Whitney Newey : Citation Profile

Are you Whitney Newey?

Massachusetts Institute of Technology (MIT)

43

H index

69

i10 index

14814

Citations

RESEARCH PRODUCTION:

67

Articles

77

Papers

1

Chapters

EDITOR:

8

Books edited

RESEARCH ACTIVITY:

   38 years (1981 - 2019). See details.
   Cites by year: 389
   Journals where Whitney Newey has often published
   Relations with other researchers
   Recent citing documents: 1025.    Total self citations: 30 (0.2 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pne241
   Updated: 2021-03-01    RAS profile: 2013-09-20    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Chernozhukov, Victor (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Whitney Newey.

Is cited by:

Chen, Xiaohong (173)

Chernozhukov, Victor (129)

LINTON, OLIVER (97)

Lewbel, Arthur (92)

Fernandez-Val, Ivan (69)

Smith, Richard (63)

Otsu, Taisuke (58)

GUPTA, RANGAN (55)

Hahn, Jinyong (51)

Imbens, Guido (49)

GAO, Jiti (46)

Cites to:

Hausman, Jerry (24)

Imbens, Guido (16)

Hansen, Lars (13)

Swanson, Norman (10)

Chao, John (10)

Chernozhukov, Victor (10)

Donald, Stephen (9)

Blundell, Richard (9)

Blomquist, Sören (8)

Angrist, Joshua (7)

Andrews, Donald (7)

Main data

Where Whitney Newey has published?

Journals with more than one article published# docs
Econometrica23
Journal of Econometrics13
Econometric Theory6
Journal of Business & Economic Statistics4
International Economic Review4
Economics Letters4
American Economic Review2

Working Papers Series with more than one paper published# docs
CeMMAP working papers / Centre for Microdata Methods and Practice, Institute for Fiscal Studies15
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University2
Economics Working Paper Archive / The Johns Hopkins University,Department of Economics2
IEPR Working Papers / Institute of Economic Policy Research (IEPR)2

Recent works citing Whitney Newey (2021 and 2020)

YearTitle of citing document
2020Designing a sequential testing procedure for verifying global CO2 emissions. (2020). Bennedsen, Mikkel. In: CREATES Research Papers. RePEc:aah:create:2020-01.

Full description at Econpapers || Download paper

2020Tree-based Synthetic Control Methods: Consequences of moving the US Embassy. (2020). Muhlbach, Nicolaj N. In: CREATES Research Papers. RePEc:aah:create:2020-04.

Full description at Econpapers || Download paper

2020Predicting bond return predictability. (2020). Thyrsgaard, Martin ; Kjar, Mads M ; Eriksen, Jonas N ; Borup, Daniel. In: CREATES Research Papers. RePEc:aah:create:2020-09.

Full description at Econpapers || Download paper

2020Roughness in spot variance? A GMM approach for estimation of fractional log-normal stochastic volatility models using realized measures. (2020). Christensen, Kim ; Bolko, Anine E ; Veliyev, Bezirgen ; Pakkanen, Mikko S. In: CREATES Research Papers. RePEc:aah:create:2020-12.

Full description at Econpapers || Download paper

2020Origins of Mutual Fund Skill: Market versus Accounting Based Asset Pricing Anomalies. (2020). Christiansen, Charlotte ; Xu, Yue ; Xing, Ran. In: CREATES Research Papers. RePEc:aah:create:2020-14.

Full description at Econpapers || Download paper

2021Now- and Backcasting Initial Claims with High-Dimensional Daily Internet Search-Volume Data. (2021). Montes, Erik Christian ; Rapach, David E ; Borup, Daniel. In: CREATES Research Papers. RePEc:aah:create:2021-02.

Full description at Econpapers || Download paper

2020Semiparametric Estimation of Dynamic Binary Choice Panel Data Models. (2020). Yang, Thomas Tao ; Ouyang, FU. In: ANU Working Papers in Economics and Econometrics. RePEc:acb:cbeeco:2020-671.

Full description at Econpapers || Download paper

2020On bootstrapping tests of equal forecast accuracy for nested models. (2020). Haque, Qazi ; Doko Tchatoka, Firmin. In: School of Economics Working Papers. RePEc:adl:wpaper:2020-03.

Full description at Econpapers || Download paper

2020Uniform Inference after Pretesting for Exogeneity. (2020). Wang, Wenjie ; Doko Tchatoka, Firmin. In: School of Economics Working Papers. RePEc:adl:wpaper:2020-05.

Full description at Econpapers || Download paper

2020The Aging of the Baby Boomers: Demographics and Propagation of Tax Shocks. (2020). Fiori, Giuseppe ; Ferraro, Domenico. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:12:y:2020:i:2:p:167-93.

Full description at Econpapers || Download paper

2020Economic impacts of mobile broadband innovation: Evidence from the transition to 4G. (2020). Kulick, Robert ; Eisenach, Jeffrey . In: AEI Economics Working Papers. RePEc:aei:rpaper:1008568416.

Full description at Econpapers || Download paper

2020Land certification, rental market participation, and income dynamics in rural China. (2020). Du, Xiaodong ; Xu, Licheng. In: 2020 Annual Meeting, July 26-28, Kansas City, Missouri. RePEc:ags:aaea20:304247.

Full description at Econpapers || Download paper

2020The Impact of Education Reforms on Household Adult Welfare Outcomes in Ethiopia: The 1994 Free Primary Education (FPE) Reform. (2020). Siameh, Celestine O. In: 2020 Annual Meeting, July 26-28, Kansas City, Missouri. RePEc:ags:aaea20:304567.

Full description at Econpapers || Download paper

2020Peer Effects in Networks: a Survey. (2020). Fortin, Bernard ; Djebbari, Habiba ; Bramoulle, Yann. In: AMSE Working Papers. RePEc:aim:wpaimx:1936.

