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Whitney Newey
Whitney Newey
Professor of Economics, MIT
Verified email at mit.edu
Title
Cited by
Cited by
Year
A simple, positive semi-definite, heteroskedasticity and autocorrelationconsistent covariance matrix
WK Newey, KD West
National Bureau of Economic Research, 1986
246611986
Estimating vector autoregressions with panel data
D Holtz-Eakin, W Newey, HS Rosen
Econometrica: Journal of the econometric society, 1371-1395, 1988
58091988
Large sample estimation and hypothesis testing
WK Newey, D McFadden
Handbook of econometrics 4, 2111-2245, 1994
44601994
Automatic lag selection in covariance matrix estimation
WK Newey, KD West
The Review of Economic Studies 61 (4), 631-653, 1994
43311994
Double/debiased machine learning for treatment and structural parameters
V Chernozhukov, D Chetverikov, M Demirer, E Duflo, C Hansen, ...
The econometrics journal 21 (1), C1-C68, 2018
28582018
Hypothesis testing with efficient method of moments estimation
WK Newey, KD West
International Economic Review, 777-787, 1987
23501987
Efficient estimation of limited dependent variable models with endogenous explanatory variables
WK Newey
Journal of econometrics 36 (3), 231-250, 1987
12721987
Asymmetric least squares estimation and testing
WK Newey, JL Powell
Econometrica: Journal of the Econometric Society, 819-847, 1987
12081987
Instrumental variable estimation of nonparametric models
WK Newey, JL Powell
Econometrica 71 (5), 1565-1578, 2003
11262003
Higher order properties of GMM and generalized empirical likelihood estimators
WK Newey, RJ Smith
Econometrica 72 (1), 219-255, 2004
10592004
The asymptotic variance of semiparametric estimators
WK Newey
Econometrica: Journal of the Econometric Society, 1349-1382, 1994
9081994
Convergence rates and asymptotic normality for series estimators
WK Newey
Journal of econometrics 79 (1), 147-168, 1997
8811997
Semiparametric efficiency bounds
WK Newey
Journal of applied econometrics 5 (2), 99-135, 1990
8671990
Identification and estimation of triangular simultaneous equations models without additivity
GW Imbens, WK Newey
Econometrica 77 (5), 1481-1512, 2009
8522009
Generalized method of moments specification testing
WK Newey
Journal of econometrics 29 (3), 229-256, 1985
8251985
Maximum likelihood specification testing and conditional moment tests
WK Newey
Econometrica: Journal of the Econometric Society, 1047-1070, 1985
7151985
Nonparametric estimation of triangular simultaneous equations models
WK Newey, JL Powell, F Vella
Econometrica 67 (3), 565-603, 1999
6481999
Double/debiased/neyman machine learning of treatment effects
V Chernozhukov, D Chetverikov, M Demirer, E Duflo, C Hansen, ...
American Economic Review 107 (5), 261-265, 2017
5952017
Jackknife and analytical bias reduction for nonlinear panel models
J Hahn, W Newey
Econometrica 72 (4), 1295-1319, 2004
5632004
Nonparametric estimation of sample selection models
M Das, WK Newey, F Vella
The Review of Economic Studies 70 (1), 33-58, 2003
5442003
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