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

27

DOWNLOADS
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in Total Papers Downloads

1,676

CITATIONS
Rank 173

SSRN RANKINGS

Top 173

in Total Papers Citations

1,894

Scholarly Papers (27)

1.

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

NBER Working Paper No. t0055
Number of pages: 14 Posted: 10 Jul 2000
Whitney K. Newey and Kenneth D. West
Massachusetts Institute of Technology (MIT) - Department of Economics and University of Wisconsin - Madison - Department of Economics
Downloads 565 (32,313)
Citation 1,492

Abstract:

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 186 (109,775)
Citation 11

Abstract:

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 183 (128,286)
Citation 13

Abstract:

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 66 (286,757)
Citation 3

Abstract:

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 52 (323,844)
Citation 3

Abstract:

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 72 (241,139)
Citation 11

Abstract:

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 35 (381,664)

Abstract:

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 22 (444,782)

Abstract:

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 57 (266,122)
Citation 259

Abstract:

8.

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
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 51 (316,049)
Citation 4

Abstract:

9.

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 44 (295,216)
Citation 40

Abstract:

10.

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 25 (401,654)
Citation 12

Abstract:

11.

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 (425,707)

Abstract:

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 21 (425,707)
Citation 9

Abstract:

13.

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 19 (401,654)

Abstract:

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

14.

Tax Reform Evaluation Using Nonparametric Methods: Sweden 1980 - 1991

NBER Working Paper No. w6759
Number of pages: 38 Posted: 16 Nov 1998
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 19 (435,993)
Citation 8

Abstract:

15.

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 9 (477,266)

Abstract:

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

16.

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 9 (461,859)
Citation 3

Abstract:

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

17.

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 7 (487,632)
Citation 14

Abstract:

Instrumental Variables, Jackknife, Many Instruments, Heteroskedasticity

18.

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 (531,181)
Citation 18

Abstract:

19.

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:

Nonlinear budget sets, nonparametric estimation, additive models

20.

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

Abstract:

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

21.

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

Abstract:

Nonlinear regression, errors-in-variables, simulated moments

22.

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

Abstract:

Instrument choice, optimal instrument variables: LIML, 2SLS

23.

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:

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

24.

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:

Censored Regression, Truncated Regression, Semiparametric Estimation

25.

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

Abstract:

26.

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

Abstract:

27.

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 - Department of Economics

Abstract: