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 2 6 292
A Residuals-Based Wald Test for the Linear Simultaneous Equation 0 0 0 0 0 2 7 158
A Simple and General Debiased Machine Learning Theorem with Finite Sample Guarantees 0 1 1 45 0 4 14 75
A Simple, Positive Semi-Definite, Heteroskedasticity and AutocorrelationConsistent Covariance Matrix 1 3 22 1,781 11 40 330 5,571
A reduced bias GMM-like estimator with reduced estimator dispersion 0 0 0 134 1 4 15 519
A symptotic Bias for GMM and GEL Estimators with Estimated Nuisance Parameter 1 1 2 123 1 2 13 375
Adversarial Estimation of Riesz Representers 0 0 1 33 1 8 32 98
Alternative Asymptotics and the Partially Linear Model with Many Regressors 0 0 0 0 2 5 12 27
Alternative Asymptotics and the Partially Linear Model with Many Regressors 0 0 0 67 0 2 14 147
Alternative asymptotics and the partially linear model with many regressors 0 0 1 1 1 7 17 70
An Asymmetric Least Test of Heteroscedasticity 0 0 0 0 0 0 5 96
An Expository Note on the Existence of Moments of Fuller and HFUL Estimators 0 0 0 47 0 1 11 142
Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments 0 0 0 52 2 3 10 178
Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments 0 0 0 31 0 5 13 116
Asymptotic bias for GMM and GEL estimators with estimated nuisance parameters 0 0 0 181 1 4 13 484
Automatic Debiased Machine Learning of Causal and Structural Effects 0 0 2 74 2 5 28 167
Automatic Debiased Machine Learning via Riesz Regression 0 0 2 58 3 4 33 146
Automatic Lag Selection in Covariance Matrix Estimation 0 0 0 0 2 8 33 530
Automatic Lag Selection in Covariance Matrix Estimation 1 2 7 462 2 21 43 1,424
Average and Quantile Effects in Nonseparable Panel Models 0 0 0 6 0 3 13 47
Choosing the Number of Instruments 0 0 0 0 1 4 20 568
Combining Two Consistent Estimators 0 0 0 68 1 5 14 185
Conditional Moment Restrictions in Censored and Truncated Regression Models 0 0 0 0 0 1 10 375
Consistency and Asymptotic Normality of Nonparametric Projection Estimators 0 0 0 0 1 2 7 135
Constrained conditional moment restriction models 0 0 0 25 1 6 22 111
Control Variables, Discrete Instruments, and Identification of Structural Functions 0 0 0 41 0 4 8 75
Control Variables, Discrete Instruments, and Identification of Structural Functions 0 0 0 23 2 6 20 65
Control variables, discrete instruments, and identification of structural functions 0 1 1 3 1 8 15 47
Convergence Rates & Asymptotic Normality Estimators 0 0 0 0 0 0 8 267
Convergence Rates for Series Estimators 0 0 0 0 0 0 7 317
Cross-fitting and fast remainder rates for semiparametric estimation 0 0 1 25 0 5 12 84
De-Biased Machine Learning of Global and Local Parameters Using Regularized Riesz Representers 0 0 0 73 0 8 20 140
Demand Analysis with Many Prices 0 1 4 99 0 7 22 153
Demand analysis with many prices 0 0 0 8 0 5 16 65
Density Weighted Linear Least Squares 0 0 4 21 0 1 9 80
Density Weighted Linear Least Squares 0 0 0 1 0 3 13 464
Double machine learning for treatment and causal parameters 1 1 1 119 3 7 22 553
Double/Debiased Machine Learning for Treatment and Causal Parameters 3 16 82 1,146 25 91 359 3,112
Double/Debiased Machine Learning for Treatment and Structural Parameters 1 1 6 125 7 19 72 494
Double/de-biased machine learning using regularized Riesz representers 0 0 1 33 1 3 16 93