Full description at Econpapers || Download paper

2020Does the Yield Curve Signal Recessions? New Evidence from an International Panel Data Analysis. (2020). Hasse, Jean-Baptiste ; Lajaunie, Quentin. In: AMSE Working Papers. RePEc:aim:wpaimx:2013.

Full description at Econpapers || Download paper

2020Risk bounds when learning infinitely many response functions by ordinary linear regression. (2020). Segers, Johan ; Portier, Franois ; Plassier, Vincent. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2020019.

Full description at Econpapers || Download paper

2020Is Tourism a Key Factor for Economic Growth? Fresh Evidence from South Europe Using Panel Cointegration and PVAR Analyses. (2020). Kostakis, Ioannis. In: World Journal of Applied Economics. RePEc:ana:journl:v:6:y:2020:i:2:p:123-138.

Full description at Econpapers || Download paper

2020Fiscal spending multipliers over the household leverage cycle. (2020). Polattimur, Hamza ; Klein, Mathias ; Winkler, Roland. In: Working Papers. RePEc:ant:wpaper:2020007.

Full description at Econpapers || Download paper

2020Elicitation Complexity of Statistical Properties. (2018). Frongillo, Rafael ; Kash, Ian A.. In: Papers. RePEc:arx:papers:1506.07212.

Full description at Econpapers || Download paper

2020Convergence of the risk for nonparametric IV quantile regression and nonparametric IV regression with full independence. (2015). Dunker, Fabian. In: Papers. RePEc:arx:papers:1511.03977.

Full description at Econpapers || Download paper

2020Efficient Policy Learning. (2019). Athey, Susan ; Wager, Stefan. In: Papers. RePEc:arx:papers:1702.02896.

Full description at Econpapers || Download paper

2020Generic Machine Learning Inference on Heterogenous Treatment Effects in Randomized Experiments. (2019). Fernandez-Val, Ivan ; Chernozhukov, Victor ; Duflo, Esther ; Demirer, Mert. In: Papers. RePEc:arx:papers:1712.04802.

Full description at Econpapers || Download paper

2020Quasi-Oracle Estimation of Heterogeneous Treatment Effects. (2019). Wager, Stefan ; Nie, Xinkun. In: Papers. RePEc:arx:papers:1712.04912.

Full description at Econpapers || Download paper

2020Towards a General Large Sample Theory for Regularized Estimators. (2019). Jansson, Michael ; Pouzo, Demian. In: Papers. RePEc:arx:papers:1712.07248.

Full description at Econpapers || Download paper

2020Double/De-Biased Machine Learning of Global and Local Parameters Using Regularized Riesz Representers. (2019). Chernozhukov, Victor ; Robins, James ; Newey, Whitney. In: Papers. RePEc:arx:papers:1802.08667.

Full description at Econpapers || Download paper

2020Network and Panel Quantile Effects Via Distribution Regression. (2018). Weidner, Martin ; Chernozhukov, Victor ; Fern, Iv'An. In: Papers. RePEc:arx:papers:1803.08154.

Full description at Econpapers || Download paper

2020Difference-in-Differences with Multiple Time Periods and an Application on the Minimum Wage and Employment. (2018). Sant'Anna, Pedro ; Callaway, Brantly. In: Papers. RePEc:arx:papers:1803.09015.

Full description at Econpapers || Download paper

2020Varying Random Coefficient Models. (2019). hoderlein, stefan ; Breunig, Christoph. In: Papers. RePEc:arx:papers:1804.03110.

Full description at Econpapers || Download paper

2020Estimating Dynamic Treatment Effects in Event Studies with Heterogeneous Treatment Effects. (2018). Sun, Liyang ; Abraham, Sarah. In: Papers. RePEc:arx:papers:1804.05785.

Full description at Econpapers || Download paper

2020Equilibrium Restrictions and Approximate Models -- With an application to Pricing Macroeconomic Risk. (2019). Tryphonides, Andreas. In: Papers. RePEc:arx:papers:1805.10869.

Full description at Econpapers || Download paper

2020A Practical Method of Estimation and Inference for Policy-Relevant Treatment Effects. (2018). Ura, Takuya ; Sasaki, Yuya. In: Papers. RePEc:arx:papers:1805.11503.

Full description at Econpapers || Download paper

2020Ill-posed Estimation in High-Dimensional Models with Instrumental Variables. (2018). Simoni, Anna ; Mammen, Enno ; Breunig, Christoph. In: Papers. RePEc:arx:papers:1806.00666.

Full description at Econpapers || Download paper

2020Testability of the exclusion restriction in continuous instrumental variable models. (2018). Gunsilius, Florian. In: Papers. RePEc:arx:papers:1806.09517.

Full description at Econpapers || Download paper

2020Minimizing Sensitivity to Model Misspecification. (2018). Weidner, Martin ; Bonhomme, Stéphane. In: Papers. RePEc:arx:papers:1807.02161.

Full description at Econpapers || Download paper

2020State-Varying Factor Models of Large Dimensions. (2019). Xiong, Ruoxuan ; Pelger, Markus. In: Papers. RePEc:arx:papers:1807.02248.

Full description at Econpapers || Download paper

2020Limit Theorems for Factor Models. (2018). Anatolyev, Stanislav ; Mikusheva, Anna. In: Papers. RePEc:arx:papers:1807.06338.

Full description at Econpapers || Download paper

2020Local Linear Forests. (2019). Athey, Susan ; Wager, Stefan ; Tibshirani, Julie ; Friedberg, Rina. In: Papers. RePEc:arx:papers:1807.11408.

Full description at Econpapers || Download paper

2020On the Unbiased Asymptotic Normality of Quantile Regression with Fixed Effects. (2018). Volgushev, Stanislav ; Galvao, Antonio F. In: Papers. RePEc:arx:papers:1807.11863.

Full description at Econpapers || Download paper

2020Sensitivity Analysis using Approximate Moment Condition Models. (2019). Koles, Michal ; Armstrong, Timothy B. In: Papers. RePEc:arx:papers:1808.07387.

Full description at Econpapers || Download paper

2020Efficient Difference-in-Differences Estimation with High-Dimensional Common Trend Confounding. (2019). Zimmert, Michael. In: Papers. RePEc:arx:papers:1809.01643.

Full description at Econpapers || Download paper

2021Nonparametric Estimation and Identification in Non-Separable Models Using Panel Data. (2018). Deaner, Ben. In: Papers. RePEc:arx:papers:1810.00283.

Full description at Econpapers || Download paper

2020Nonparametric Regression with Selectively Missing Covariates. (2018). Haan, Peter ; Breunig, Christoph. In: Papers. RePEc:arx:papers:1810.00411.

Full description at Econpapers || Download paper

2020A General Weighted Average Representation of the Ordinary and Two-Stage Least Squares Estimands. (2018). Sloczy, Tymon. In: Papers. RePEc:arx:papers:1810.01576.

Full description at Econpapers || Download paper

2021The Incidental Parameters Problem in Testing for Remaining Cross-section Correlation. (2018). Reese, Simon ; Juodis, Arturas. In: Papers. RePEc:arx:papers:1810.03715.

Full description at Econpapers || Download paper

2020Prices, Profits, and Production: Identification and Counterfactuals. (2019). Kashaev, Nail ; Aguiar, Victor ; Allen, Roy. In: Papers. RePEc:arx:papers:1810.04697.

Full description at Econpapers || Download paper

2020Stochastic Revealed Preferences with Measurement Error. (2018). Kashaev, Nail ; Aguiar, Victor. In: Papers. RePEc:arx:papers:1810.05287.

Full description at Econpapers || Download paper

2020Treatment Effect Models with Strategic Interaction in Treatment Decisions. (2019). Yanagi, Takahide ; Hoshino, Tadao. In: Papers. RePEc:arx:papers:1810.08350.

Full description at Econpapers || Download paper

2020Asymmetric Connectedness of Fears in the U.S. Financial Sector. (2018). Baruník, Jozef ; Tunaru, Radu ; Bevilacqua, Mattia. In: Papers. RePEc:arx:papers:1810.12022.

Full description at Econpapers || Download paper

2020Complete Subset Averaging with Many Instruments. (2019). Shin, Youngki ; Lee, Seojeong. In: Papers. RePEc:arx:papers:1811.08083.

Full description at Econpapers || Download paper

2020Doubly Robust Difference-in-Differences Estimators. (2019). Sant'Anna, Pedro ; Zhao, Jun B. In: Papers. RePEc:arx:papers:1812.01723.

Full description at Econpapers || Download paper

2020A Sieve-SMM Estimator for Dynamic Models. (2019). Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:1902.01456.

Full description at Econpapers || Download paper

2020Elicitability of Range Value at Risk. (2019). Ziegel, Johanna F ; Fissler, Tobias. In: Papers. RePEc:arx:papers:1902.04489.

Full description at Econpapers || Download paper

2020Limit Theorems for Network Dependent Random Variables. (2019). Marmer, Vadim ; Song, Kyungchul ; Kojevnikov, Denis. In: Papers. RePEc:arx:papers:1903.01059.

Full description at Econpapers || Download paper

2020A Nonparametric Dynamic Causal Model for Macroeconometrics. (2019). Shephard, Neil ; Rambachan, Ashesh. In: Papers. RePEc:arx:papers:1903.01637.

Full description at Econpapers || Download paper

2020Identification and Estimation of a Partially Linear Regression Model using Network Data. (2019). Auerbach, Eric. In: Papers. RePEc:arx:papers:1903.09679.

Full description at Econpapers || Download paper

2020Dynamically optimal treatment allocation using Reinforcement Learning. (2019). Schilter, Claudio ; Geiecke, Friedrich ; Adusumilli, Karun. In: Papers. RePEc:arx:papers:1904.01047.

Full description at Econpapers || Download paper

2020Identification and Estimation of Nonseparable Models with Multivalued Endogeneity and a Binary Instrument. (2019). Feng, Junlong. In: Papers. RePEc:arx:papers:1904.01159.

Full description at Econpapers || Download paper

2020Binary Choice Models with High-Dimensional Individual and Time Fixed Effects. (2019). Stammann, Amrei ; Czarnowske, Daniel. In: Papers. RePEc:arx:papers:1904.04217.

Full description at Econpapers || Download paper

2020Relative Bound and Asymptotic Comparison of Expectile with Respect to Expected Shortfall. (2019). Tadese, Mekonnen ; Drapeau, Samuel. In: Papers. RePEc:arx:papers:1906.09729.

Full description at Econpapers || Download paper

2020Policy Targeting under Network Interference. (2019). Viviano, Davide. In: Papers. RePEc:arx:papers:1906.10258.

Full description at Econpapers || Download paper

2020Allowance prices in the EU ETS -- fundamental price drivers and the recent upward trend. (2019). Pahle, Michael ; Friedrich, Marina. In: Papers. RePEc:arx:papers:1906.10572.

Full description at Econpapers || Download paper

2020Random Forest Estimation of the Ordered Choice Model. (2019). Lechner, Michael ; Okasa, Gabriel. In: Papers. RePEc:arx:papers:1907.02436.

Full description at Econpapers || Download paper

2021Testing for Sample Selection. (2019). Gutknecht, Daniel ; Corradi, Valentina. In: Papers. RePEc:arx:papers:1907.07412.

Full description at Econpapers || Download paper

2020Estimation of Conditional Average Treatment Effects with High-Dimensional Data. (2019). Lieli, Robert ; Zhang, Yichong ; Hsu, Yu-Chin ; Fan, Qingliang. In: Papers. RePEc:arx:papers:1908.02399.

Full description at Econpapers || Download paper

2020Efficient Estimation by Fully Modified GLS with an Application to the Environmental Kuznets Curve. (2019). Reuvers, Hanno ; Lin, Yicong. In: Papers. RePEc:arx:papers:1908.02552.

Full description at Econpapers || Download paper

2020A Doubly Corrected Robust Variance Estimator for Linear GMM. (2019). Lee, Seojeong ; Kang, Byunghoon ; Hwang, Jungbin. In: Papers. RePEc:arx:papers:1908.07821.

Full description at Econpapers || Download paper

2020Theory of Weak Identification in Semiparametric Models. (2019). Kaji, Tetsuya. In: Papers. RePEc:arx:papers:1908.10478.

Full description at Econpapers || Download paper

2020Testing nonparametric shape restrictions. (2019). Hidalgo, Javier ; Komarova, Tatiana. In: Papers. RePEc:arx:papers:1909.01675.

Full description at Econpapers || Download paper

2020De-biased Machine Learning for Compliers. (2019). Sun, Liyang ; Singh, Rahul. In: Papers. RePEc:arx:papers:1909.05244.

Full description at Econpapers || Download paper

2021Double-Robust Identification for Causal Panel Data Models. (2019). Arkhangelsky, Dmitry ; Imbens, Guido W. In: Papers. RePEc:arx:papers:1909.09412.

Full description at Econpapers || Download paper

2020Desperate times call for desperate measures: government spending multipliers in hard times. (2019). Shin, Youngki ; Seo, Myung Hwan ; Liao, Yuan ; Lee, Sokbae. In: Papers. RePEc:arx:papers:1909.09824.

Full description at Econpapers || Download paper

2020Standard Errors for Panel Data Models with Unknown Clusters. (2019). Bai, Jushan ; Liao, Yuan ; Choi, Sung Hoon. In: Papers. RePEc:arx:papers:1910.07406.

Full description at Econpapers || Download paper

2021A General Framework for Inference on Shape Restrictions. (2019). Seo, Juwon ; Fang, Zheng. In: Papers. RePEc:arx:papers:1910.07689.

Full description at Econpapers || Download paper

2020Feasible Generalized Least Squares for Panel Data with Cross-sectional and Serial Correlations. (2019). Bai, Jushan ; Liao, Yuan ; Choi, Sung Hoon. In: Papers. RePEc:arx:papers:1910.09004.

Full description at Econpapers || Download paper

2020Dual IV: A Single Stage Instrumental Variable Regression. (2019). Raj, Anant ; Lee, Si Kai ; Mehrjou, Arash ; Muandet, Krikamol. In: Papers. RePEc:arx:papers:1910.12358.

Full description at Econpapers || Download paper

2020Nonparametric Quantile Regressions for Panel Data Models with Large T. (2019). Chen, Liang. In: Papers. RePEc:arx:papers:1911.01824.

Full description at Econpapers || Download paper

2020Group Average Treatment Effects for Observational Studies. (2019). Lessmann, Stefan ; Hardle, Wolfgang Karl ; Jacob, Daniel. In: Papers. RePEc:arx:papers:1911.02688.

Full description at Econpapers || Download paper

2021Estimation and HAC-based Inference for Machine Learning Time Series Regressions. (2019). Striaukas, Jonas ; Ghysels, Eric ; Babii, Andrii. In: Papers. RePEc:arx:papers:1912.06307.

Full description at Econpapers || Download paper

2020The Impact of the Choice of Risk and Dispersion Measure on Procyclicality. (2020). Kratz, Marie ; Brautigam, Marcel. In: Papers. RePEc:arx:papers:2001.00529.

Full description at Econpapers || Download paper

2020Panel Data Quantile Regression for Treatment Effect Models. (2020). Ishihara, Takuya. In: Papers. RePEc:arx:papers:2001.04324.

Full description at Econpapers || Download paper

2020A Higher-Order Correct Fast Moving-Average Bootstrap for Dependent Data. (2020). Scaillet, Olivier ; Moor, Alban ; la Vecchia, Davide. In: Papers. RePEc:arx:papers:2001.04867.

Full description at Econpapers || Download paper

2020Generalized Local IV with Unordered Multiple Treatment Levels: Identification, Efficient Estimation, and Testable Implication. (2020). Xie, Haitian. In: Papers. RePEc:arx:papers:2001.06746.

Full description at Econpapers || Download paper

2021Estimating Marginal Treatment Effects under Unobserved Group Heterogeneity. (2020). Yanagi, Takahide ; Hoshino, Tadao. In: Papers. RePEc:arx:papers:2001.09560.

Full description at Econpapers || Download paper

2020Risk Loadings in Classification Ratemaking. (2020). Meng, Shengwang ; Li, Zhengxiao ; Yang, Liang. In: Papers. RePEc:arx:papers:2002.01798.

Full description at Econpapers || Download paper

2020Efficient Policy Learning from Surrogate-Loss Classification Reductions. (2020). Kallus, Nathan ; Bennett, Andrew . In: Papers. RePEc:arx:papers:2002.05153.

Full description at Econpapers || Download paper

2020Kernel Conditional Moment Test via Maximum Moment Restriction. (2020). Kubler, Jonas ; Jitkrittum, Wittawat ; Muandet, Krikamol. In: Papers. RePEc:arx:papers:2002.09225.

Full description at Econpapers || Download paper

2020Off-Policy Evaluation and Learning for External Validity under a Covariate Shift. (2020). Yasui, Shota ; Uehara, Masatoshi ; Kato, Masahiro. In: Papers. RePEc:arx:papers:2002.11642.

Full description at Econpapers || Download paper

2020Identification of Random Coefficient Latent Utility Models. (2020). Rehbeck, John ; Allen, Roy. In: Papers. RePEc:arx:papers:2003.00276.

Full description at Econpapers || Download paper

2020Estimating the Effect of Central Bank Independence on Inflation Using Longitudinal Targeted Maximum Likelihood Estimation. (2020). Rossi, Enzo ; Schomaker, Michael ; Baumann, Philipp. In: Papers. RePEc:arx:papers:2003.02208.

Full description at Econpapers || Download paper

2020Double Machine Learning based Program Evaluation under Unconfoundedness. (2020). Knaus, Michael. In: Papers. RePEc:arx:papers:2003.03191.

Full description at Econpapers || Download paper

2020Complete Subset Averaging for Quantile Regressions. (2020). Shin, Youngki ; Lee, Ji Hyung. In: Papers. RePEc:arx:papers:2003.03299.

Full description at Econpapers || Download paper

2021Testing Many Restrictions Under Heteroskedasticity. (2020). Anatolyev, Stanislav ; Solvsten, Mikkel. In: Papers. RePEc:arx:papers:2003.07320.

Full description at Econpapers || Download paper

2020Diagonal Preconditioning: Theory and Algorithms. (2020). Zhou, Zhengyuan ; Xia, LI ; Qu, Zhaonan ; Cai, Fang. In: Papers. RePEc:arx:papers:2003.07545.

Full description at Econpapers || Download paper

2020A Correlated Random Coefficient Panel Model with Time-Varying Endogeneity. (2020). Laage, Louise. In: Papers. RePEc:arx:papers:2003.09367.

Full description at Econpapers || Download paper

2020Missing at Random or Not: A Semiparametric Testing Approach. (2020). Chen, Yong ; Tang, Cheng Yong ; Shaw, Pamela ; Liang, Jason C ; Duan, Rui. In: Papers. RePEc:arx:papers:2003.11181.

Full description at Econpapers || Download paper

2020Uniform Inference in High-Dimensional Generalized Additive Models. (2020). Spindler, Martin ; Kueck, Jannis ; Klaassen, Sven ; Bach, Philipp. In: Papers. RePEc:arx:papers:2004.01623.

Full description at Econpapers || Download paper

2020Double Debiased Machine Learning Nonparametric Inference with Continuous Treatments. (2020). Lee, Ying-Ying ; Colangelo, Kyle. In: Papers. RePEc:arx:papers:2004.03036.

Full description at Econpapers || Download paper

2020Is the variance swap rate affine in the spot variance? Evidence from S&P500 data. (2020). Mancino, Maria Elvira ; Toscano, Giacomo ; Scotti, Simone. In: Papers. RePEc:arx:papers:2004.04015.

Full description at Econpapers || Download paper

2020Causal Inference in Case-Control Studies. (2020). Lee, Sokbae ; Jun, Sung Jae. In: Papers. RePEc:arx:papers:2004.08318.

Full description at Econpapers || Download paper

2020Bayesian Optimization of Hyperparameters when the Marginal Likelihood is Estimated by MCMC. (2020). Stockhammar, Par ; Villani, Mattias ; Gustafsson, Oskar. In: Papers. RePEc:arx:papers:2004.10092.

Full description at Econpapers || Download paper

2020Microeconometrics with Partial Identification. (2020). Molinari, Francesca. In: Papers. RePEc:arx:papers:2004.11751.

Full description at Econpapers || Download paper

More than 100 citations found, this list is not complete...

Whitney Newey has edited the books:

YearTitleTypeCited

Works by Whitney Newey:

YearTitleTypeCited
2012Alternative Asymptotics and the Partially Linear Model with Many Regressors In: CREATES Research Papers.
[Full Text][Citation analysis]		paper11
2013Nonparametric Instrumental Variables Estimation In: American Economic Review.
[Full Text][Citation analysis]		article14
1990Semiparametric Estimation of Selection Models: Some Empirical Results. In: American Economic Review.
[Full Text][Citation analysis]		article120
1990SEMIPARAMETRIC ESTIMATION OF SELECTION MODELS: SOME EMPIRICAL RESULTS..(1990) In: Working papers.
[Citation analysis]
This paper has another version. Agregated cites: 120		paper
1992Automatic Lag Selection in Covariance Matrix Estimation. In: Working papers.
[Citation analysis]		paper1295
1995Automatic Lag Selection in Covariance Matrix Estimation.(1995) In: NBER Technical Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1295		paper
2002Generalized Method of Moments, Efficient Bootstrapping, and Improved Inference. In: Journal of Business & Economic Statistics.
[Citation analysis]		article63
2008Estimation With Many Instrumental Variables In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article95
2006Estimation with many instrumental variables.(2006) In: CeMMAP working papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 95		paper
2010Instrumental Variables Estimation With Flexible Distributions In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article17
2007Instrumental variables estimation with flexible distribution.(2007) In: CeMMAP working papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 17		paper
1991Over-Identification Tests in Earnings Functions with Fixed Effects. In: Journal of Business & Economic Statistics.
[Citation analysis]		article43
2009Identification and Estimation of Marginal Effects in Nonlinear Panel Models In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper27
2009Identification and estimation of marginal effects in nonlinear panel models.(2009) In: CeMMAP working papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 27		paper
2008Identification and estimation of marginal effects in nonlinear panel models.(2008) In: CeMMAP working papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 27		paper
1994Density Weighted Linear Least Squares In: Department of Economics, Working Paper Series.
[Full Text][Citation analysis]		paper5
1994Density Weighted Linear Least Squares..(1994) In: Economics Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 5		paper
1994Series Estimation of Regression Functionals In: Econometric Theory.
[Full Text][Citation analysis]		article20
1989SERIES ESTIMATION OF REGRESSION FUNCTIONALS..(1989) In: Princeton, Department of Economics - Econometric Research Program.
[Citation analysis]
This paper has another version. Agregated cites: 20		paper
1994Kernel Estimation of Partial Means and a General Variance Estimator In: Econometric Theory.
[Full Text][Citation analysis]		article115
1992Kernel Estimation of Partial Means and a General Variance Estimator..(1992) In: Working papers.
[Citation analysis]
This paper has another version. Agregated cites: 115		paper
2001CONDITIONAL MOMENT RESTRICTIONS IN CENSORED AND TRUNCATED REGRESSION MODELS In: Econometric Theory.
[Full Text][Citation analysis]		article5
1999Conditional Moment Restrictions in Censored and Truncated Regression Models.(1999) In: Working papers.
[Citation analysis]
This paper has another version. Agregated cites: 5		paper
2012ASYMPTOTIC DISTRIBUTION OF JIVE IN A HETEROSKEDASTIC IV REGRESSION WITH MANY INSTRUMENTS In: Econometric Theory.
[Full Text][Citation analysis]		article37
2010Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments.(2010) In: Economics Working Paper Archive.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 37		paper
2011Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments.(2011) In: Departmental Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 37		paper
1988Partially Adaptive Estimation of Regression Models via the Generalized T Distribution In: Econometric Theory.
[Full Text][Citation analysis]		article122
1990Efficient Estimation of Linear and Type I Censored Regression Models Under Conditional Quantile Restrictions In: Econometric Theory.
[Full Text][Citation analysis]		article46
2011Local Identification of Nonparametric and Semiparametric Models In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper30
2012Local Identification of Nonparametric and Semiparametric Models.(2012) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 30		paper
2011Local identification of nonparametric and semiparametric models.(2011) In: CeMMAP working papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 30		paper
2012Local identification of nonparametric and semiparametric models.(2012) In: CeMMAP working papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 30		paper
1985Maximum Likelihood Specification Testing and Conditional Moment Tests. In: Econometrica.
[Full Text][Citation analysis]		article179
1987A Simple, Positive Semi-definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix. In: Econometrica.
[Full Text][Citation analysis]		article5481
1986A Simple, Positive Semi-Definite, Heteroskedasticity and AutocorrelationConsistent Covariance Matrix.(1986) In: NBER Technical Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5481		paper
2014A simple, positive semi-definite, heteroscedasticity and autocorrelation consistent covariance matrix.(2014) In: Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5481		article
1987Asymmetric Least Squares Estimation and Testing. In: Econometrica.
[Full Text][Citation analysis]		article198
1987Efficient Estimation and Identification of Simultaneous Equation Models with Covariance Restrictions. In: Econometrica.
[Full Text][Citation analysis]		article30
1983Efficient Estimation and Identification of Simultaneous Equation Models with Covariance Restrictions.(1983) In: Working papers.
[Citation analysis]
This paper has another version. Agregated cites: 30		paper
1985Efficient Estimation and Identification of Simultaneous Equation Models with Covariance Restrictions.(1985) In: Working papers.
[Citation analysis]
This paper has another version. Agregated cites: 30		paper
1988Estimating Vector Autoregressions with Panel Data. In: Econometrica.
[Full Text][Citation analysis]		article1306
1990Efficient Instrumental Variables Estimation of Nonlinear Models. In: Econometrica.
[Full Text][Citation analysis]		article129
1989EFFICIENT INSTRUMENTAL VARIABLES ESTIMATION OF NONLINEAR MODELS..(1989) In: Princeton, Department of Economics - Econometric Research Program.
[Citation analysis]
This paper has another version. Agregated cites: 129		paper
1991Uniform Convergence in Probability and Stochastic Equicontinuity. In: Econometrica.
[Full Text][Citation analysis]		article83
1989UNIFORM CONVERGENCE IN PROBABILITY AND STOCHASTIC EQUICONTINUITY..(1989) In: Princeton, Department of Economics - Econometric Research Program.
[Citation analysis]
This paper has another version. Agregated cites: 83		paper
1993Efficiency of Weighted Average Derivative Estimators and Index Models. In: Econometrica.
