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

32

DOWNLOADS
Rank 24,070

SSRN RANKINGS

Top 24,070

in Total Papers Downloads

4,039

SSRN CITATIONS
Rank 561

SSRN RANKINGS

Top 561

in Total Papers Citations

1,270

CROSSREF CITATIONS

1,216

Scholarly Papers (32)

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: 26 Feb 2023
Whitney K. Newey and Kenneth D. West
Massachusetts Institute of Technology (MIT) - Department of Economics and University of Wisconsin - Madison - Department of Economics
Downloads 1,305 (29,681)
Citation 120

Abstract:

Loading...

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 467 (116,432)
Citation 21

Abstract:

Loading...

Nonparametric Estimation, Imputation, Mean Squared Error, Order Selection

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 207 (273,328)
Citation 2

Abstract:

Loading...

On Bunching and Identification of the Taxable Income Elasticity

NBER Working Paper No. w24136
Number of pages: 44 Posted: 28 Dec 2017 Last Revised: 14 Jun 2023
Soren Blomquist, Whitney K. Newey, Anil Kumar and Che-Yuan Liang
Uppsala University - Department of Economics, Massachusetts Institute of Technology (MIT) - Department of Economics, Federal Reserve Bank of Dallas - Research Department and Uppsala University - Department of Economics
Downloads 64 (651,121)
Citation 18

Abstract:

Loading...

4.

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 261 (219,494)
Citation 7

Abstract:

Loading...

GMM, Continuous Updating, Many Moments, Variance

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 157 (349,904)
Citation 2

Abstract:

Loading...

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 80 (573,495)
Citation 2

Abstract:

Loading...

nonlinear budget sets, nonparametric estimation, additive models, heterogeneous

6.

Automatic Lag Selection in Covariance Matrix Estimation

NBER Working Paper No. t0144
Number of pages: 51 Posted: 18 Jul 2000 Last Revised: 26 May 2023
Kenneth D. West and Whitney K. Newey
University of Wisconsin - Madison - Department of Economics and Massachusetts Institute of Technology (MIT) - Department of Economics
Downloads 226 (252,609)
Citation 46

Abstract:

Loading...

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 123 (425,451)
Citation 14

Abstract:

Loading...

Identification, Local identification, Nonparametric models, Asset pricing

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 90 (532,395)

Abstract:

Loading...

Identification, Local identification, Nonparametric models, Asset pricing

8.

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 174 (320,266)
Citation 18

Abstract:

Loading...

Nonparametric Estimation, Imputation, Mean Squared Error, Order Selection

9.

Double/Debiased Machine Learning for Treatment and Structural Parameters

NBER Working Paper No. w23564
Number of pages: 73 Posted: 10 Jul 2017 Last Revised: 12 Dec 2022
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 136 (392,470)
Citation 82

Abstract:

Loading...

10.

Identification and Estimation of Triangular Simultaneous Equations Models Without Additivity

NBER Working Paper No. t0285
Number of pages: 44 Posted: 21 Nov 2002 Last Revised: 14 Apr 2023
Guido W. Imbens and Whitney K. Newey
Stanford Graduate School of Business and Massachusetts Institute of Technology (MIT) - Department of Economics
Downloads 124 (421,271)
Citation 37

Abstract:

Loading...

11.

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: 19 Feb 2023
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 85 (546,365)

Abstract:

Loading...

12.

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, The State University of New Jersey - Department of EconomicsRutgers University - Department of Economics and University of Arizona
Downloads 67 (624,924)
Citation 14

Abstract:

Loading...

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

13.

The Revenues-Expenditures Nexus: Evidence from Local Government Data

NBER Working Paper No. w2180
Number of pages: 27 Posted: 16 Jul 2004 Last Revised: 18 Dec 2022
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 66 (629,903)

Abstract:

Loading...

14.

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, The State University of New Jersey - Department of EconomicsRutgers University - Department of Economics and University of Arizona
Downloads 65 (634,872)

Abstract:

Loading...

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

15.

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, The State University of New Jersey - Department of EconomicsRutgers University - Department of Economics
Downloads 59 (666,387)
Citation 8

Abstract:

Loading...