Double/debiased machine learning for treatment and structural parameters 1 4 7 44 5 15 51 173
EFFICIENT ESTIMATION OF SEMIPARAMETRIC MODELS VIA MOMENT RESTRICTIONS 0 0 0 1 0 1 7 465
EFFICIENT INSTRUMENTAL VARIABLES ESTIMATION OF NONLINEAR MODELS 0 0 0 0 0 1 19 346
Efficiency of Weighted Average Derivative Estimators 0 0 0 0 0 2 9 264
Efficient Estimation and Identification of Simultaneous Equation Models with Covariance Restrictions 0 0 0 0 0 2 6 147
Efficient Estimation and Identification of Simultaneous Equation Models with Covariance Restrictions 0 0 0 0 0 1 9 154
Estimation with many instrumental variables 0 0 0 174 0 5 11 462
Fisher-Schultz Lecture: Linear Estimation of Structural and Causal Effects for Nonseparable Panel Data 1 2 6 24 1 7 20 46
Flexible Simulated Moment Estimation of Nonlinear Errors-in-Variables Models 0 0 0 0 0 2 15 310
Flexible Simulation Moment Estimation of Nonlinear Errors- in- Variables Models 0 0 0 0 0 2 5 137
GMM with many weak moment conditions 0 0 0 347 2 4 20 948
Heterogeneous Coefficients, Control Variables, and Identification of Multiple Treatment Effects 0 1 1 40 0 4 10 33
Heterogenous coefficients, discrete instruments, and identification of treatment effects 0 0 0 0 0 1 9 24
Higher order properties of GMM and generalised empirical likelihood estimators 0 0 1 459 1 6 22 1,025
Identification and Estimation of Marginal Effects in Nonlinear Panel Models 0 0 0 47 0 1 13 190
Identification and Estimation of Triangular Simultaneous Equations Models Without Additivity 0 0 0 284 4 6 27 1,244
Identification and Estimation of Triangular Simultaneous Equations Models without Additivity 0 0 0 242 2 6 26 803
Identification and estimation of marginal effects in nonlinear panel models 0 0 0 31 1 6 13 130
Identification and estimation of marginal effects in nonlinear panel models 0 0 0 106 0 2 7 332
Identification of Treatment Effects under Limited Exogenous Variation 0 0 0 24 0 7 22 57
Implementing Causality Tests with Panel Data, with an Example from LocalPublic Finance 1 1 1 257 2 5 14 585
Individual Heterogeneity and Average Welfare 0 0 0 10 0 2 6 47
Individual Heterogeneity, Nonlinear Budget Sets, and Taxable Income 0 0 0 34 0 2 9 107
Individual Heterogeneity, Nonlinear Budget Sets, and Taxable Income 0 0 1 35 1 1 16 120
Individual heterogeneity and average welfare 0 0 0 67 0 0 9 197
Individual heterogeneity, nonlinear budget sets and taxable income 0 0 1 27 0 5 14 89
Individual heterogeneity, nonlinear budget sets, and taxable income 0 0 0 14 3 7 12 53
Inference in Linear Regression Models with Many Covariates and Heteroscedasticity 0 0 0 5 0 0 6 29
Inference in Linear Regression Models with Many Covariates and Heteroskedasticity 0 0 0 3 0 3 9 61
Inference in linear regression models with many covariates and heteroskedasticity 0 0 0 51 0 4 13 111
Instrumental Variable Estimation with Heteroskedasticity and Many Instruments 0 0 1 56 1 1 8 210
Instrumental Variable Estimation with Heteroskedasticity and Many Instruments 0 0 1 57 1 4 15 163
Instrumental variable estimation with heteroskedasticity and many instruments 0 1 3 132 0 6 47 389
Instrumental variables estimation for nonparametric models 0 0 0 28 0 0 6 53
Instrumental variables estimation with flexible distribution 0 0 0 39 0 0 9 170
Jackknife and analytical bias reduction for nonlinear panel models 0 0 0 323 1 5 16 805