[Full Text][Citation analysis]		article53
1994The Asymptotic Variance of Semiparametric Estimators. In: Econometrica.
[Full Text][Citation analysis]		article242
1989THE ASYMPTOTIC VARIANCE OF SEMIPARAMETRIC ESTIMOTORS..(1989) In: Princeton, Department of Economics - Econometric Research Program.
[Citation analysis]
This paper has another version. Agregated cites: 242		paper
1991The Asymptotic Variance of Semiparametric Estimators..(1991) In: Working papers.
[Citation analysis]
This paper has another version. Agregated cites: 242		paper
1995Nonparametric Estimation of Exact Consumers Surplus and Deadweight Loss. In: Econometrica.
[Full Text][Citation analysis]		article120
1992Nonparametric Estimation of Exact Consumers Surplus and Deadweight Loss..(1992) In: Working papers.
[Citation analysis]
This paper has another version. Agregated cites: 120		paper
1997Asymptotic Bias for Quasi-Maximum-Likelihood Estimators in Conditional Heteroskedasticity Models In: Econometrica.
[Citation analysis]		article98
1998Efficient Semiparametric Estimation of Expectations In: Econometrica.
[Citation analysis]		article37
1999Nonparametric Estimation of Triangular Simultaneous Equations Models In: Econometrica.
[Citation analysis]		article191
1998Nonparametric Estimation of Triangular Simultaneous Equations Models.(1998) In: Working papers.
[Citation analysis]
This paper has another version. Agregated cites: 191		paper
1998Nonparametric Estimation of Triangular Simultaneous Equations Models.(1998) In: Working papers.
[Citation analysis]
This paper has another version. Agregated cites: 191		paper
2001Choosing the Number of Instruments. In: Econometrica.
[Citation analysis]		article137
1999Choosing the Number of Instruments.(1999) In: Working papers.
[Citation analysis]
This paper has another version. Agregated cites: 137		paper
2002Nonparametric Estimation with Nonlinear Budget Sets In: Econometrica.
[Citation analysis]		article66
1997Nonparametric Estimation of Labor Supply Functions Generated by Piece Wise Linear Budget Constraints.(1997) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 66		paper
1999Nonparametric Estimation with Nonlinear Budget Sets.(1999) In: Working papers.
[Citation analysis]
This paper has another version. Agregated cites: 66		paper
2003Instrumental Variable Estimation of Nonparametric Models In: Econometrica.
[Citation analysis]		article291
2004Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators In: Econometrica.
[Full Text][Citation analysis]		article323
2003Higher order properties of GMM and generalised empirical likelihood estimators.(2003) In: CeMMAP working papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 323		paper
2004Twicing Kernels and a Small Bias Property of Semiparametric Estimators In: Econometrica.
[Full Text][Citation analysis]		article40
2004Jackknife and Analytical Bias Reduction for Nonlinear Panel Models In: Econometrica.
[Full Text][Citation analysis]		article181
2003Jackknife and analytical bias reduction for nonlinear panel models.(2003) In: CeMMAP working papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 181		paper
2004Efficient Semiparametric Estimation via Moment Restrictions In: Econometrica.
[Full Text][Citation analysis]		article25
2009Generalized Method of Moments With Many Weak Moment Conditions In: Econometrica.
[Full Text][Citation analysis]		article79
2009Identification and Estimation of Triangular Simultaneous Equations Models Without Additivity In: Econometrica.
[Full Text][Citation analysis]		article226
2004Identification and Estimation of Triangular Simultaneous Equations Models without Additivity.(2004) In: Econometric Society 2004 North American Summer Meetings.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 226		paper
2002Identification and Estimation of Triangular Simultaneous Equations Models Without Additivity.(2002) In: NBER Technical Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 226		paper
2013Average and Quantile Effects in Nonseparable Panel Models In: Econometrica.
[Full Text][Citation analysis]		article111
2012Instrumental variable estimation with heteroskedasticity and many instruments In: Quantitative Economics.
[Full Text][Citation analysis]		article67
2007Instrumental variable estimation with heteroskedasticity and many instruments.(2007) In: CeMMAP working papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 67		paper
2009Instrumental Variable Estimation with Heteroskedasticity and Many Instruments.(2009) In: Economics Working Paper Archive.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 67		paper
2011Instrumental Variable Estimation with Heteroskedasticity and Many Instruments.(2011) In: Departmental Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 67		paper
2009Two-step series estimation of sample selection models In: Econometrics Journal.
[Full Text][Citation analysis]		article101
1999Two Step Series Estimation of Sample Selection Models.(1999) In: Working papers.
[Citation analysis]
This paper has another version. Agregated cites: 101		paper
1986Large sample estimation and hypothesis testing In: Handbook of Econometrics.
[Full Text][Citation analysis]		chapter143
1984A method of moments interpretation of sequential estimators In: Economics Letters.
[Full Text][Citation analysis]		article150
1985A large-sample chow test for the linear simultaneous equation In: Economics Letters.
[Full Text][Citation analysis]		article5
1999Consistency of two-step sample selection estimators despite misspecification of distribution In: Economics Letters.
[Full Text][Citation analysis]		article24
2000A jackknife interpretation of the continuous updating estimator In: Economics Letters.
[Full Text][Citation analysis]		article17
2003Empirical likelihood estimation and consistent tests with conditional moment restrictions In: Journal of Econometrics.
[Full Text][Citation analysis]		article84
2007Instrumental variable estimation of nonseparable models In: Journal of Econometrics.
[Full Text][Citation analysis]		article89
2009Choosing instrumental variables in conditional moment restriction models In: Journal of Econometrics.
[Full Text][Citation analysis]		article27
2011Properties of the CUE estimator and a modification with moments In: Journal of Econometrics.
[Full Text][Citation analysis]		article12
1985Generalized method of moments specification testing In: Journal of Econometrics.
[Full Text][Citation analysis]		article276
1986Linear instrumental variable estimation of limited dependent variable models with endogenous explanatory variables In: Journal of Econometrics.
[Full Text][Citation analysis]		article15
1987Specification tests for distributional assumptions in the Tobit model In: Journal of Econometrics.
[Full Text][Citation analysis]		article32
1987Efficient estimation of limited dependent variable models with endogenous explanatory variables In: Journal of Econometrics.
[Full Text][Citation analysis]		article399
1988Adaptive estimation of regression models via moment restrictions In: Journal of Econometrics.
[Full Text][Citation analysis]		article62
