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 3 4 4 290
A Residuals-Based Wald Test for the Linear Simultaneous Equation 0 0 0 0 2 4 6 156
A Simple and General Debiased Machine Learning Theorem with Finite Sample Guarantees 0 0 1 44 2 4 12 70
A Simple, Positive Semi-Definite, Heteroskedasticity and AutocorrelationConsistent Covariance Matrix 3 7 27 1,773 118 144 203 5,413
A reduced bias GMM-like estimator with reduced estimator dispersion 0 0 0 134 5 8 9 513
A symptotic Bias for GMM and GEL Estimators with Estimated Nuisance Parameter 0 0 0 121 4 7 9 371
Adversarial Estimation of Riesz Representers 0 0 1 32 6 12 20 82
Alternative Asymptotics and the Partially Linear Model with Many Regressors 0 0 0 0 2 2 4 18
Alternative Asymptotics and the Partially Linear Model with Many Regressors 0 0 0 67 4 7 8 141
Alternative asymptotics and the partially linear model with many regressors 0 0 0 0 1 7 8 61
An Asymmetric Least Test of Heteroscedasticity 0 0 0 0 0 2 3 93
An Expository Note on the Existence of Moments of Fuller and HFUL Estimators 0 0 0 47 2 4 9 138
Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments 0 0 0 31 5 7 10 111
Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments 0 0 0 52 2 4 5 173
Asymptotic bias for GMM and GEL estimators with estimated nuisance parameters 0 0 0 181 6 8 10 480
Automatic Debiased Machine Learning of Causal and Structural Effects 0 1 1 73 7 16 23 159
Automatic Debiased Machine Learning via Riesz Regression 0 0 6 58 5 19 35 139
Automatic Lag Selection in Covariance Matrix Estimation 0 1 6 460 6 14 25 1,400
Automatic Lag Selection in Covariance Matrix Estimation 0 0 0 0 6 15 22 517
Average and Quantile Effects in Nonseparable Panel Models 0 0 0 6 4 7 10 44
Choosing the Number of Instruments 0 0 0 0 8 14 15 562
Combining Two Consistent Estimators 0 0 0 68 5 7 8 179
Conditional Moment Restrictions in Censored and Truncated Regression Models 0 0 0 0 2 9 9 374
Consistency and Asymptotic Normality of Nonparametric Projection Estimators 0 0 0 0 2 4 5 133
Constrained conditional moment restriction models 0 0 0 25 5 10 14 102
Control Variables, Discrete Instruments, and Identification of Structural Functions 0 0 0 41 1 3 5 71
Control Variables, Discrete Instruments, and Identification of Structural Functions 0 0 1 23 0 11 13 56
Control variables, discrete instruments, and identification of structural functions 0 0 0 2 1 5 7 38
Convergence Rates & Asymptotic Normality Estimators 0 0 0 0 2 5 8 267
Convergence Rates for Series Estimators 0 0 0 0 4 6 6 316
Cross-fitting and fast remainder rates for semiparametric estimation 0 0 0 24 1 3 4 75
De-Biased Machine Learning of Global and Local Parameters Using Regularized Riesz Representers 0 0 1 73 1 6 12 127
Demand Analysis with Many Prices 1 2 2 97 5 9 12 143
Demand analysis with many prices 0 0 1 8 3 6 10 57
Density Weighted Linear Least Squares 0 0 0 1 3 5 8 458
Density Weighted Linear Least Squares 0 0 4 21 2 2 8 78
Double machine learning for treatment and causal parameters 0 0 1 118 3 11 19 544
Double/Debiased Machine Learning for Treatment and Causal Parameters 6 32 93 1,119 31 121 345 2,973
Double/Debiased Machine Learning for Treatment and Structural Parameters 0 2 5 123 2 20 70 463
Double/de-biased machine learning using regularized Riesz representers 0 0 1 33 5 9 14 88
Double/debiased machine learning for treatment and structural parameters 2 2 6 40 7 19 46 150