Kernel Estimation of Partial Means and a General Variance Estimator 0 0 0 0 2 9 19 371
LOCALLY EFFICIENT, RESIDUAL-BASED ESTIMATION OF NONLINEAR SIMULTANEOUS EQUATIONS 0 0 0 0 0 0 2 237
Local Identification of Nonparametric and Semiparametric Models 0 0 0 13 1 5 15 151
Local Identification of Nonparametric and Semiparametric Models 0 0 0 49 1 4 19 192
Local identification of nonparametric and semiparametric models 0 0 0 16 0 1 41 121
Local identification of nonparametric and semiparametric models 0 0 0 31 0 2 9 146
Locally Robust Semiparametric Estimation 0 0 0 27 0 3 25 213
Locally robust semiparametric estimation 0 0 0 32 0 2 5 172
Locally robust semiparametric estimation 0 0 0 18 1 2 13 106
Long Story Short: Omitted Variable Bias in Causal Machine Learning 0 0 2 35 3 9 39 199
Mean-square-error Calculations for Average Treatment Effects 0 0 0 265 0 3 13 3,056
Mean-squared-error Calculations for Average Treatment Effects 0 0 0 86 0 6 16 704
Minimax Semiparametric Learning With Approximate Sparsity 0 0 0 13 1 6 14 42
Minimum Chi-Square and Three-Stage Least Squares in Fixed Effects Models 0 0 0 8 0 1 4 54
Nonlinear Budget Set Regressions for the Random Utility Model 0 0 0 12 1 1 14 37
Nonlinear Budget Set Regressions for the Random Utility Model 0 0 1 25 1 7 19 37
Nonlinear Errors in Variables: Estimation of Some Engel Curves 0 0 0 0 1 2 16 215
Nonparametric Estimation of Exact Consumers Surplus and Deadweight Loss 0 0 0 0 1 5 16 278
Nonparametric Estimation of Labor Supply Functions Generated by Piece Wise Linear Budget Constraints 0 0 0 184 0 6 13 1,168
Nonparametric Estimation of Labor Supply Functions Generated by Piece Wise Linear Budget Constraints 0 0 0 0 0 1 10 499
Nonparametric Estimation of Triangular Simultaneous Equations Models 0 0 0 0 1 7 15 321
Nonparametric Estimation of Triangular Simultaneous Equations Models 0 0 0 0 0 2 13 283
Nonparametric Estimation with Nonlinear Budget Sets 0 0 0 0 1 4 13 309
Nonparametric Identification in Panels using Quantiles 0 0 0 1 0 1 9 22
Nonparametric identification in panels using quantiles 0 0 0 23 0 1 9 48
Nonparametric identification in panels using quantiles 0 0 0 12 1 3 10 69
Nonseparable Multinomial Choice Models in Cross-Section and Panel Data 0 0 0 44 1 2 10 33
Nonseparable multinomial choice models in cross-section and panel data 0 0 0 15 0 3 36 60
On Bunching and Identification of the Taxable Income Elasticity 0 1 1 40 0 7 17 137
Quantile and average effects in nonseparable panel models 0 0 1 44 1 1 7 120
SEMIPARAMETRIC ESTIMATION OF SELECTION MODELS: SOME EMPIRICAL RESULTS 0 0 0 1 0 3 16 359
SERIES ESTIMATION OF REGRESSION FUNCTIONALS 0 0 0 0 0 0 8 330
Semiparametric Estimation of Structural Functions in Nonseparable Triangular Models 0 0 0 20 0 3 7 97
Semiparametric Estimation of Structural Functions in Nonseparable Triangular Models 0 0 0 28 1 3 15 74
Semiparametric Identification And Estimation Of Polynomial Errors-In-Variables Models 0 0 0 2 0 2 16 22
Semiparametric efficient empirical higher order influence function estimators 0 0 0 14 0 4 10 36
Semiparametric estimation of structural functions in nonseparable triangular models 0 0 0 2 0 0 16 51
Simultaneous Confidence Intervals for High-dimensional Linear Models with Many Endogenous Variables 0 0 0 30 0 2 14 37