1991Identification and estimation of polynomial errors-in-variables models In: Journal of Econometrics.
[Full Text][Citation analysis]		article73
1993Efficiency bounds for some semiparametric selection models In: Journal of Econometrics.
[Full Text][Citation analysis]		article1
1995Nonlinear errors in variables Estimation of some Engel curves In: Journal of Econometrics.
[Full Text][Citation analysis]		article89
1988Nonlinear Errors in Variables: Estimation of Some Engel Curves.(1988) In: Working papers.
[Citation analysis]
This paper has another version. Agregated cites: 89		paper
1997Convergence rates and asymptotic normality for series estimators In: Journal of Econometrics.
[Full Text][Citation analysis]		article273
1994Series Estimation of Semilinear Models In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]		article26
2001Tax reform evaluation using non-parametric methods: Sweden 1980-1991 In: Journal of Public Economics.
[Full Text][Citation analysis]		article13
1997Tax Reform Evaluation Using Nonparametric Methods: Sweden 1980-1991.(1997) In: Uppsala - Working Paper Series.
[Citation analysis]
This paper has another version. Agregated cites: 13		paper
1997Tax Reform Evaluation Using Nonparametric Methods: Sweden 1980 - 1991.(1997) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13		paper
1998Tax Reform Evaluation Using Nonparametric Methods: Sweden 1980 - 1991.(1998) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13		paper
2003A symptotic Bias for GMM and GEL Estimators with Estimated Nuisance Parameter In: Economics Working Papers.
[Full Text][Citation analysis]		paper5
2003Asymptotic bias for GMM and GEL estimators with estimated nuisance parameters.(2003) In: CeMMAP working papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		paper
2001A Residuals-Based Wald Test for the Linear Simultaneous Equation In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]		paper0
1985A Residuals-Based Wald Test for the Linear Simultaneous Equation.(1985) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 0		paper
1990LOCALLY EFFICIENT, RESIDUAL-BASED ESTIMATION OF NONLINEAR SIMULTANEOUS EQUATIONS. In: Princeton, Department of Economics - Econometric Research Program.
[Citation analysis]		paper0
1990EFFICIENT ESTIMATION OF SEMIPARAMETRIC MODELS VIA MOMENT RESTRICTIONS. In: Princeton, Department of Economics - Econometric Research Program.
[Citation analysis]		paper3
1997Nonparametric Estimation of Labor Supply Functions Generated by Piece Wise Linear Budget Constraints In: Uppsala - Working Paper Series.
[Citation analysis]		paper7
1997Nonparametric Estimation of Labor Supply Functions Generated by Piece Wise Linear Budget Constraints.(1997) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7		paper
1987Hypothesis Testing with Efficient Method of Moments Estimation. In: International Economic Review.
[Full Text][Citation analysis]		article422
1989The Revenues-Expenditures Nexus: Evidence from Local Government Data. In: International Economic Review.
[Full Text][Citation analysis]		article48
1987The Revenues-Expenditures Nexus: Evidence from Local Government Data.(1987) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 48		paper
2007ECONOMICS TO ECONOMETRICS: IN HONOR OF DANIEL L. McFADDEN In: International Economic Review.
[Full Text][Citation analysis]		article0
2007NONPARAMETRIC CONTINUOUS/DISCRETE CHOICE MODELS In: International Economic Review.
[Full Text][Citation analysis]		article9
2005GMM with many weak moment conditions In: CeMMAP working papers.
[Full Text][Citation analysis]		paper17
2007A reduced bias GMM-like estimator with reduced estimator dispersion In: CeMMAP working papers.
[Full Text][Citation analysis]		paper2
2011Tests for neglected heterogeneity in moment condition models In: CeMMAP working papers.
[Full Text][Citation analysis]		paper0
2009Quantile and average effects in nonseparable panel models In: CeMMAP working papers.
[Full Text][Citation analysis]		paper10
2013Individual heterogeneity and average welfare In: CeMMAP working papers.
[Full Text][Citation analysis]		paper5
1990Semiparametric Efficiency Bounds. In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article133
1984An Asymmetric Least Test of Heteroscedasticity In: Working papers.
[Citation analysis]		paper0
1991Consistency and Asymptotic Normality of Nonparametric Projection Estimators. In: Working papers.
[Citation analysis]		paper4
1992Efficiency of Weighted Average Derivative Estimators. In: Working papers.
[Citation analysis]		paper0
1993Convergence Rates for Series Estimators. In: Working papers.
[Citation analysis]		paper3
1993Flexible Simulation Moment Estimation of Nonlinear Errors- in- Variables Models. In: Working papers.
[Citation analysis]		paper0
1995Convergence Rates & Asymptotic Normality Estimators In: Working papers.
[Citation analysis]		paper1
1998Undersmoothing and Bias Corrected Functional Estimation In: Working papers.
[Citation analysis]		paper7
1999Flexible Simulated Moment Estimation of Nonlinear Errors-in-Variables Models In: Working papers.
[Citation analysis]		paper39
2001Flexible Simulated Moment Estimation Of Nonlinear Errors-In-Variables Models.(2001) In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 39		article
1999Two-Step Estimation, Optimal Moment Conditions, and Sample Selection Models In: Working papers.
[Citation analysis]		paper4
1989Implementing Causality Tests with Panel Data, with an Example from LocalPublic Finance In: NBER Technical Working Papers.
[Full Text][Citation analysis]		paper7
2017Double/Debiased Machine Learning for Treatment and Structural Parameters In: NBER Working Papers.
[Full Text][Citation analysis]		paper151
2017On Bunching and Identification of the Taxable Income Elasticity In: NBER Working Papers.
[Full Text][Citation analysis]		paper5
2019Demand Analysis with Many Prices In: NBER Working Papers.
[Full Text][Citation analysis]		paper2
2003Nonparametric Estimation of Sample Selection Models In: Review of Economic Studies.
[Full Text][Citation analysis]		article185
2009Treatment effects (in Russian) In: Quantile.
[Full Text][Citation analysis]		article1
1981Sequential R&D Strategy for Synfuels In: Bell Journal of Economics.
[Full Text][Citation analysis]		article11
2011Testing Overidentifying Restrictions with Many Instruments and Heteroskedasticity In: Departmental Working Papers.
[Full Text][Citation analysis]		paper17
2013Combining Two Consistent Estimators In: Departmental Working Papers.
[Full Text][Citation analysis]		paper0
2013An Expository Note on the Existence of Moments of Fuller and HFUL Estimators In: Departmental Working Papers.
[Full Text][Citation analysis]		paper0
2005Mean-square-error Calculations for Average Treatment Effects In: IEPR Working Papers.
[Citation analysis]		paper18
2006Mean-squared-error Calculations for Average Treatment Effects.(2006) In: IEPR Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 18		paper
2003A Comparison of Partially Adaptive and Reweighted Least Squares Estimation In: Econometric Reviews.
[Full Text][Citation analysis]		article5

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 2 2021. Contact: CitEc Team