EFFICIENT ESTIMATION OF SEMIPARAMETRIC MODELS VIA MOMENT RESTRICTIONS 0 0 0 1 0 6 7 464
EFFICIENT INSTRUMENTAL VARIABLES ESTIMATION OF NONLINEAR MODELS 0 0 0 0 4 9 18 343
Efficiency of Weighted Average Derivative Estimators 0 0 0 0 3 5 6 261
Efficient Estimation and Identification of Simultaneous Equation Models with Covariance Restrictions 0 0 0 0 4 6 9 153
Efficient Estimation and Identification of Simultaneous Equation Models with Covariance Restrictions 0 0 0 0 3 4 4 145
Estimation with many instrumental variables 0 0 1 174 2 2 8 456
Fisher-Schultz Lecture: Linear Estimation of Structural and Causal Effects for Nonseparable Panel Data 0 1 10 21 4 8 26 37
Flexible Simulated Moment Estimation of Nonlinear Errors-in-Variables Models 0 0 0 0 4 9 9 304
Flexible Simulation Moment Estimation of Nonlinear Errors- in- Variables Models 0 0 0 0 0 1 2 134
GMM with many weak moment conditions 0 0 0 347 7 12 17 941
Heterogeneous Coefficients, Control Variables, and Identification of Multiple Treatment Effects 0 0 0 39 3 6 6 29
Heterogenous coefficients, discrete instruments, and identification of treatment effects 0 0 0 0 2 7 8 23
Higher order properties of GMM and generalised empirical likelihood estimators 0 0 1 459 8 8 15 1,018
Identification and Estimation of Marginal Effects in Nonlinear Panel Models 0 0 0 47 6 8 12 187
Identification and Estimation of Triangular Simultaneous Equations Models Without Additivity 0 0 0 284 5 14 16 1,233
Identification and Estimation of Triangular Simultaneous Equations Models without Additivity 0 0 2 242 7 14 22 794
Identification and estimation of marginal effects in nonlinear panel models 0 0 0 106 3 3 5 328
Identification and estimation of marginal effects in nonlinear panel models 0 0 0 31 4 5 6 123
Identification of Treatment Effects under Limited Exogenous Variation 0 0 0 24 4 14 16 49
Implementing Causality Tests with Panel Data, with an Example from LocalPublic Finance 0 0 0 256 3 6 11 579
Individual Heterogeneity and Average Welfare 0 0 0 10 3 4 4 45
Individual Heterogeneity, Nonlinear Budget Sets, and Taxable Income 0 0 0 34 3 5 7 105
Individual Heterogeneity, Nonlinear Budget Sets, and Taxable Income 0 0 1 35 3 10 13 117
Individual heterogeneity and average welfare 0 0 1 67 4 9 11 197
Individual heterogeneity, nonlinear budget sets and taxable income 0 0 1 27 6 6 10 82
Individual heterogeneity, nonlinear budget sets, and taxable income 0 0 0 14 2 3 4 45
Inference in Linear Regression Models with Many Covariates and Heteroscedasticity 0 0 0 5 3 5 7 28
Inference in Linear Regression Models with Many Covariates and Heteroskedasticity 0 0 0 3 1 3 5 56
Inference in linear regression models with many covariates and heteroskedasticity 0 0 1 51 2 7 9 105
Instrumental Variable Estimation with Heteroskedasticity and Many Instruments 0 0 1 57 4 7 12 159
Instrumental Variable Estimation with Heteroskedasticity and Many Instruments 1 1 2 56 2 5 8 209
Instrumental variable estimation with heteroskedasticity and many instruments 1 1 2 131 16 22 23 365
Instrumental variables estimation for nonparametric models 0 0 0 28 2 2 3 50
Instrumental variables estimation with flexible distribution 0 0 0 39 3 5 8 169
Jackknife and analytical bias reduction for nonlinear panel models 0 0 0 323 4 10 10 799
Kernel Estimation of Partial Means and a General Variance Estimator 0 0 0 0 2 5 5 357