Simultaneous confidence intervals for high-dimensional linear models with many endogenous variables 0 0 0 4 0 2 11 36
THE ASYMPTOTIC VARIANCE OF SEMIPARAMETRIC ESTIMOTORS 0 0 0 0 0 3 17 218
Tax Reform Evaluation Using Nonparametric Methods: Sweden 1980 - 1991 0 0 0 94 0 6 12 921
Tax Reform Evaluation Using Nonparametric Methods: Sweden 1980 - 1991 0 0 0 192 0 1 9 1,118
Tax Reform Evaluation Using Nonparametric Methods: Sweden 1980-1991 0 0 0 0 0 3 11 642
Testing Overidentifying Restrictions with Many Instruments and Heteroskedasticity 0 0 0 65 0 2 22 242
Testing the Drift-Diffusion Model 0 0 2 5 0 4 12 58
Tests for neglected heterogeneity in moment condition models 0 0 0 62 1 2 4 103
The Asymptotic Variance of Semiparametric Estimators 0 0 0 0 0 4 38 262
The Bunching Estimator Cannot Identify the Taxable Income Elasticity 0 0 0 72 2 4 32 213
The Influence Function of Semiparametric Estimators 0 0 0 20 0 9 16 120
The Kink and Notch Bunching Estimators Cannot Identify the Taxable Income Elasticity 0 0 0 84 1 2 13 269
The Revenues-Expenditures Nexus: Evidence from Local Government Data 0 0 0 133 1 4 18 453
The bunching estimator cannot identify the taxable income elasticity 0 0 0 23 0 1 6 58
The influence function of semiparametric estimators 0 0 0 49 0 2 13 145
The influence function of semiparametric estimators 0 0 0 3 0 4 16 61
Treatment Effects with Many Covariates and Heteroskedasticity 0 0 0 22 0 1 14 67
Treatment effects with many covariates and heteroskedasticity 0 0 0 5 1 3 16 62
Two Step Series Estimation of Sample Selection Models 0 0 0 0 1 4 16 1,032
Two-Step Estimation, Optimal Moment Conditions, and Sample Selection Models 0 0 0 0 0 1 9 343
UNIFORM CONVERGENCE IN PROBABILITY AND STOCHASTIC EQUICONTINUITY 0 0 0 1 1 5 11 651
Undersmoothing and Bias Corrected Functional Estimation 0 0 0 0 1 5 19 548
Wages and Hours: Estimating Vector Autoregressions with Panel Data 0 0 0 16 0 1 11 69
Welfare Analysis in Dynamic Models 0 0 2 21 0 1 12 51
Total Working Papers 11 37 170 9,827 125 638 2,805 46,672

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 3 12 186
A Simple, Positive Semi-definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix 9 29 123 5,988 44 145 610 17,236
A jackknife interpretation of the continuous updating estimator 0 0 0 70 0 1 9 192
A large-sample chow test for the linear simultaneous equation 0 0 0 117 0 1 4 362
A method of moments interpretation of sequential estimators 0 0 4 485 2 7 29 824
A recentering approach for interpreting interaction effects from logit, probit, and other nonlinear models 0 1 1 15 0 3 20 57
A simple, positive semi-definite, heteroscedasticity and autocorrelation consistent covariance matrix 3 13 55 739 33 123 296 2,541
ALTERNATIVE ASYMPTOTICS AND THE PARTIALLY LINEAR MODEL WITH MANY REGRESSORS 0 0 0 5 0 2 14 41
ASYMPTOTIC DISTRIBUTION OF JIVE IN A HETEROSKEDASTIC IV REGRESSION WITH MANY INSTRUMENTS 0 1 1 21 0 2 14 117
Adaptive estimation of regression models via moment restrictions 0 0 0 124 0 3 12 258
Asymmetric Least Squares Estimation and Testing 1 2 8 586 5 12 39 1,555
Asymptotic Bias for Quasi-Maximum-Likelihood Estimators in Conditional Heteroskedasticity Models 0 0 0 0 1 3 14 438
Asymptotic Equivalence of Closest Moments and GMM Estimators 0 0 0 4 0 0 4 20
