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 0 0 0 150
A Residuals-Based Wald Test for the Linear Simultaneous Equation 0 0 0 0 0 1 1 286
A Simple and General Debiased Machine Learning Theorem with Finite Sample Guarantees 0 1 2 43 1 2 3 59
A Simple, Positive Semi-Definite, Heteroskedasticity and AutocorrelationConsistent Covariance Matrix 7 11 31 1,753 14 25 94 5,224
A reduced bias GMM-like estimator with reduced estimator dispersion 0 0 0 134 0 1 10 504
A symptotic Bias for GMM and GEL Estimators with Estimated Nuisance Parameter 0 0 0 121 0 0 0 362
Adversarial Estimation of Riesz Representers 0 0 4 31 0 5 13 62
Alternative Asymptotics and the Partially Linear Model with Many Regressors 0 0 0 67 0 0 0 133
Alternative Asymptotics and the Partially Linear Model with Many Regressors 0 0 0 0 0 0 0 14
Alternative asymptotics and the partially linear model with many regressors 0 0 0 0 0 0 0 53
An Asymmetric Least Test of Heteroscedasticity 0 0 0 0 0 0 0 90
An Expository Note on the Existence of Moments of Fuller and HFUL Estimators 0 0 0 47 0 0 0 129
Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments 0 0 0 31 1 1 3 102
Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments 0 0 0 52 0 0 0 168
Asymptotic bias for GMM and GEL estimators with estimated nuisance parameters 0 0 0 181 1 1 1 471
Automatic Debiased Machine Learning of Causal and Structural Effects 0 0 4 72 1 2 17 137
Automatic Debiased Machine Learning via Riesz Regression 0 0 5 52 2 3 14 106
Automatic Lag Selection in Covariance Matrix Estimation 1 2 7 455 2 5 15 1,377
Automatic Lag Selection in Covariance Matrix Estimation 0 0 0 0 1 1 7 496
Average and Quantile Effects in Nonseparable Panel Models 0 0 0 6 0 0 0 34
Choosing the Number of Instruments 0 0 0 0 0 0 2 547
Combining Two Consistent Estimators 0 0 0 68 0 1 2 171
Conditional Moment Restrictions in Censored and Truncated Regression Models 0 0 0 0 0 0 0 365
Consistency and Asymptotic Normality of Nonparametric Projection Estimators 0 0 0 0 0 0 0 128
Constrained conditional moment restriction models 0 0 0 25 0 0 1 88
Control Variables, Discrete Instruments, and Identification of Structural Functions 0 0 0 41 0 0 0 66
Control Variables, Discrete Instruments, and Identification of Structural Functions 0 0 0 22 0 1 1 43
Control variables, discrete instruments, and identification of structural functions 0 0 0 2 0 0 0 31
Convergence Rates & Asymptotic Normality Estimators 0 0 0 0 0 2 2 259
Convergence Rates for Series Estimators 0 0 0 0 0 0 5 310
Cross-fitting and fast remainder rates for semiparametric estimation 0 0 0 24 1 3 4 72
De-Biased Machine Learning of Global and Local Parameters Using Regularized Riesz Representers 0 0 0 72 0 0 2 115
Demand Analysis with Many Prices 0 0 0 95 0 0 3 131
Demand analysis with many prices 0 0 0 7 0 1 4 47
Density Weighted Linear Least Squares 0 0 0 1 1 2 2 451
Density Weighted Linear Least Squares 0 0 0 17 0 0 0 70
Double machine learning for treatment and causal parameters 0 2 5 117 1 8 24 526
Double/Debiased Machine Learning for Treatment and Causal Parameters 23 76 358 1,049 65 213 881 2,693
Double/Debiased Machine Learning for Treatment and Structural Parameters 0 2 7 118 12 38 93 405
Double/de-biased machine learning using regularized Riesz representers 0 1 2 32 1 2 4 75
Double/debiased machine learning for treatment and structural parameters 0 0 1 34 4 8 21 108
EFFICIENT ESTIMATION OF SEMIPARAMETRIC MODELS VIA MOMENT RESTRICTIONS 0 0 0 1 1 2 2 458
EFFICIENT INSTRUMENTAL VARIABLES ESTIMATION OF NONLINEAR MODELS 0 0 0 0 1 2 4 326
Efficiency of Weighted Average Derivative Estimators 0 0 0 0 0 0 0 255
Efficient Estimation and Identification of Simultaneous Equation Models with Covariance Restrictions 0 0 0 0 0 0 1 141
Efficient Estimation and Identification of Simultaneous Equation Models with Covariance Restrictions 0 0 0 0 1 1 3 145
Estimation with many instrumental variables 0 1 2 173 1 3 5 449
Fisher-Schultz Lecture: Linear Estimation of Structural and Causal Effects for Nonseparable Panel Data 3 14 14 14 5 16 16 16
Flexible Simulated Moment Estimation of Nonlinear Errors-in-Variables Models 0 0 0 0 0 0 0 295
Flexible Simulation Moment Estimation of Nonlinear Errors- in- Variables Models 0 0 0 0 0 0 0 132
GMM with many weak moment conditions 0 0 0 347 0 0 1 924
Heterogeneous Coefficients, Control Variables, and Identification of Multiple Treatment Effects 0 0 1 39 0 0 2 23
Heterogenous coefficients, discrete instruments, and identification of treatment effects 0 0 0 0 0 0 0 15
Higher order properties of GMM and generalised empirical likelihood estimators 0 0 0 458 0 0 3 1,003
Identification and Estimation of Marginal Effects in Nonlinear Panel Models 0 0 0 47 0 2 5 175
Identification and Estimation of Triangular Simultaneous Equations Models Without Additivity 0 0 0 284 0 0 6 1,217
Identification and Estimation of Triangular Simultaneous Equations Models without Additivity 2 3 4 242 3 4 8 775
Identification and estimation of marginal effects in nonlinear panel models 0 0 1 31 0 0 3 117
Identification and estimation of marginal effects in nonlinear panel models 0 0 1 106 0 0 2 323
Identification of Treatment Effects under Limited Exogenous Variation 0 0 0 24 2 2 2 35
Implementing Causality Tests with Panel Data, with an Example from LocalPublic Finance 0 0 0 256 0 0 1 568
Individual Heterogeneity and Average Welfare 0 0 0 10 0 0 0 41
Individual Heterogeneity, Nonlinear Budget Sets, and Taxable Income 0 0 0 34 0 1 1 98
Individual Heterogeneity, Nonlinear Budget Sets, and Taxable Income 0 0 0 34 0 0 3 104
Individual heterogeneity and average welfare 0 0 0 66 1 1 1 187
Individual heterogeneity, nonlinear budget sets and taxable income 0 0 0 26 1 1 2 73
Individual heterogeneity, nonlinear budget sets, and taxable income 0 0 0 14 0 0 0 41
Inference in Linear Regression Models with Many Covariates and Heteroscedasticity 0 0 1 5 0 0 2 21
Inference in Linear Regression Models with Many Covariates and Heteroskedasticity 0 0 1 3 1 1 2 52
Inference in linear regression models with many covariates and heteroskedasticity 0 0 0 50 0 1 1 96
Instrumental Variable Estimation with Heteroskedasticity and Many Instruments 0 1 1 54 0 3 8 201
Instrumental Variable Estimation with Heteroskedasticity and Many Instruments 0 0 1 56 0 1 3 147
Instrumental variable estimation with heteroskedasticity and many instruments 0 0 1 129 0 0 3 342
Instrumental variables estimation for nonparametric models 0 0 0 28 0 0 1 47
Instrumental variables estimation with flexible distribution 0 0 0 39 0 0 0 161
Jackknife and analytical bias reduction for nonlinear panel models 0 0 1 323 0 0 3 789
Kernel Estimation of Partial Means and a General Variance Estimator 0 0 0 0 0 0 1 352
LOCALLY EFFICIENT, RESIDUAL-BASED ESTIMATION OF NONLINEAR SIMULTANEOUS EQUATIONS 0 0 0 0 1 1 1 235
Local Identification of Nonparametric and Semiparametric Models 0 1 1 13 0 2 4 136
Local Identification of Nonparametric and Semiparametric Models 0 0 0 49 1 1 2 173
Local identification of nonparametric and semiparametric models 0 0 0 31 1 2 13 136
Local identification of nonparametric and semiparametric models 0 0 0 16 0 0 0 80
Locally Robust Semiparametric Estimation 0 0 3 26 0 1 6 187
Locally robust semiparametric estimation 0 1 1 18 0 3 6 93
Locally robust semiparametric estimation 0 0 0 32 1 3 4 167
Long Story Short: Omitted Variable Bias in Causal Machine Learning 0 0 3 32 1 3 14 157
Mean-square-error Calculations for Average Treatment Effects 0 0 0 265 0 2 2 3,043
Mean-squared-error Calculations for Average Treatment Effects 0 0 0 86 1 2 5 688
Minimax Semiparametric Learning With Approximate Sparsity 0 0 0 12 0 1 4 26
Minimum Chi-Square and Three-Stage Least Squares in Fixed Effects Models 0 0 0 8 0 0 1 50
Nonlinear Budget Set Regressions for the Random Utility Model 0 0 1 11 1 1 4 19
Nonlinear Budget Set Regressions for the Random Utility Model 0 0 0 24 1 1 1 17
Nonlinear Errors in Variables: Estimation of Some Engel Curves 0 0 0 0 0 1 2 197
Nonparametric Estimation of Exact Consumers Surplus and Deadweight Loss 0 0 0 0 0 0 1 262
Nonparametric Estimation of Labor Supply Functions Generated by Piece Wise Linear Budget Constraints 0 0 0 0 0 0 2 489
Nonparametric Estimation of Labor Supply Functions Generated by Piece Wise Linear Budget Constraints 0 0 0 183 0 0 1 1,153
Nonparametric Estimation of Triangular Simultaneous Equations Models 0 0 0 0 0 0 0 270
Nonparametric Estimation of Triangular Simultaneous Equations Models 0 0 0 0 1 1 2 305
Nonparametric Estimation with Nonlinear Budget Sets 0 0 0 0 1 1 1 296
Nonparametric Identification in Panels using Quantiles 0 0 0 1 0 0 0 12
Nonparametric identification in panels using quantiles 0 0 0 23 0 0 1 39
Nonparametric identification in panels using quantiles 0 0 0 12 1 1 1 59
Nonseparable Multinomial Choice Models in Cross-Section and Panel Data 0 0 0 44 0 0 0 23
Nonseparable multinomial choice models in cross-section and panel data 0 0 0 15 0 0 0 24
On Bunching and Identification of the Taxable Income Elasticity 0 0 0 38 0 0 1 118
Quantile and average effects in nonseparable panel models 0 0 0 43 0 0 1 113
SEMIPARAMETRIC ESTIMATION OF SELECTION MODELS: SOME EMPIRICAL RESULTS 0 0 0 1 0 2 4 340
SERIES ESTIMATION OF REGRESSION FUNCTIONALS 0 0 0 0 0 0 1 320
Semiparametric Estimation of Structural Functions in Nonseparable Triangular Models 0 0 0 20 0 0 0 90
Semiparametric Estimation of Structural Functions in Nonseparable Triangular Models 0 0 0 28 0 0 0 59
Semiparametric Identification And Estimation Of Polynomial Errors-In-Variables Models 0 0 0 2 0 0 0 6
Semiparametric efficient empirical higher order influence function estimators 0 0 0 14 0 0 0 26
Semiparametric estimation of structural functions in nonseparable triangular models 0 0 0 2 0 0 0 35
Simultaneous Confidence Intervals for High-dimensional Linear Models with Many Endogenous Variables 0 0 0 30 0 0 0 23
Simultaneous confidence intervals for high-dimensional linear models with many endogenous variables 0 0 0 4 2 2 3 25
THE ASYMPTOTIC VARIANCE OF SEMIPARAMETRIC ESTIMOTORS 0 0 0 0 1 1 3 200
Tax Reform Evaluation Using Nonparametric Methods: Sweden 1980 - 1991 0 0 0 94 0 0 0 909
Tax Reform Evaluation Using Nonparametric Methods: Sweden 1980 - 1991 0 0 0 192 0 0 0 1,107
Tax Reform Evaluation Using Nonparametric Methods: Sweden 1980-1991 0 0 0 0 0 2 3 630
Testing Overidentifying Restrictions with Many Instruments and Heteroskedasticity 1 1 1 65 1 1 6 219
Testing the Drift-Diffusion Model 0 0 0 3 0 0 5 46
Tests for neglected heterogeneity in moment condition models 0 0 0 62 0 0 0 99
The Asymptotic Variance of Semiparametric Estimators 0 0 0 0 0 2 11 221
The Bunching Estimator Cannot Identify the Taxable Income Elasticity 0 0 1 72 0 1 6 181
The Influence Function of Semiparametric Estimators 0 0 0 20 2 4 4 104
The Kink and Notch Bunching Estimators Cannot Identify the Taxable Income Elasticity 0 0 1 83 1 1 4 253
The Revenues-Expenditures Nexus: Evidence from Local Government Data 0 0 0 133 1 1 3 435
The bunching estimator cannot identify the taxable income elasticity 0 0 0 23 0 2 3 52
The influence function of semiparametric estimators 0 0 0 3 0 0 0 44
The influence function of semiparametric estimators 0 0 0 49 2 2 2 132
Treatment Effects with Many Covariates and Heteroskedasticity 0 0 0 22 0 1 4 53
Treatment effects with many covariates and heteroskedasticity 0 0 0 5 1 1 1 46
Two Step Series Estimation of Sample Selection Models 0 0 0 0 0 0 0 1,016
Two-Step Estimation, Optimal Moment Conditions, and Sample Selection Models 0 0 0 0 0 0 2 332
UNIFORM CONVERGENCE IN PROBABILITY AND STOCHASTIC EQUICONTINUITY 0 0 0 1 0 0 1 638
Undersmoothing and Bias Corrected Functional Estimation 0 0 0 0 2 7 30 525
Wages and Hours: Estimating Vector Autoregressions with Panel Data 0 0 1 16 0 0 3 56
Welfare Analysis in Dynamic Models 0 0 0 17 1 4 6 37
Total Working Papers 37 117 468 9,605 150 428 1,509 43,628

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 1 1 1 174
A Simple, Positive Semi-definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix 8 28 105 5,836 35 119 432 16,524
A jackknife interpretation of the continuous updating estimator 0 0 1 70 0 0 1 183
A large-sample chow test for the linear simultaneous equation 0 0 0 117 0 0 3 358
A method of moments interpretation of sequential estimators 0 0 8 477 1 1 17 788
A recentering approach for interpreting interaction effects from logit, probit, and other nonlinear models 0 1 1 14 1 2 3 37
A simple, positive semi-definite, heteroscedasticity and autocorrelation consistent covariance matrix 7 12 34 671 15 29 109 2,193
ALTERNATIVE ASYMPTOTICS AND THE PARTIALLY LINEAR MODEL WITH MANY REGRESSORS 0 0 0 5 0 0 0 27
ASYMPTOTIC DISTRIBUTION OF JIVE IN A HETEROSKEDASTIC IV REGRESSION WITH MANY INSTRUMENTS 0 0 4 19 1 2 10 102
Adaptive estimation of regression models via moment restrictions 0 0 1 124 0 0 5 245
Asymmetric Least Squares Estimation and Testing 1 5 18 576 2 8 36 1,509
Asymptotic Bias for Quasi-Maximum-Likelihood Estimators in Conditional Heteroskedasticity Models 0 0 0 0 2 2 4 424