LOCALLY EFFICIENT, RESIDUAL-BASED ESTIMATION OF NONLINEAR SIMULTANEOUS EQUATIONS 0 0 0 0 0 1 2 236
Local Identification of Nonparametric and Semiparametric Models 0 0 0 49 6 12 13 185
Local Identification of Nonparametric and Semiparametric Models 0 0 0 13 6 9 10 146
Local identification of nonparametric and semiparametric models 0 0 0 31 3 4 7 142
Local identification of nonparametric and semiparametric models 0 0 0 16 3 38 38 118
Locally Robust Semiparametric Estimation 0 0 1 27 8 12 17 204
Locally robust semiparametric estimation 0 0 0 32 0 1 3 169
Locally robust semiparametric estimation 0 0 0 18 4 7 9 102
Long Story Short: Omitted Variable Bias in Causal Machine Learning 0 0 2 34 3 17 29 185
Mean-square-error Calculations for Average Treatment Effects 0 0 0 265 3 4 7 3,050
Mean-squared-error Calculations for Average Treatment Effects 0 0 0 86 5 8 10 697
Minimax Semiparametric Learning With Approximate Sparsity 0 0 1 13 4 5 7 33
Minimum Chi-Square and Three-Stage Least Squares in Fixed Effects Models 0 0 0 8 1 3 3 53
Nonlinear Budget Set Regressions for the Random Utility Model 0 0 1 12 3 10 17 35
Nonlinear Budget Set Regressions for the Random Utility Model 0 1 1 25 4 7 9 25
Nonlinear Errors in Variables: Estimation of Some Engel Curves 0 0 0 0 6 11 13 210
Nonparametric Estimation of Exact Consumers Surplus and Deadweight Loss 0 0 0 0 2 10 11 273
Nonparametric Estimation of Labor Supply Functions Generated by Piece Wise Linear Budget Constraints 0 0 1 184 3 4 8 1,161
Nonparametric Estimation of Labor Supply Functions Generated by Piece Wise Linear Budget Constraints 0 0 0 0 1 3 3 492
Nonparametric Estimation of Triangular Simultaneous Equations Models 0 0 0 0 5 7 8 278
Nonparametric Estimation of Triangular Simultaneous Equations Models 0 0 0 0 2 5 9 313
Nonparametric Estimation with Nonlinear Budget Sets 0 0 0 0 4 8 9 304
Nonparametric Identification in Panels using Quantiles 0 0 0 1 4 7 8 20
Nonparametric identification in panels using quantiles 0 0 0 12 3 6 8 66
Nonparametric identification in panels using quantiles 0 0 0 23 4 7 8 47
Nonseparable Multinomial Choice Models in Cross-Section and Panel Data 0 0 0 44 2 6 7 30
Nonseparable multinomial choice models in cross-section and panel data 0 0 0 15 16 31 32 56
On Bunching and Identification of the Taxable Income Elasticity 0 0 1 39 2 8 10 128
Quantile and average effects in nonseparable panel models 0 0 0 43 1 4 4 117
SEMIPARAMETRIC ESTIMATION OF SELECTION MODELS: SOME EMPIRICAL RESULTS 0 0 0 1 4 7 12 352
SERIES ESTIMATION OF REGRESSION FUNCTIONALS 0 0 0 0 2 6 9 329
Semiparametric Estimation of Structural Functions in Nonseparable Triangular Models 0 0 0 28 6 11 12 71
Semiparametric Estimation of Structural Functions in Nonseparable Triangular Models 0 0 0 20 1 2 2 92
Semiparametric Identification And Estimation Of Polynomial Errors-In-Variables Models 0 0 0 2 6 12 12 18
Semiparametric efficient empirical higher order influence function estimators 0 0 0 14 1 3 4 30
Semiparametric estimation of structural functions in nonseparable triangular models 0 0 0 2 10 14 15 50
Simultaneous Confidence Intervals for High-dimensional Linear Models with Many Endogenous Variables 0 0 0 30 6 10 12 35
Simultaneous confidence intervals for high-dimensional linear models with many endogenous variables 0 0 0 4 5 9 11 34
THE ASYMPTOTIC VARIANCE OF SEMIPARAMETRIC ESTIMOTORS 0 0 0 0 3 8 13 212
Tax Reform Evaluation Using Nonparametric Methods: Sweden 1980 - 1991 0 0 0 192 4 6 10 1,117
