Access Statistics for Whitney Newey

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Working Paper File Downloads Abstract Views
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A Residuals-Based Wald Test for the Linear Simultaneous Equation 0 0 0 0 2 2 9 160
A Residuals-Based Wald Test for the Linear Simultaneous Equation 0 0 0 0 0 0 6 292
A Simple and General Debiased Machine Learning Theorem with Finite Sample Guarantees 0 0 1 45 1 3 14 78
A Simple, Positive Semi-Definite, Heteroskedasticity and AutocorrelationConsistent Covariance Matrix 5 11 29 1,792 16 40 354 5,611
A reduced bias GMM-like estimator with reduced estimator dispersion 0 0 0 134 0 0 14 519
A symptotic Bias for GMM and GEL Estimators with Estimated Nuisance Parameter 0 0 2 123 0 0 13 375
Adversarial Estimation of Riesz Representers 0 0 1 33 1 4 34 102
Alternative Asymptotics and the Partially Linear Model with Many Regressors 0 0 0 0 0 2 14 29
Alternative Asymptotics and the Partially Linear Model with Many Regressors 0 0 0 67 0 1 15 148
Alternative asymptotics and the partially linear model with many regressors 0 0 1 1 0 1 18 71
An Asymmetric Least Test of Heteroscedasticity 0 0 0 0 1 1 6 97
An Expository Note on the Existence of Moments of Fuller and HFUL Estimators 0 0 0 47 0 0 8 142
Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments 0 0 0 52 0 1 10 179
Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments 0 0 0 31 1 2 14 118
Asymptotic bias for GMM and GEL estimators with estimated nuisance parameters 0 0 0 181 0 1 13 485
Automatic Debiased Machine Learning of Causal and Structural Effects 0 0 2 74 0 1 26 168
Automatic Debiased Machine Learning via Riesz Regression 0 2 2 60 3 11 41 157
Automatic Lag Selection in Covariance Matrix Estimation 0 0 0 0 1 2 32 532
Automatic Lag Selection in Covariance Matrix Estimation 0 0 5 462 0 4 44 1,428
Average and Quantile Effects in Nonseparable Panel Models 0 0 0 6 2 4 16 51
Choosing the Number of Instruments 0 0 0 0 0 2 22 570
Combining Two Consistent Estimators 0 0 0 68 0 1 14 186
Conditional Moment Restrictions in Censored and Truncated Regression Models 0 0 0 0 0 0 10 375
Consistency and Asymptotic Normality of Nonparametric Projection Estimators 0 0 0 0 0 1 7 136
Constrained conditional moment restriction models 0 0 0 25 2 2 21 113
Control Variables, Discrete Instruments, and Identification of Structural Functions 0 0 0 23 0 2 22 67
Control Variables, Discrete Instruments, and Identification of Structural Functions 0 0 0 41 0 0 7 75
Control variables, discrete instruments, and identification of structural functions 0 0 1 3 0 1 16 48
Convergence Rates & Asymptotic Normality Estimators 0 0 0 0 1 2 8 269
Convergence Rates for Series Estimators 0 0 0 0 1 1 8 318
Cross-fitting and fast remainder rates for semiparametric estimation 0 0 1 25 1 2 14 86
De-Biased Machine Learning of Global and Local Parameters Using Regularized Riesz Representers 0 0 0 73 1 2 21 142
Demand Analysis with Many Prices 0 0 4 99 1 5 24 158
Demand analysis with many prices 0 0 0 8 1 1 15 66
Density Weighted Linear Least Squares 0 0 0 21 0 0 4 80
Density Weighted Linear Least Squares 0 0 0 1 1 1 13 465
Double machine learning for treatment and causal parameters 0 0 1 119 1 4 25 557
Double/Debiased Machine Learning for Treatment and Causal Parameters 4 12 80 1,158 11 69 371 3,181