Automatic Lag Selection in Covariance Matrix Estimation 2 5 14 1,130 7 21 89 3,190
Average and Quantile Effects in Nonseparable Panel Models 0 0 1 39 0 1 20 214
CONDITIONAL MOMENT RESTRICTIONS IN CENSORED AND TRUNCATED REGRESSION MODELS 0 1 1 12 0 2 12 67
Choosing instrumental variables in conditional moment restriction models 0 0 2 90 0 3 9 277
Choosing the Number of Instruments 0 0 0 1 1 7 30 822
Consistency of two-step sample selection estimators despite misspecification of distribution 0 0 1 73 0 1 12 209
Control variables, discrete instruments, and identification of structural functions 0 0 2 16 2 6 16 61
Convergence rates and asymptotic normality for series estimators 1 3 13 1,137 7 13 108 1,951
Double/Debiased/Neyman Machine Learning of Treatment Effects 1 1 4 77 4 7 31 316
Double/debiased machine learning for treatment and structural parameters 4 11 39 154 41 112 380 816
ECONOMICS TO ECONOMETRICS: IN HONOR OF DANIEL L. McFADDEN 0 0 0 72 0 1 3 209
Efficiency bounds for some semiparametric selection models 0 0 1 44 0 3 13 106
Efficiency of Weighted Average Derivative Estimators and Index Models 2 3 4 154 3 9 17 775
Efficient Estimation and Identification of Simultaneous Equation Models with Covariance Restrictions 0 0 0 172 0 1 11 630
Efficient Estimation of Linear and Type I Censored Regression Models Under Conditional Quantile Restrictions 0 0 1 43 0 0 22 126
Efficient Instrumental Variables Estimation of Nonlinear Models 0 0 5 404 0 5 40 1,227
Efficient Semiparametric Estimation of Expectations 0 0 0 1 2 4 12 237
Efficient Semiparametric Estimation via Moment Restrictions 0 0 1 101 1 2 11 322
Efficient estimation of limited dependent variable models with endogenous explanatory variables 0 0 8 1,417 2 3 27 2,376
Empirical likelihood estimation and consistent tests with conditional moment restrictions 0 0 0 227 1 3 14 493
Estimating Vector Autoregressions with Panel Data 6 16 50 4,059 18 54 177 9,324
Estimation With Many Instrumental Variables 0 0 1 139 1 2 24 347
Flexible Simulated Moment Estimation Of Nonlinear Errors-In-Variables Models 0 0 0 59 1 1 11 224
Generalized Method of Moments With Many Weak Moment Conditions 0 0 1 133 3 6 19 411
Generalized Method of Moments, Efficient Bootstrapping, and Improved Inference 0 0 0 0 0 2 14 454
Generalized method of moments specification testing 0 1 1 648 2 7 23 1,144
Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators 0 0 1 322 1 13 35 946
Hypothesis Testing with Efficient Method of Moments Estimation 1 2 13 648 4 9 56 2,316
Identification and Estimation of Triangular Simultaneous Equations Models Without Additivity 0 0 1 153 0 3 23 419
Identification and estimation of polynomial errors-in-variables models 0 0 2 219 0 2 15 444
Individual Heterogeneity and Average Welfare 0 0 0 13 0 2 11 94
Inference in Linear Regression Models with Many Covariates and Heteroscedasticity 0 0 2 5 1 4 15 39
Instrumental Variable Estimation of Nonparametric Models 0 0 0 297 0 14 24 778
Instrumental Variables Estimation With Flexible Distributions 0 0 2 31 0 2 8 117
Instrumental variable estimation of nonseparable models 1 1 2 175 2 4 48 403
Instrumental variable estimation with heteroskedasticity and many instruments 0 0 0 32 1 5 32 161
Introduction à la théorie des bornes d'efficacité semi-paramétriques 0 0 0 0 0 3 8 10
