Access Statistics for Whitney Newey

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Residuals-Based Wald Test for the Linear Simultaneous Equation 0 0 0 0 0 1 7 158
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 1 1 45 0 1 13 75
A Simple, Positive Semi-Definite, Heteroskedasticity and AutocorrelationConsistent Covariance Matrix 1 3 21 1,782 9 34 333 5,580
A reduced bias GMM-like estimator with reduced estimator dispersion 0 0 0 134 0 1 15 519
A symptotic Bias for GMM and GEL Estimators with Estimated Nuisance Parameter 0 1 2 123 0 1 13 375
Adversarial Estimation of Riesz Representers 0 0 1 33 2 5 34 100
Alternative Asymptotics and the Partially Linear Model with Many Regressors 0 0 0 67 1 1 15 148
Alternative Asymptotics and the Partially Linear Model with Many Regressors 0 0 0 0 0 2 12 27
Alternative asymptotics and the partially linear model with many regressors 0 0 1 1 0 2 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 0 11 142
Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments 0 0 0 31 1 2 13 117
Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments 0 0 0 52 1 3 11 179
Asymptotic bias for GMM and GEL estimators with estimated nuisance parameters 0 0 0 181 1 2 14 485
Automatic Debiased Machine Learning of Causal and Structural Effects 0 0 2 74 0 2 28 167
Automatic Debiased Machine Learning via Riesz Regression 0 0 0 58 1 5 32 147
Automatic Lag Selection in Covariance Matrix Estimation 0 2 6 462 2 7 44 1,426
Automatic Lag Selection in Covariance Matrix Estimation 0 0 0 0 0 3 32 530
Average and Quantile Effects in Nonseparable Panel Models 0 0 0 6 0 1 13 47
Choosing the Number of Instruments 0 0 0 0 1 2 21 569
Combining Two Consistent Estimators 0 0 0 68 0 1 13 185
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 7 135
Constrained conditional moment restriction models 0 0 0 25 0 2 19 111
Control Variables, Discrete Instruments, and Identification of Structural Functions 0 0 0 41 0 1 8 75
Control Variables, Discrete Instruments, and Identification of Structural Functions 0 0 0 23 0 2 20 65
Control variables, discrete instruments, and identification of structural functions 0 0 1 3 0 2 15 47
Convergence Rates & Asymptotic Normality Estimators 0 0 0 0 0 0 7 267
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 1 12 84
De-Biased Machine Learning of Global and Local Parameters Using Regularized Riesz Representers 0 0 0 73 0 2 20 140
Demand Analysis with Many Prices 0 1 4 99 0 2 21 153
Demand analysis with many prices 0 0 0 8 0 2 15 65
Density Weighted Linear Least Squares 0 0 0 1 0 1 13 464
Density Weighted Linear Least Squares 0 0 4 21 0 0 9 80
Double machine learning for treatment and causal parameters 0 1 1 119 0 5 22 553
Double/Debiased Machine Learning for Treatment and Causal Parameters 5 15 84 1,151 38 103 384 3,150
Double/Debiased Machine Learning for Treatment and Structural Parameters 0 1 6 125 4 19 68 498
Double/de-biased machine learning using regularized Riesz representers 1 1 2 34 1 2 17 94
Double/debiased machine learning for treatment and structural parameters 0 2 6 44 0 9 49 173
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 0 18 346
Efficiency of Weighted Average Derivative Estimators 0 0 0 0 0 1 9 264
Efficient Estimation and Identification of Simultaneous Equation Models with Covariance Restrictions 0 0 0 0 0 0 9 154
Efficient Estimation and Identification of Simultaneous Equation Models with Covariance Restrictions 0 0 0 0 0 0 6 147
Estimation with many instrumental variables 0 0 0 174 0 1 9 462
Fisher-Schultz Lecture: Linear Estimation of Structural and Causal Effects for Nonseparable Panel Data 1 3 6 25 2 6 21 48
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 0 2 20 948
Heterogeneous Coefficients, Control Variables, and Identification of Multiple Treatment Effects 0 0 1 40 0 0 10 33
Heterogenous coefficients, discrete instruments, and identification of treatment effects 0 0 0 0 0 0 9 24
Higher order properties of GMM and generalised empirical likelihood estimators 1 1 2 460 1 2 22 1,026
Identification and Estimation of Marginal Effects in Nonlinear Panel Models 0 0 0 47 0 0 12 190
Identification and Estimation of Triangular Simultaneous Equations Models Without Additivity 0 0 0 284 0 6 27 1,244
Identification and Estimation of Triangular Simultaneous Equations Models without Additivity 0 0 0 242 0 2 26 803
Identification and estimation of marginal effects in nonlinear panel models 0 0 0 31 0 1 13 130
Identification and estimation of marginal effects in nonlinear panel models 0 0 0 106 1 1 8 333
Identification of Treatment Effects under Limited Exogenous Variation 0 0 0 24 0 1 22 57
Implementing Causality Tests with Panel Data, with an Example from LocalPublic Finance 0 1 1 257 0 2 14 585
Individual Heterogeneity and Average Welfare 0 0 0 10 0 0 6 47
Individual Heterogeneity, Nonlinear Budget Sets, and Taxable Income 0 0 0 34 0 1 9 107
Individual Heterogeneity, Nonlinear Budget Sets, and Taxable Income 0 0 1 35 0 1 15 120
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 2 14 89
Individual heterogeneity, nonlinear budget sets, and taxable income 0 0 0 14 0 3 11 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 1 9 61
Inference in linear regression models with many covariates and heteroskedasticity 0 0 0 51 0 3 13 111
Instrumental Variable Estimation with Heteroskedasticity and Many Instruments 0 0 1 57 0 1 15 163
Instrumental Variable Estimation with Heteroskedasticity and Many Instruments 0 0 1 56 0 1 8 210
Instrumental variable estimation with heteroskedasticity and many instruments 0 1 3 132 0 3 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 8 170
Jackknife and analytical bias reduction for nonlinear panel models 0 0 0 323 0 1 16 805
Kernel Estimation of Partial Means and a General Variance Estimator 0 0 0 0 1 5 20 372
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 49 1 2 20 193
Local Identification of Nonparametric and Semiparametric Models 0 0 0 13 0 2 15 151
Local identification of nonparametric and semiparametric models 0 0 0 31 0 1 9 146
Local identification of nonparametric and semiparametric models 0 0 0 16 0 0 41 121
Locally Robust Semiparametric Estimation 0 0 0 27 0 0 25 213
Locally robust semiparametric estimation 0 0 0 18 0 1 13 106
Locally robust semiparametric estimation 0 0 0 32 1 2 6 173
Long Story Short: Omitted Variable Bias in Causal Machine Learning 0 0 1 35 0 5 36 199
Mean-square-error Calculations for Average Treatment Effects 0 0 0 265 0 1 11 3,056
Mean-squared-error Calculations for Average Treatment Effects 0 0 0 86 1 3 17 705
Minimax Semiparametric Learning With Approximate Sparsity 0 0 0 13 2 6 16 44
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 1 25 0 2 19 37
Nonlinear Budget Set Regressions for the Random Utility Model 0 0 0 12 1 2 15 38
Nonlinear Errors in Variables: Estimation of Some Engel Curves 0 0 0 0 0 1 16 215
Nonparametric Estimation of Exact Consumers Surplus and Deadweight Loss 0 0 0 0 0 2 15 278
