Expenditures Nexus: Evidence from Local Government Data

NBER Working Paper No. w2180
Number of pages: 27 Posted: 16 Jul 2004
Douglas Holtz-Eakin, Whitney K. Newey and Harvey S. Rosen
Syracuse University, Massachusetts Institute of Technology (MIT) - Department of Economics and Princeton University - Department of Economics
Downloads 33 (457,716)

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12.

Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments

Number of pages: 61 Posted: 31 May 2011
University of Maryland, Rutgers University - Department of Economics, Massachusetts Institute of Technology (MIT) - Department of Economics, Massachusetts Institute of Technology (MIT) - Department of Economics and University of Arizona
Downloads 29 (476,536)
Citation 6

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13.

Testing Overidentifying Restrictions with Many Instruments and Heteroskedasticity

Number of pages: 15 Posted: 15 Jul 2013
University of Maryland, Massachusetts Institute of Technology (MIT) - Department of Economics, Massachusetts Institute of Technology (MIT) - Department of Economics, Rutgers University - Department of Economics and University of Arizona
Downloads 27 (486,900)
Citation 5

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heteroskedasticity, instrumental variables, jackknife estimation, many instruments, weak instruments

The Bunching Estimator Cannot Identify the Taxable Income Elasticity

CESifo Working Paper Series No. 6736
Number of pages: 40 Posted: 11 Jan 2018
Soren Blomquist and Whitney K. Newey
Uppsala University - Department of Economics and Massachusetts Institute of Technology (MIT) - Department of Economics
Downloads 17 (564,656)
Citation 1

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The Bunching Estimator Cannot Identify the Taxable Income Elasticity

NBER Working Paper No. w24136
Number of pages: 41 Posted: 28 Dec 2017
Soren Blomquist and Whitney K. Newey
Uppsala University - Department of Economics and Massachusetts Institute of Technology (MIT) - Department of Economics
Downloads 9 (619,683)

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15.

Tax Reform Evaluation Using Nonparametric Methods: Sweden 1980 - 1991

NBER Working Paper No. w6759
Number of pages: 38 Posted: 16 Nov 1998 Last Revised: 09 May 2000
Soren Blomquist, Matias Eklof and Whitney K. Newey
Uppsala University - Department of Economics, Uppsala University and Massachusetts Institute of Technology (MIT) - Department of Economics
Downloads 24 (503,512)
Citation 1

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Double/Debiased Machine Learning for Treatment and Structural Parameters

NBER Working Paper No. w23564
Number of pages: 73 Posted: 10 Jul 2017 Last Revised: 21 May 2018
Massachusetts Institute of Technology (MIT) - Department of Economics, University of California, Los Angeles (UCLA) - Department of Economics, Massachusetts Institute of Technology (MIT), Massachusetts Institute of Technology (MIT) - Department of Economics, University of Chicago - Booth School of Business - Econometrics and Statistics, Massachusetts Institute of Technology (MIT) - Department of Economics and Harvard University - T.H. Chan School of Public Health
Downloads 22 (532,104)

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Double/Debiased Machine Learning for Treatment and Structural Parameters

The Econometrics Journal, Vol. 21, Issue 1, pp. C1-C68, 2018
Number of pages: 68 Posted: 12 Feb 2018
Massachusetts Institute of Technology (MIT) - Department of Economics, University of California, Los Angeles (UCLA) - Department of Economics, Massachusetts Institute of Technology (MIT), Massachusetts Institute of Technology (MIT) - Department of Economics, University of Chicago - Booth School of Business - Econometrics and Statistics, Massachusetts Institute of Technology (MIT) - Department of Economics and Harvard University - T.H. Chan School of Public Health
Downloads 1 (690,174)
Citation 6
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17.

Nonparametric Continuous/Discrete Choice Models

International Economic Review, Vol. 48, Issue 4, pp. 1429-1439, November 2007
Number of pages: 11 Posted: 13 Dec 2007
Whitney K. Newey
Massachusetts Institute of Technology (MIT) - Department of Economics
Downloads 23 (509,096)
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18.

An Expository Note on the Existence of Moments of Fuller and HFUL Estimators

In: Essays in Honor of Jerry Hausman: Advances in Econometrics, Volume 29, Emerald, New York, 2012
Number of pages: 20 Posted: 16 Jul 2013
University of Maryland, Massachusetts Institute of Technology (MIT) - Department of Economics, Massachusetts Institute of Technology (MIT) - Department of Economics, Rutgers University - Department of Economics and University of Arizona
Downloads 22 (515,059)

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endogeneity, instrumental variables, jackknife estimation, many moments, existence of moments

19.