Double/Debiased Machine Learning for Treatment and Structural Parameters 0 0 5 125 1 7 66 501
Double/de-biased machine learning using regularized Riesz representers 0 1 2 34 0 1 16 94
Double/debiased machine learning for treatment and structural parameters 0 0 6 44 2 3 47 176
EFFICIENT ESTIMATION OF SEMIPARAMETRIC MODELS VIA MOMENT RESTRICTIONS 0 0 0 1 0 0 7 465
EFFICIENT INSTRUMENTAL VARIABLES ESTIMATION OF NONLINEAR MODELS 0 0 0 0 0 1 19 347
Efficiency of Weighted Average Derivative Estimators 0 0 0 0 0 0 8 264
Efficient Estimation and Identification of Simultaneous Equation Models with Covariance Restrictions 0 0 0 0 0 0 6 147
Efficient Estimation and Identification of Simultaneous Equation Models with Covariance Restrictions 0 0 0 0 1 3 12 157
Estimation with many instrumental variables 0 0 0 174 0 0 9 462
Fisher-Schultz Lecture: Linear Estimation of Structural and Causal Effects for Nonseparable Panel Data 0 1 5 25 0 5 22 51
Flexible Simulated Moment Estimation of Nonlinear Errors-in-Variables Models 0 0 0 0 0 0 15 310
Flexible Simulation Moment Estimation of Nonlinear Errors- in- Variables Models 0 0 0 0 0 0 4 137
GMM with many weak moment conditions 0 0 0 347 1 3 22 951
Heterogeneous Coefficients, Control Variables, and Identification of Multiple Treatment Effects 0 0 1 40 1 2 12 35
Heterogenous coefficients, discrete instruments, and identification of treatment effects 0 0 0 0 0 1 10 25
Higher order properties of GMM and generalised empirical likelihood estimators 0 1 1 460 1 4 24 1,029
Identification and Estimation of Marginal Effects in Nonlinear Panel Models 0 0 0 47 0 1 12 191
Identification and Estimation of Triangular Simultaneous Equations Models Without Additivity 0 0 0 284 1 3 29 1,247
Identification and Estimation of Triangular Simultaneous Equations Models without Additivity 0 0 0 242 0 3 27 806
Identification and estimation of marginal effects in nonlinear panel models 0 0 0 31 0 0 12 130
Identification and estimation of marginal effects in nonlinear panel models 0 0 0 106 1 2 9 334
Identification of Treatment Effects under Limited Exogenous Variation 0 0 0 24 1 1 23 58
Implementing Causality Tests with Panel Data, with an Example from LocalPublic Finance 0 0 1 257 1 1 15 586
Individual Heterogeneity and Average Welfare 0 0 0 10 0 1 7 48
Individual Heterogeneity, Nonlinear Budget Sets, and Taxable Income 0 0 1 35 0 1 16 121
Individual Heterogeneity, Nonlinear Budget Sets, and Taxable Income 0 0 0 34 0 1 10 108
Individual heterogeneity and average welfare 0 0 0 67 1 1 10 198
Individual heterogeneity, nonlinear budget sets and taxable income 0 0 1 27 0 0 14 89
Individual heterogeneity, nonlinear budget sets, and taxable income 0 0 0 14 0 0 11 53
Inference in Linear Regression Models with Many Covariates and Heteroscedasticity 0 0 0 5 1 2 8 31
Inference in Linear Regression Models with Many Covariates and Heteroskedasticity 0 0 0 3 0 0 8 61
Inference in linear regression models with many covariates and heteroskedasticity 0 0 0 51 0 1 14 112
Instrumental Variable Estimation with Heteroskedasticity and Many Instruments 0 0 1 56 0 3 11 213
Instrumental Variable Estimation with Heteroskedasticity and Many Instruments 0 0 1 57 1 2 16 165
Instrumental variable estimation with heteroskedasticity and many instruments 0 0 3 132 0 0 47 389
Instrumental variables estimation for nonparametric models 0 0 0 28 0 0 5 53