Asymptotic Equivalence of Closest Moments and GMM Estimators 0 0 0 4 0 0 0 16
Automatic Lag Selection in Covariance Matrix Estimation 3 4 32 1,107 6 12 69 3,082
Average and Quantile Effects in Nonseparable Panel Models 0 0 0 38 0 3 6 193
CONDITIONAL MOMENT RESTRICTIONS IN CENSORED AND TRUNCATED REGRESSION MODELS 0 0 0 11 0 0 0 54
Choosing instrumental variables in conditional moment restriction models 0 0 0 88 1 1 2 268
Choosing the Number of Instruments 0 0 0 1 1 2 8 792
Consistency of two-step sample selection estimators despite misspecification of distribution 0 0 2 72 0 0 3 197
Control variables, discrete instruments, and identification of structural functions 0 2 6 12 0 4 8 40
Convergence rates and asymptotic normality for series estimators 2 4 15 1,122 2 6 32 1,835
Double/Debiased/Neyman Machine Learning of Treatment Effects 0 0 2 72 1 7 15 281
Double/debiased machine learning for treatment and structural parameters 3 6 21 102 10 25 99 389
ECONOMICS TO ECONOMETRICS: IN HONOR OF DANIEL L. McFADDEN 0 0 0 72 0 0 1 205
Efficiency bounds for some semiparametric selection models 0 0 0 43 0 0 1 93
Efficiency of Weighted Average Derivative Estimators and Index Models 0 1 5 150 0 1 7 758
Efficient Estimation and Identification of Simultaneous Equation Models with Covariance Restrictions 0 0 2 172 1 1 12 619
Efficient Estimation of Linear and Type I Censored Regression Models Under Conditional Quantile Restrictions 1 1 1 42 1 1 4 104
Efficient Instrumental Variables Estimation of Nonlinear Models 0 0 3 399 2 2 10 1,185
Efficient Semiparametric Estimation of Expectations 0 0 0 1 0 0 2 225
Efficient Semiparametric Estimation via Moment Restrictions 0 0 0 100 0 0 0 311
Efficient estimation of limited dependent variable models with endogenous explanatory variables 1 4 14 1,402 1 7 33 2,341
Empirical likelihood estimation and consistent tests with conditional moment restrictions 0 1 1 227 0 1 3 478
Estimating Vector Autoregressions with Panel Data 4 17 83 3,991 13 39 224 9,097
Estimation With Many Instrumental Variables 0 1 13 138 0 2 18 318
Flexible Simulated Moment Estimation Of Nonlinear Errors-In-Variables Models 0 0 0 59 0 0 0 212
Generalized Method of Moments With Many Weak Moment Conditions 0 1 3 132 0 1 4 392
Generalized Method of Moments, Efficient Bootstrapping, and Improved Inference 0 0 0 0 0 1 2 439
Generalized method of moments specification testing 0 1 3 644 0 1 6 1,118
Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators 0 1 5 321 0 2 9 908
Hypothesis Testing with Efficient Method of Moments Estimation 0 2 11 634 5 12 42 2,247
Identification and Estimation of Triangular Simultaneous Equations Models Without Additivity 1 3 3 152 3 9 12 396
Identification and estimation of polynomial errors-in-variables models 0 0 1 217 3 3 10 428
Individual Heterogeneity and Average Welfare 0 0 0 13 0 0 0 81
Inference in Linear Regression Models with Many Covariates and Heteroscedasticity 0 0 0 3 0 0 2 24
Instrumental Variable Estimation of Nonparametric Models 0 0 0 297 4 7 17 753
Instrumental Variables Estimation With Flexible Distributions 0 0 0 29 0 0 0 109
Instrumental variable estimation of nonseparable models 0 0 0 173 0 0 1 355
Instrumental variable estimation with heteroskedasticity and many instruments 0 0 2 32 0 2 7 127
Introduction à la théorie des bornes d'efficacité semi-paramétriques 0 0 0 0 0 1 1 2
Jackknife and Analytical Bias Reduction for Nonlinear Panel Models 0 2 3 171 1 4 10 658
Kernel Estimation of Partial Means and a General Variance Estimator 1 2 4 91 1 3 8 183
Linear instrumental variable estimation of limited dependent variable models with endogenous explanatory variables 0 0 0 75 0 0 1 166
Local Identification of Nonparametric and Semiparametric Models 0 0 0 18 0 0 1 111
Maximum Likelihood Specification Testing and Conditional Moment Tests 0 0 2 364 0 0 3 836
NONPARAMETRIC CONTINUOUS/DISCRETE CHOICE MODELS 0 0 0 20 0 0 1 83
Neglected heterogeneity in moment condition models 0 0 0 20 0 0 1 88
Nonlinear errors in variables Estimation of some Engel curves 0 1 1 272 0 1 1 618
Nonparametric Estimation of Exact Consumers Surplus and Deadweight Loss 0 1 2 342 0 1 5 936
Nonparametric Estimation of Sample Selection Models 2 4 11 109 3 5 22 1,017
Nonparametric Estimation of Triangular Simultaneous Equations Models 0 0 0 1 2 4 10 651
Nonparametric Estimation with Nonlinear Budget Sets 0 0 0 131 0 1 2 477
Nonparametric Instrumental Variables Estimation 0 0 0 55 0 0 4 178
Nonparametric Welfare Analysis 1 1 1 14 1 2 4 59
Nonparametric identification in panels using quantiles 0 0 1 16 0 0 1 93
Nonseparable multinomial choice models in cross-section and panel data 1 1 2 13 3 3 5 65
On Bunching and Identification of the Taxable Income Elasticity 0 0 26 50 2 7 67 167
Over-Identification Tests in Earnings Functions with Fixed Effects 0 0 0 0 0 1 4 714
Partially Adaptive Estimation of Regression Models via the Generalized T Distribution 0 0 7 77 1 2 11 165
Properties of the CUE estimator and a modification with moments 1 3 10 57 2 4 21 184
Semiparametric Efficiency Bounds 0 0 3 945 1 1 8 1,772
Semiparametric Estimation of Selection Models: Some Empirical Results 0 1 5 532 1 4 12 1,051
Semiparametric estimation of structural functions in nonseparable triangular models 0 0 0 1 1 2 2 26
Sequential R&D Strategy for Synfuels 0 0 0 48 0 0 1 422
Series Estimation of Regression Functionals 0 0 0 28 1 1 3 82
Series Estimation of Semilinear Models 0 0 2 88 0 1 4 181
Specification tests for distributional assumptions in the Tobit model 0 0 0 229 0 0 2 564
Tax reform evaluation using non-parametric methods: Sweden 1980-1991 0 0 0 65 0 0 0 266
Testing overidentifying restrictions with many instruments and heteroskedasticity 0 0 1 34 0 1 2 168
Testing the drift-diffusion model 0 0 1 2 0 0 6 20
The Asymptotic Variance of Semiparametric Estimators 3 3 13 447 5 8 36 1,207
The Revenues-Expenditures Nexus: Evidence from Local Government Data 0 0 1 164 0 1 4 589
Treatment effects (in Russian) 0 0 0 5 0 0 1 46
Twicing Kernels and a Small Bias Property of Semiparametric Estimators 0 0 0 56 0 0 4 330
Two-step series estimation of sample selection models 0 0 0 128 0 2 9 401
Uniform Convergence in Probability and Stochastic Equicontinuity 0 0 0 808 0 0 2 2,075
Total Journal Articles 40 114 496 25,499 137 376 1,569 69,685

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 4 0 0 3 12
Large sample estimation and hypothesis testing 6 14 44 3,616 12 36 133 11,556
Total Chapters 6 14 45 3,620 12 36 136 11,568

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