Tax Reform Evaluation Using Nonparametric Methods: Sweden 1980 - 1991 0 0 0 94 3 5 5 914
Tax Reform Evaluation Using Nonparametric Methods: Sweden 1980-1991 0 0 0 0 2 6 8 638
Testing Overidentifying Restrictions with Many Instruments and Heteroskedasticity 0 0 1 65 10 16 20 238
Testing the Drift-Diffusion Model 0 0 2 5 1 3 6 52
Tests for neglected heterogeneity in moment condition models 0 0 0 62 0 1 1 100
The Asymptotic Variance of Semiparametric Estimators 0 0 0 0 17 24 33 254
The Bunching Estimator Cannot Identify the Taxable Income Elasticity 0 0 0 72 6 19 23 204
The Influence Function of Semiparametric Estimators 0 0 0 20 4 6 9 111
The Kink and Notch Bunching Estimators Cannot Identify the Taxable Income Elasticity 0 0 1 84 1 5 12 264
The Revenues-Expenditures Nexus: Evidence from Local Government Data 0 0 0 133 8 12 13 447
The bunching estimator cannot identify the taxable income elasticity 0 0 0 23 1 2 4 56
The influence function of semiparametric estimators 0 0 0 49 4 10 13 143
The influence function of semiparametric estimators 0 0 0 3 3 9 11 55
Treatment Effects with Many Covariates and Heteroskedasticity 0 0 0 22 5 8 10 63
Treatment effects with many covariates and heteroskedasticity 0 0 0 5 7 9 12 57
Two Step Series Estimation of Sample Selection Models 0 0 0 0 4 5 9 1,025
Two-Step Estimation, Optimal Moment Conditions, and Sample Selection Models 0 0 0 0 3 7 9 341
UNIFORM CONVERGENCE IN PROBABILITY AND STOCHASTIC EQUICONTINUITY 0 0 0 1 2 3 6 644
Undersmoothing and Bias Corrected Functional Estimation 0 0 0 0 2 4 15 538
Wages and Hours: Estimating Vector Autoregressions with Panel Data 0 0 0 16 3 7 10 66
Welfare Analysis in Dynamic Models 0 0 4 21 1 3 13 49
Total Working Papers 14 51 196 9,764 662 1,342 2,108 45,586

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 2 4 8 181
A Simple, Positive Semi-definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix 12 34 116 5,944 65 185 504 16,993
A jackknife interpretation of the continuous updating estimator 0 0 0 70 4 5 7 190
A large-sample chow test for the linear simultaneous equation 0 0 0 117 0 1 2 360
A method of moments interpretation of sequential estimators 0 1 7 484 2 9 22 809
A recentering approach for interpreting interaction effects from logit, probit, and other nonlinear models 0 0 0 14 12 13 15 51
A simple, positive semi-definite, heteroscedasticity and autocorrelation consistent covariance matrix 4 16 51 715 21 60 183 2,361
ALTERNATIVE ASYMPTOTICS AND THE PARTIALLY LINEAR MODEL WITH MANY REGRESSORS 0 0 0 5 5 7 9 36
ASYMPTOTIC DISTRIBUTION OF JIVE IN A HETEROSKEDASTIC IV REGRESSION WITH MANY INSTRUMENTS 0 0 1 20 4 9 12 113
Adaptive estimation of regression models via moment restrictions 0 0 0 124 4 6 9 254
Asymmetric Least Squares Estimation and Testing 3 4 9 584 6 14 33 1,540
Asymptotic Bias for Quasi-Maximum-Likelihood Estimators in Conditional Heteroskedasticity Models 0 0 0 0 2 4 6 428
Asymptotic Equivalence of Closest Moments and GMM Estimators 0 0 0 4 0 1 4 20
Automatic Lag Selection in Covariance Matrix Estimation 0 2 18 1,122 8 23 79 3,155
Average and Quantile Effects in Nonseparable Panel Models 0 1 1 39 6 10 17 210
CONDITIONAL MOMENT RESTRICTIONS IN CENSORED AND TRUNCATED REGRESSION MODELS 0 0 0 11 3 7 8 62
Choosing instrumental variables in conditional moment restriction models 0 1 1 89 2 4 6 273
Choosing the Number of Instruments 0 0 0 1 6 12 23 814