Instrumental variables estimation with flexible distribution 0 0 0 39 2 2 9 172
Jackknife and analytical bias reduction for nonlinear panel models 0 0 0 323 0 0 16 805
Kernel Estimation of Partial Means and a General Variance Estimator 0 0 0 0 0 1 20 372
LOCALLY EFFICIENT, RESIDUAL-BASED ESTIMATION OF NONLINEAR SIMULTANEOUS EQUATIONS 0 0 0 0 1 1 3 238
Local Identification of Nonparametric and Semiparametric Models 0 0 0 49 0 1 20 193
Local Identification of Nonparametric and Semiparametric Models 0 0 0 13 0 1 16 152
Local identification of nonparametric and semiparametric models 0 0 0 31 1 2 11 148
Local identification of nonparametric and semiparametric models 0 0 0 16 0 0 41 121
Locally Robust Semiparametric Estimation 0 0 0 27 0 1 24 214
Locally robust semiparametric estimation 0 0 0 18 0 0 12 106
Locally robust semiparametric estimation 0 0 0 32 0 4 9 176
Long Story Short: Omitted Variable Bias in Causal Machine Learning 0 0 1 35 4 4 39 203
Mean-square-error Calculations for Average Treatment Effects 0 0 0 265 0 0 10 3,056
Mean-squared-error Calculations for Average Treatment Effects 0 0 0 86 1 3 18 707
Minimax Semiparametric Learning With Approximate Sparsity 0 0 0 13 0 5 19 47
Minimum Chi-Square and Three-Stage Least Squares in Fixed Effects Models 0 0 0 8 0 0 4 54
Nonlinear Budget Set Regressions for the Random Utility Model 0 0 0 12 0 2 15 39
Nonlinear Budget Set Regressions for the Random Utility Model 0 0 1 25 0 1 20 38
Nonlinear Errors in Variables: Estimation of Some Engel Curves 0 0 0 0 0 0 16 215
Nonparametric Estimation of Exact Consumers Surplus and Deadweight Loss 0 0 0 0 0 2 17 280
Nonparametric Estimation of Labor Supply Functions Generated by Piece Wise Linear Budget Constraints 0 0 0 0 1 3 13 502
Nonparametric Estimation of Labor Supply Functions Generated by Piece Wise Linear Budget Constraints 0 0 0 184 0 1 12 1,169
Nonparametric Estimation of Triangular Simultaneous Equations Models 0 0 0 0 1 3 18 324
Nonparametric Estimation of Triangular Simultaneous Equations Models 0 0 0 0 1 3 16 286
Nonparametric Estimation with Nonlinear Budget Sets 0 0 0 0 0 0 13 309
Nonparametric Identification in Panels using Quantiles 0 0 0 1 0 1 10 23
Nonparametric identification in panels using quantiles 0 0 0 23 0 2 10 50
Nonparametric identification in panels using quantiles 0 0 0 12 0 2 12 71
Nonseparable Multinomial Choice Models in Cross-Section and Panel Data 0 0 0 44 0 0 10 33
Nonseparable multinomial choice models in cross-section and panel data 0 0 0 15 0 2 38 62
On Bunching and Identification of the Taxable Income Elasticity 0 0 1 40 0 2 19 139
Quantile and average effects in nonseparable panel models 0 0 1 44 0 1 8 121
SEMIPARAMETRIC ESTIMATION OF SELECTION MODELS: SOME EMPIRICAL RESULTS 0 0 0 1 0 0 16 359
SERIES ESTIMATION OF REGRESSION FUNCTIONALS 0 0 0 0 0 1 8 331
Semiparametric Estimation of Structural Functions in Nonseparable Triangular Models 0 0 0 28 0 0 15 74
Semiparametric Estimation of Structural Functions in Nonseparable Triangular Models 0 0 0 20 0 1 8 98
Semiparametric Identification And Estimation Of Polynomial Errors-In-Variables Models 0 1 1 3 0 1 17 23
Semiparametric efficient empirical higher order influence function estimators 0 0 0 14 0 0 10 36
Semiparametric estimation of structural functions in nonseparable triangular models 0 0 0 2 0 0 15 51
Simultaneous Confidence Intervals for High-dimensional Linear Models with Many Endogenous Variables 0 0 0 30 1 1 15 38
Simultaneous confidence intervals for high-dimensional linear models with many endogenous variables 0 0 0 4 0 1 12 37
THE ASYMPTOTIC VARIANCE OF SEMIPARAMETRIC ESTIMOTORS 0 0 0 0 2 4 21 222
Tax Reform Evaluation Using Nonparametric Methods: Sweden 1980 - 1991 0 0 0 94 0 0 12 921
Tax Reform Evaluation Using Nonparametric Methods: Sweden 1980 - 1991 0 0 0 192 0 1 9 1,119
Tax Reform Evaluation Using Nonparametric Methods: Sweden 1980-1991 0 0 0 0 1 2 12 644
Testing Overidentifying Restrictions with Many Instruments and Heteroskedasticity 0 0 0 65 0 3 25 245
Testing the Drift-Diffusion Model 0 0 1 5 0 1 11 59
Tests for neglected heterogeneity in moment condition models 0 0 0 62 0 1 5 104
The Asymptotic Variance of Semiparametric Estimators 0 0 0 0 2 4 40 266
The Bunching Estimator Cannot Identify the Taxable Income Elasticity 0 0 0 72 1 1 31 214
The Influence Function of Semiparametric Estimators 0 0 0 20 0 1 17 121
The Kink and Notch Bunching Estimators Cannot Identify the Taxable Income Elasticity 0 0 0 84 0 0 12 269
The Revenues-Expenditures Nexus: Evidence from Local Government Data 0 0 0 133 0 0 18 453
The bunching estimator cannot identify the taxable income elasticity 0 0 0 23 0 0 5 58
The influence function of semiparametric estimators 0 0 0 49 1 2 14 147
The influence function of semiparametric estimators 0 0 0 3 1 1 16 62
Treatment Effects with Many Covariates and Heteroskedasticity 0 0 0 22 0 3 17 70
Treatment effects with many covariates and heteroskedasticity 0 0 0 5 0 0 15 62
Two Step Series Estimation of Sample Selection Models 0 0 0 0 0 0 14 1,032
Two-Step Estimation, Optimal Moment Conditions, and Sample Selection Models 0 0 0 0 0 0 9 343
UNIFORM CONVERGENCE IN PROBABILITY AND STOCHASTIC EQUICONTINUITY 0 0 0 1 0 0 11 651
Undersmoothing and Bias Corrected Functional Estimation 0 0 0 0 0 0 16 548
Wages and Hours: Estimating Vector Autoregressions with Panel Data 0 0 0 16 2 2 13 71
Welfare Analysis in Dynamic Models 0 0 0 21 0 2 9 53
Total Working Papers 9 29 164 9,856 86 312 2,912 46,984

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparison of Partially Adaptive and Reweighted Least Squares Estimation 0 0 0 42 0 0 10 186
A Simple, Positive Semi-definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix 20 45 141 6,033 91 214 698 17,450
A jackknife interpretation of the continuous updating estimator 0 0 0 70 0 0 8 192
A large-sample chow test for the linear simultaneous equation 0 0 0 117 0 1 4 363
A method of moments interpretation of sequential estimators 0 0 2 485 0 1 25 825
A recentering approach for interpreting interaction effects from logit, probit, and other nonlinear models 0 2 3 17 2 4 23 61
A simple, positive semi-definite, heteroscedasticity and autocorrelation consistent covariance matrix 11 31 75 770 59 151 412 2,692
ALTERNATIVE ASYMPTOTICS AND THE PARTIALLY LINEAR MODEL WITH MANY REGRESSORS 0 0 0 5 1 2 15 43
ASYMPTOTIC DISTRIBUTION OF JIVE IN A HETEROSKEDASTIC IV REGRESSION WITH MANY INSTRUMENTS 0 1 2 22 3 5 19 122
Adaptive estimation of regression models via moment restrictions 0 0 0 124 0 0 11 258
Asymmetric Least Squares Estimation and Testing 4 7 13 593 9 17 53 1,572
Asymptotic Bias for Quasi-Maximum-Likelihood Estimators in Conditional Heteroskedasticity Models 0 0 0 0 0 0 14 438