Instrumental Variables, Jackknife, Many Instruments, Heteroskedasticity

16.

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

Number of pages: 61 Posted: 31 May 2011
University of Maryland, Rutgers, The State University of New Jersey - Department of EconomicsRutgers 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 59 (666,387)
Citation 12

Abstract:

Loading...

17.

Demand Analysis with Many Prices

NBER Working Paper No. w26424
Number of pages: 39 Posted: 06 Nov 2019 Last Revised: 15 Mar 2023
Victor Chernozhukov, Jerry A. Hausman and Whitney K. Newey
Massachusetts Institute of Technology (MIT) - Department of Economics, Massachusetts Institute of Technology (MIT) - Department of Economics and Massachusetts Institute of Technology (MIT) - Department of Economics
Downloads 51 (712,705)

Abstract:

Loading...

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, The State University of New Jersey - Department of EconomicsRutgers University - Department of Economics and University of Arizona
Downloads 49 (725,409)

Abstract:

Loading...

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

19.

Tax Reform Evaluation Using Nonparametric Methods: Sweden 1980 - 1991

NBER Working Paper No. w6759
Number of pages: 38 Posted: 16 Nov 1998 Last Revised: 22 Dec 2022
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 49 (725,409)
Citation 2

Abstract:

Loading...

20.

Long Story Short: Omitted Variable Bias in Causal Machine Learning

NBER Working Paper No. w30302
Number of pages: 48 Posted: 01 Aug 2022 Last Revised: 19 Apr 2023
Massachusetts Institute of Technology (MIT) - Department of Economics, University of Washington, Massachusetts Institute of Technology (MIT) - Department of Economics, Microsoft Research Lab and Microsoft Research
Downloads 43 (765,467)

Abstract:

Loading...

Nonlinear Budget Set Regressions for the Random Utility Model

FRB of Dallas Working Paper No. 2219
Number of pages: 54 Posted: 05 Oct 2022
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 26 (930,483)

Abstract:

Loading...

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

Nonlinear Budget Set Regressions for the Random Utility Model

NBER Working Paper No. w31194
Number of pages: 49 Posted: 01 May 2023 Last Revised: 15 May 2023
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 6 (1,144,407)
  • Add to Cart

Abstract:

Loading...

22.

The Econometrics of Nonlinear Budget Sets

Annual Review of Economics, Vol. 15, pp. 287-306, 2023
Posted: 20 Sep 2023
Soren Blomquist, Jerry A. Hausman and Whitney K. Newey
Uppsala University - Department of Economics, Massachusetts Institute of Technology (MIT) - Department of Economics and Massachusetts Institute of Technology (MIT) - Department of Economics

Abstract:

Loading...

23.

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

Abstract:

Loading...

24.

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

Posted: 26 Jul 2000
Whitney K. Newey and James L. Powell
Massachusetts Institute of Technology (MIT) - Department of Economics and University of California, Berkeley

Abstract:

Loading...

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

25.

Choosing the Number of Instruments

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

Abstract:

Loading...

Instrument choice, optimal instrument variables: LIML, 2SLS

26.

Two-Step Series Estimation of Sample Selection Models

Posted: 26 Jul 2000
Whitney K. Newey
Massachusetts Institute of Technology (MIT) - Department of Economics

Abstract:

Loading...

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

27.

Nonparametric Estimation with Nonlinear Budget Sets

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:

Loading...

Nonlinear budget sets, nonparametric estimation, additive models

28.

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

Posted: 26 Jul 2000
Whitney K. Newey
Massachusetts Institute of Technology (MIT) - Department of Economics

Abstract:

Loading...

Nonlinear regression, errors-in-variables, simulated moments

29.

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

Abstract:

Loading...

Censored Regression, Truncated Regression, Semiparametric Estimation

30.

Undersmoothing and Bias Corrected

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

Abstract:

Loading...

31.

Nonparametric Estimation of Triangular Simultaneous Equations Models

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

Abstract:

Loading...

32.

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

Abstract:

Loading...