Jackknife and Analytical Bias Reduction for Nonlinear Panel Models 0 0 0 172 3 9 40 700
Kernel Estimation of Partial Means and a General Variance Estimator 0 0 2 93 0 1 12 197
Linear instrumental variable estimation of limited dependent variable models with endogenous explanatory variables 0 0 1 77 0 1 8 176
Local Identification of Nonparametric and Semiparametric Models 0 0 0 19 0 2 13 125
Maximum Likelihood Specification Testing and Conditional Moment Tests 0 0 1 365 2 4 14 851
NONPARAMETRIC CONTINUOUS/DISCRETE CHOICE MODELS 0 0 0 20 0 1 14 97
Neglected heterogeneity in moment condition models 0 0 0 20 0 1 6 94
Nonlinear errors in variables Estimation of some Engel curves 0 0 1 273 1 6 18 637
Nonparametric Estimation of Exact Consumers Surplus and Deadweight Loss 0 0 4 346 1 3 19 958
Nonparametric Estimation of Sample Selection Models 0 2 12 126 1 8 43 1,066
Nonparametric Estimation of Triangular Simultaneous Equations Models 0 0 0 1 1 4 21 673
Nonparametric Estimation with Nonlinear Budget Sets 0 0 0 131 0 4 17 495
Nonparametric Instrumental Variables Estimation 0 0 2 58 0 2 11 191
Nonparametric Welfare Analysis 0 0 0 14 0 2 9 68
Nonparametric identification in panels using quantiles 0 0 0 16 0 3 14 107
Nonseparable multinomial choice models in cross-section and panel data 0 1 1 14 0 5 11 76
On Bunching and Identification of the Taxable Income Elasticity 0 0 5 57 2 4 29 202
Over-Identification Tests in Earnings Functions with Fixed Effects 0 0 0 0 0 0 14 731
Partially Adaptive Estimation of Regression Models via the Generalized T Distribution 0 1 1 79 0 3 16 183
Properties of the CUE estimator and a modification with moments 0 0 4 64 0 4 23 213
Semiparametric Efficiency Bounds 1 2 5 952 2 8 29 1,809
Semiparametric Estimation of Selection Models: Some Empirical Results 0 0 2 535 1 5 18 1,072
Semiparametric estimation of structural functions in nonseparable triangular models 0 0 0 1 1 1 24 50
Sequential R&D Strategy for Synfuels 0 0 0 48 0 2 9 431
Series Estimation of Regression Functionals 0 0 2 30 0 2 18 103
Series Estimation of Semilinear Models 0 1 6 95 0 2 15 197
Specification tests for distributional assumptions in the Tobit model 0 0 1 230 2 5 9 573
Tax reform evaluation using non-parametric methods: Sweden 1980-1991 0 0 1 66 1 6 23 290
Testing overidentifying restrictions with many instruments and heteroskedasticity 0 0 2 36 0 2 15 185
Testing the drift-diffusion model 0 0 1 3 0 0 8 29
The Asymptotic Variance of Semiparametric Estimators 1 1 8 459 6 13 38 1,253
The Revenues-Expenditures Nexus: Evidence from Local Government Data 0 0 1 165 0 1 14 605
Treatment effects (in Russian) 0 0 1 6 0 1 6 52
Twicing Kernels and a Small Bias Property of Semiparametric Estimators 0 0 0 56 0 1 10 340
Two-step series estimation of sample selection models 0 0 0 128 2 5 14 416
Uniform Convergence in Probability and Stochastic Equicontinuity 1 1 4 812 3 5 15 2,094
Total Journal Articles 34 99 433 26,060 220 768 3,114 73,221

Chapter File Downloads Abstract Views
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Application of the Newey-West Matrix for Correction of Heteroskedasticity and Cross-Sectional Correlation 0 1 2 6 0 7 17 31
Large sample estimation and hypothesis testing 4 16 52 3,680 11 52 158 11,750
Total Chapters 4 17 54 3,686 11 59 175 11,781

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