Asymptotic Equivalence of Closest Moments and GMM Estimators 0 0 0 4 0 1 2 21
Automatic Lag Selection in Covariance Matrix Estimation 2 6 16 1,136 7 19 92 3,209
Average and Quantile Effects in Nonseparable Panel Models 0 0 1 39 0 2 19 216
CONDITIONAL MOMENT RESTRICTIONS IN CENSORED AND TRUNCATED REGRESSION MODELS 0 0 1 12 1 1 13 68
Choosing instrumental variables in conditional moment restriction models 0 0 2 90 1 4 12 281
Choosing the Number of Instruments 0 0 0 1 1 4 27 826
Consistency of two-step sample selection estimators despite misspecification of distribution 0 0 0 73 0 2 11 211
Control variables, discrete instruments, and identification of structural functions 0 0 2 16 2 4 20 65
Convergence rates and asymptotic normality for series estimators 1 3 13 1,140 1 6 104 1,957
Double/Debiased/Neyman Machine Learning of Treatment Effects 0 1 2 78 1 4 30 320
Double/debiased machine learning for treatment and structural parameters 1 6 40 160 15 65 401 881
ECONOMICS TO ECONOMETRICS: IN HONOR OF DANIEL L. McFADDEN 0 0 0 72 0 0 3 209
Efficiency bounds for some semiparametric selection models 0 0 1 44 0 0 10 106
Efficiency of Weighted Average Derivative Estimators and Index Models 0 0 4 154 0 3 20 778
Efficient Estimation and Identification of Simultaneous Equation Models with Covariance Restrictions 0 0 0 172 0 1 11 631
Efficient Estimation of Linear and Type I Censored Regression Models Under Conditional Quantile Restrictions 0 0 0 43 0 0 21 126
Efficient Instrumental Variables Estimation of Nonlinear Models 0 2 5 406 1 3 40 1,230
Efficient Semiparametric Estimation of Expectations 0 0 0 1 0 0 10 237
Efficient Semiparametric Estimation via Moment Restrictions 0 0 0 101 0 1 10 323
Efficient estimation of limited dependent variable models with endogenous explanatory variables 0 0 5 1,417 0 1 24 2,377
Empirical likelihood estimation and consistent tests with conditional moment restrictions 0 0 0 227 0 1 14 494
Estimating Vector Autoregressions with Panel Data 1 6 44 4,065 10 31 177 9,355
Estimation With Many Instrumental Variables 0 0 0 139 0 0 21 347
Flexible Simulated Moment Estimation Of Nonlinear Errors-In-Variables Models 0 0 0 59 0 0 11 224
Generalized Method of Moments With Many Weak Moment Conditions 0 0 1 133 1 3 21 414
Generalized Method of Moments, Efficient Bootstrapping, and Improved Inference 0 0 0 0 0 0 14 454
Generalized method of moments specification testing 2 2 3 650 2 6 27 1,150
Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators 0 0 0 322 0 3 33 949
Hypothesis Testing with Efficient Method of Moments Estimation 0 1 9 649 3 4 47 2,320
Identification and Estimation of Triangular Simultaneous Equations Models Without Additivity 1 1 1 154 1 6 25 425
Identification and estimation of polynomial errors-in-variables models 0 1 1 220 1 3 15 447
Individual Heterogeneity and Average Welfare 0 0 0 13 0 2 12 96
Inference in Linear Regression Models with Many Covariates and Heteroscedasticity 0 0 2 5 0 2 17 41
Instrumental Variable Estimation of Nonparametric Models 0 0 0 297 0 1 25 779
Instrumental Variables Estimation With Flexible Distributions 0 0 1 31 0 0 6 117
Instrumental variable estimation of nonseparable models 0 0 2 175 0 2 50 405
Instrumental variable estimation with heteroskedasticity and many instruments 0 0 0 32 1 1 32 162
Introduction à la théorie des bornes d'efficacité semi-paramétriques 0 0 0 0 1 3 11 13