Instrumental Variable Estimation with Heteroskedasticity and Many Instruments

Number of pages: 46 Posted: 15 Jul 2013
Massachusetts Institute of Technology (MIT) - Department of Economics, Massachusetts Institute of Technology (MIT) - Department of Economics, University of Arizona, University of Maryland and Rutgers University - Department of Economics
Downloads 18 (538,582)
Citation 6

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Instrumental Variables, Jackknife, Many Instruments, Heteroskedasticity

20.

Two-Step Series Estimation of Sample Selection Models

Econometrics Journal, Vol. 12, Issue s1, pp. S217-S229, January 2009
Number of pages: 13 Posted: 04 Jul 2009
Whitney K. Newey
Massachusetts Institute of Technology (MIT) - Department of Economics
Downloads 2 (645,015)
Citation 4
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21.

Nonparametric Welfare Analysis

Annual Review of Economics, Vol. 9, pp. 521-546, 2017
Posted: 14 Aug 2017
Jerry A. Hausman and Whitney K. Newey
Massachusetts Institute of Technology (MIT) - Department of Economics and Massachusetts Institute of Technology (MIT) - Department of Economics

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22.

Two-Step Estimation, Optimal Moment Conditions, and Sample Selection Models

MIT Department of Economics Working Paper No. 99-06
Posted: 26 Jul 2000
Whitney K. Newey and James L. Powell
Massachusetts Institute of Technology (MIT) - Department of Economics and University of California, Berkeley

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Efficiency, Two-Step Estimation, Sample Selection Models, Semiparametric Estimation

23.

Choosing the Number of Instruments

MIT Department of Economics Working Paper No. 99-05
Posted: 26 Jul 2000
Stephen G. Donald and Whitney K. Newey
University of Texas at Austin - Department of Economics and Massachusetts Institute of Technology (MIT) - Department of Economics

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Instrument choice, optimal instrument variables: LIML, 2SLS

24.

Two-Step Series Estimation of Sample Selection Models

MIT Dept. of Economics Working Paper No. 99-04
Posted: 26 Jul 2000
Whitney K. Newey
Massachusetts Institute of Technology (MIT) - Department of Economics

Abstract:

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Sample selection models, semiparametric estimation, srieds estimation, two-step estimation

25.

Nonparametric Estimation with Nonlinear Budget Sets

MIT Department of Economics Working Paper No. 99-03
Posted: 26 Jul 2000
Soren Blomquist and Whitney K. Newey
Uppsala University - Department of Economics and Massachusetts Institute of Technology (MIT) - Department of Economics

Abstract:

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Nonlinear budget sets, nonparametric estimation, additive models

26.

Flexible Simulated Moment Estimation of Nonlinear Errors-in-Variables Models

MIT Department of Economics Working Paper No. 99-02
Posted: 26 Jul 2000
Whitney K. Newey
Massachusetts Institute of Technology (MIT) - Department of Economics

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Nonlinear regression, errors-in-variables, simulated moments

27.

Conditional Moment Restrictions in Censored and Truncated Regression Models

MIT Dept. of Economics Working Paper No. 99-15
Posted: 05 Jan 2000
Whitney K. Newey
Massachusetts Institute of Technology (MIT) - Department of Economics

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Censored Regression, Truncated Regression, Semiparametric Estimation

28.

Undersmoothing and Bias Corrected

MIT Department of Economics Working Paper No. 98-17
Posted: 01 Jan 1999
Whitney K. Newey, Fushing Hsieh and James Robins
Massachusetts Institute of Technology (MIT) - Department of Economics, Academia Sinica and Harvard University - T.H. Chan School of Public Health

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29.

Nonparametric Estimation of Triangular Simultaneous Equations Models

MIT Department of Economics Working Paper No. 98-06
Posted: 18 Sep 1998
Whitney K. Newey, James L. Powell and Francis Vella
Massachusetts Institute of Technology (MIT) - Department of Economics, University of California, Berkeley and Georgetown University

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30.

Consistency of Quasi-Maximum Likelihood Estimators for Models with Conditional Heteroskedasticity

Posted: 25 Aug 1998
Whitney K. Newey and Douglas G. Steigerwald
Massachusetts Institute of Technology (MIT) - Department of Economics and University of California, Santa Barbara (UCSB) - Department of Economics

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