Nonparametric Estimation of Labor Supply Functions Generated by Piece Wise Linear Budget Constraints 0 0 0 0 0 0 10 499
Nonparametric Estimation of Labor Supply Functions Generated by Piece Wise Linear Budget Constraints 0 0 0 184 0 1 13 1,168
Nonparametric Estimation of Triangular Simultaneous Equations Models 0 0 0 0 1 1 14 284
Nonparametric Estimation of Triangular Simultaneous Equations Models 0 0 0 0 2 4 17 323
Nonparametric Estimation with Nonlinear Budget Sets 0 0 0 0 0 1 13 309
Nonparametric Identification in Panels using Quantiles 0 0 0 1 0 0 9 22
Nonparametric identification in panels using quantiles 0 0 0 12 1 2 11 70
Nonparametric identification in panels using quantiles 0 0 0 23 0 0 8 48
Nonseparable Multinomial Choice Models in Cross-Section and Panel Data 0 0 0 44 0 1 10 33
Nonseparable multinomial choice models in cross-section and panel data 0 0 0 15 1 1 37 61
On Bunching and Identification of the Taxable Income Elasticity 0 0 1 40 1 2 18 138
Quantile and average effects in nonseparable panel models 0 0 1 44 0 1 7 120
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 1 1 9 331
Semiparametric Estimation of Structural Functions in Nonseparable Triangular Models 0 0 0 28 0 1 15 74
Semiparametric Estimation of Structural Functions in Nonseparable Triangular Models 0 0 0 20 0 2 7 97
Semiparametric Identification And Estimation Of Polynomial Errors-In-Variables Models 1 1 1 3 1 2 17 23
Semiparametric efficient empirical higher order influence function estimators 0 0 0 14 0 1 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 0 14 37
Simultaneous confidence intervals for high-dimensional linear models with many endogenous variables 0 0 0 4 0 0 11 36
THE ASYMPTOTIC VARIANCE OF SEMIPARAMETRIC ESTIMOTORS 0 0 0 0 0 0 17 218
Tax Reform Evaluation Using Nonparametric Methods: Sweden 1980 - 1991 0 0 0 94 0 1 12 921
Tax Reform Evaluation Using Nonparametric Methods: Sweden 1980 - 1991 0 0 0 192 0 0 9 1,118
Tax Reform Evaluation Using Nonparametric Methods: Sweden 1980-1991 0 0 0 0 0 0 11 642
Testing Overidentifying Restrictions with Many Instruments and Heteroskedasticity 0 0 0 65 1 1 23 243
Testing the Drift-Diffusion Model 0 0 2 5 0 1 11 58
Tests for neglected heterogeneity in moment condition models 0 0 0 62 1 2 5 104
The Asymptotic Variance of Semiparametric Estimators 0 0 0 0 0 1 38 262
The Bunching Estimator Cannot Identify the Taxable Income Elasticity 0 0 0 72 0 2 32 213
The Influence Function of Semiparametric Estimators 0 0 0 20 1 3 17 121
The Kink and Notch Bunching Estimators Cannot Identify the Taxable Income Elasticity 0 0 0 84 0 1 13 269
The Revenues-Expenditures Nexus: Evidence from Local Government Data 0 0 0 133 0 1 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 3 0 1 16 61
The influence function of semiparametric estimators 0 0 0 49 0 0 13 145
Treatment Effects with Many Covariates and Heteroskedasticity 0 0 0 22 1 1 15 68
Treatment effects with many covariates and heteroskedasticity 0 0 0 5 0 1 16 62
Two Step Series Estimation of Sample Selection Models 0 0 0 0 0 2 16 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 2 11 651
Undersmoothing and Bias Corrected Functional Estimation 0 0 0 0 0 1 17 548
Wages and Hours: Estimating Vector Autoregressions with Panel Data 0 0 0 16 0 0 11 69
Welfare Analysis in Dynamic Models 0 0 0 21 0 0 8 51
Total Working Papers 10 35 167 9,837 85 350 2,824 46,757

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 1 11 186
A Simple, Positive Semi-definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix 9 27 123 5,997 50 143 629 17,286