Jackknife and Analytical Bias Reduction for Nonlinear Panel Models 0 0 0 172 1 2 40 702
Kernel Estimation of Partial Means and a General Variance Estimator 1 2 4 95 2 4 15 201
Linear instrumental variable estimation of limited dependent variable models with endogenous explanatory variables 0 0 0 77 0 0 6 176
Local Identification of Nonparametric and Semiparametric Models 0 0 0 19 0 0 13 125
Maximum Likelihood Specification Testing and Conditional Moment Tests 0 0 1 365 0 1 13 852
NONPARAMETRIC CONTINUOUS/DISCRETE CHOICE MODELS 0 0 0 20 0 1 15 98
Neglected heterogeneity in moment condition models 0 0 0 20 0 0 5 94
Nonlinear errors in variables Estimation of some Engel curves 0 0 0 273 2 3 20 640
Nonparametric Estimation of Exact Consumers Surplus and Deadweight Loss 1 1 4 347 3 3 21 961
Nonparametric Estimation of Sample Selection Models 1 1 9 127 2 5 40 1,071
Nonparametric Estimation of Triangular Simultaneous Equations Models 0 0 0 1 2 3 20 676
Nonparametric Estimation with Nonlinear Budget Sets 0 0 0 131 0 0 16 495
Nonparametric Instrumental Variables Estimation 0 0 1 58 0 1 10 192
Nonparametric Welfare Analysis 0 0 0 14 0 1 10 69
Nonparametric identification in panels using quantiles 0 0 0 16 0 1 14 108
Nonseparable multinomial choice models in cross-section and panel data 0 0 1 14 0 1 10 77
On Bunching and Identification of the Taxable Income Elasticity 2 4 5 61 5 13 34 215
Over-Identification Tests in Earnings Functions with Fixed Effects 0 0 0 0 0 0 11 731
Partially Adaptive Estimation of Regression Models via the Generalized T Distribution 0 1 2 80 1 2 16 185
Properties of the CUE estimator and a modification with moments 1 2 4 66 2 6 25 219
Semiparametric Efficiency Bounds 0 1 5 953 0 3 30 1,812
Semiparametric Estimation of Selection Models: Some Empirical Results 0 0 2 535 0 3 21 1,075
Semiparametric estimation of structural functions in nonseparable triangular models 0 0 0 1 0 1 20 51
Sequential R&D Strategy for Synfuels 0 0 0 48 0 0 9 431
Series Estimation of Regression Functionals 0 0 1 30 1 2 17 105
Series Estimation of Semilinear Models 1 1 5 96 1 2 14 199
Specification tests for distributional assumptions in the Tobit model 0 0 1 230 1 1 10 574
Tax reform evaluation using non-parametric methods: Sweden 1980-1991 0 0 1 66 0 1 23 291
Testing overidentifying restrictions with many instruments and heteroskedasticity 0 0 1 36 2 4 18 189
Testing the drift-diffusion model 0 0 0 3 1 1 8 30
The Asymptotic Variance of Semiparametric Estimators 3 5 12 464 6 15 51 1,268
The Revenues-Expenditures Nexus: Evidence from Local Government Data 0 0 0 165 0 0 12 605
Treatment effects (in Russian) 0 0 0 6 1 1 4 53
Twicing Kernels and a Small Bias Property of Semiparametric Estimators 0 0 0 56 0 0 10 340
Two-step series estimation of sample selection models 0 0 0 128 0 0 12 416
Uniform Convergence in Probability and Stochastic Equicontinuity 0 2 6 814 1 8 23 2,102
Total Journal Articles 53 135 457 26,195 249 673 3,366 73,894

Chapter File Downloads Abstract Views
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Application of the Newey-West Matrix for Correction of Heteroskedasticity and Cross-Sectional Correlation 0 0 1 6 0 0 13 31
Large sample estimation and hypothesis testing 6 18 58 3,698 17 52 182 11,802
Total Chapters 6 18 59 3,704 17 52 195 11,833

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