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 1 1 4 363
A method of moments interpretation of sequential estimators 0 0 3 485 1 5 27 825
A recentering approach for interpreting interaction effects from logit, probit, and other nonlinear models 1 1 2 16 1 1 20 58
A simple, positive semi-definite, heteroscedasticity and autocorrelation consistent covariance matrix 9 17 60 748 47 129 332 2,588
ALTERNATIVE ASYMPTOTICS AND THE PARTIALLY LINEAR MODEL WITH MANY REGRESSORS 0 0 0 5 0 0 14 41
ASYMPTOTIC DISTRIBUTION OF JIVE IN A HETEROSKEDASTIC IV REGRESSION WITH MANY INSTRUMENTS 0 0 1 21 1 1 15 118
Adaptive estimation of regression models via moment restrictions 0 0 0 124 0 0 11 258
Asymmetric Least Squares Estimation and Testing 1 2 9 587 5 12 44 1,560
Asymptotic Bias for Quasi-Maximum-Likelihood Estimators in Conditional Heteroskedasticity Models 0 0 0 0 0 2 14 438
Asymptotic Equivalence of Closest Moments and GMM Estimators 0 0 0 4 1 1 3 21
Automatic Lag Selection in Covariance Matrix Estimation 2 6 15 1,132 5 19 88 3,195
Average and Quantile Effects in Nonseparable Panel Models 0 0 1 39 1 2 20 215
CONDITIONAL MOMENT RESTRICTIONS IN CENSORED AND TRUNCATED REGRESSION MODELS 0 0 1 12 0 0 12 67
Choosing instrumental variables in conditional moment restriction models 0 0 2 90 2 2 10 279
Choosing the Number of Instruments 0 0 0 1 2 5 29 824
Consistency of two-step sample selection estimators despite misspecification of distribution 0 0 0 73 0 1 9 209
Control variables, discrete instruments, and identification of structural functions 0 0 2 16 2 5 18 63
Convergence rates and asymptotic normality for series estimators 1 3 14 1,138 3 12 108 1,954
Double/Debiased/Neyman Machine Learning of Treatment Effects 1 2 3 78 2 6 30 318
Double/debiased machine learning for treatment and structural parameters 1 7 36 155 27 104 384 843
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 11 106
Efficiency of Weighted Average Derivative Estimators and Index Models 0 2 4 154 1 4 18 776
Efficient Estimation and Identification of Simultaneous Equation Models with Covariance Restrictions 0 0 0 172 1 1 12 631
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 1 1 4 405 1 4 38 1,228
Efficient Semiparametric Estimation of Expectations 0 0 0 1 0 2 11 237
Efficient Semiparametric Estimation via Moment Restrictions 0 0 0 101 0 1 9 322
Efficient estimation of limited dependent variable models with endogenous explanatory variables 0 0 6 1,417 1 3 26 2,377
Empirical likelihood estimation and consistent tests with conditional moment restrictions 0 0 0 227 1 3 15 494
Estimating Vector Autoregressions with Panel Data 2 13 48 4,061 9 34 175 9,333
Estimation With Many Instrumental Variables 0 0 0 139 0 2 22 347
Flexible Simulated Moment Estimation Of Nonlinear Errors-In-Variables Models 0 0 0 59 0 1 11 224
Generalized Method of Moments With Many Weak Moment Conditions 0 0 1 133 1 4 19 412
Generalized Method of Moments, Efficient Bootstrapping, and Improved Inference 0 0 0 0 0 1 14 454
Generalized method of moments specification testing 0 1 1 648 2 5 24 1,146
Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators 0 0 1 322 2 7 36 948
Hypothesis Testing with Efficient Method of Moments Estimation 1 3 11 649 1 6 51 2,317
Identification and Estimation of Triangular Simultaneous Equations Models Without Additivity 0 0 1 153 1 3 23 420
Identification and estimation of polynomial errors-in-variables models 1 1 3 220 2 3 16 446
Individual Heterogeneity and Average Welfare 0 0 0 13 1 1 11 95
Inference in Linear Regression Models with Many Covariates and Heteroscedasticity 0 0 2 5 0 1 15 39
Instrumental Variable Estimation of Nonparametric Models 0 0 0 297 1 4 25 779
Instrumental Variables Estimation With Flexible Distributions 0 0 1 31 0 0 7 117
Instrumental variable estimation of nonseparable models 0 1 2 175 2 4 50 405
Instrumental variable estimation with heteroskedasticity and many instruments 0 0 0 32 0 3 32 161
Introduction à la théorie des bornes d'efficacité semi-paramétriques 0 0 0 0 1 1 9 11
Jackknife and Analytical Bias Reduction for Nonlinear Panel Models 0 0 0 172 0 5 40 700
Kernel Estimation of Partial Means and a General Variance Estimator 0 0 2 93 1 1 13 198
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 1 13 125
Maximum Likelihood Specification Testing and Conditional Moment Tests 0 0 1 365 1 5 14 852
NONPARAMETRIC CONTINUOUS/DISCRETE CHOICE MODELS 0 0 0 20 0 1 14 97
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 1 3 18 638
Nonparametric Estimation of Exact Consumers Surplus and Deadweight Loss 0 0 4 346 0 1 19 958
Nonparametric Estimation of Sample Selection Models 0 1 11 126 2 5 42 1,068
Nonparametric Estimation of Triangular Simultaneous Equations Models 0 0 0 1 1 4 21 674
Nonparametric Estimation with Nonlinear Budget Sets 0 0 0 131 0 2 17 495
Nonparametric Instrumental Variables Estimation 0 0 2 58 0 1 10 191
Nonparametric Welfare Analysis 0 0 0 14 0 1 9 68
Nonparametric identification in panels using quantiles 0 0 0 16 1 2 14 108
Nonseparable multinomial choice models in cross-section and panel data 0 1 1 14 0 1 11 76
On Bunching and Identification of the Taxable Income Elasticity 0 0 4 57 4 8 30 206
Over-Identification Tests in Earnings Functions with Fixed Effects 0 0 0 0 0 0 13 731
Partially Adaptive Estimation of Regression Models via the Generalized T Distribution 1 2 2 80 1 2 16 184
Properties of the CUE estimator and a modification with moments 0 0 2 64 1 2 22 214
Semiparametric Efficiency Bounds 0 1 5 952 1 6 30 1,810
Semiparametric Estimation of Selection Models: Some Empirical Results 0 0 2 535 0 1 18 1,072
Semiparametric estimation of structural functions in nonseparable triangular models 0 0 0 1 1 2 23 51
Sequential R&D Strategy for Synfuels 0 0 0 48 0 1 9 431
Series Estimation of Regression Functionals 0 0 2 30 1 1 18 104
Series Estimation of Semilinear Models 0 0 6 95 0 0 15 197
Specification tests for distributional assumptions in the Tobit model 0 0 1 230 0 4 9 573
Tax reform evaluation using non-parametric methods: Sweden 1980-1991 0 0 1 66 1 4 23 291
Testing overidentifying restrictions with many instruments and heteroskedasticity 0 0 1 36 1 3 15 186
Testing the drift-diffusion model 0 0 1 3 0 0 8 29
The Asymptotic Variance of Semiparametric Estimators 2 3 9 461 5 15 42 1,258
The Revenues-Expenditures Nexus: Evidence from Local Government Data 0 0 0 165 0 1 12 605
Treatment effects (in Russian) 0 0 1 6 0 0 5 52
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 2 14 416
Uniform Convergence in Probability and Stochastic Equicontinuity 1 2 5 813 4 7 19 2,098
Total Journal Articles 34 97 422 26,094 206 642 3,162 73,427

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Application of the Newey-West Matrix for Correction of Heteroskedasticity and Cross-Sectional Correlation 0 1 2 6 0 2 17 31
Large sample estimation and hypothesis testing 5 16 53 3,685 10 35 156 11,760
Total Chapters 5 17 55 3,691 10 37 173 11,791

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-08-07