Consistency of two-step sample selection estimators despite misspecification of distribution 0 0 1 73 4 7 10 207
Control variables, discrete instruments, and identification of structural functions 1 2 4 16 5 9 15 55
Convergence rates and asymptotic normality for series estimators 3 3 12 1,132 53 63 88 1,921
Double/Debiased/Neyman Machine Learning of Treatment Effects 0 0 4 76 2 14 24 304
Double/debiased machine learning for treatment and structural parameters 8 19 42 141 49 120 243 622
ECONOMICS TO ECONOMETRICS: IN HONOR OF DANIEL L. McFADDEN 0 0 0 72 1 1 2 207
Efficiency bounds for some semiparametric selection models 0 0 0 43 4 6 9 102
Efficiency of Weighted Average Derivative Estimators and Index Models 0 1 1 151 3 5 6 764
Efficient Estimation and Identification of Simultaneous Equation Models with Covariance Restrictions 0 0 0 172 5 8 10 628
Efficient Estimation of Linear and Type I Censored Regression Models Under Conditional Quantile Restrictions 0 0 2 43 4 18 20 123
Efficient Instrumental Variables Estimation of Nonlinear Models 0 1 4 403 3 9 35 1,218
Efficient Semiparametric Estimation of Expectations 0 0 0 1 2 4 6 231
Efficient Semiparametric Estimation via Moment Restrictions 0 0 1 101 1 6 9 320
Efficient estimation of limited dependent variable models with endogenous explanatory variables 1 4 16 1,417 5 17 32 2,372
Empirical likelihood estimation and consistent tests with conditional moment restrictions 0 0 0 227 2 4 10 488
Estimating Vector Autoregressions with Panel Data 2 11 46 4,033 17 47 159 9,243
Estimation With Many Instrumental Variables 0 0 1 139 7 10 19 337
Flexible Simulated Moment Estimation Of Nonlinear Errors-In-Variables Models 0 0 0 59 3 7 8 220
Generalized Method of Moments With Many Weak Moment Conditions 0 1 1 133 4 8 9 401
Generalized Method of Moments, Efficient Bootstrapping, and Improved Inference 0 0 0 0 3 10 12 451
Generalized method of moments specification testing 0 0 3 647 2 10 16 1,134
Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators 0 0 1 322 8 10 21 929
Hypothesis Testing with Efficient Method of Moments Estimation 2 3 9 643 9 20 53 2,295
Identification and Estimation of Triangular Simultaneous Equations Models Without Additivity 0 0 2 153 3 11 19 412
Identification and estimation of polynomial errors-in-variables models 0 0 2 219 4 9 16 441
Individual Heterogeneity and Average Welfare 0 0 0 13 5 6 10 91
Inference in Linear Regression Models with Many Covariates and Heteroscedasticity 0 1 1 4 2 6 7 31
Instrumental Variable Estimation of Nonparametric Models 0 0 0 297 3 5 10 759
Instrumental Variables Estimation With Flexible Distributions 0 0 2 31 1 2 5 114
Instrumental variable estimation of nonseparable models 0 1 1 174 4 40 43 398
Instrumental variable estimation with heteroskedasticity and many instruments 0 0 0 32 9 13 19 146
Introduction à la théorie des bornes d'efficacité semi-paramétriques 0 0 0 0 2 5 5 7
Jackknife and Analytical Bias Reduction for Nonlinear Panel Models 0 0 1 172 18 22 31 688
Kernel Estimation of Partial Means and a General Variance Estimator 0 1 3 93 1 6 11 193
Linear instrumental variable estimation of limited dependent variable models with endogenous explanatory variables 0 0 2 77 1 5 9 175
Local Identification of Nonparametric and Semiparametric Models 0 0 1 19 5 10 11 122
Maximum Likelihood Specification Testing and Conditional Moment Tests 0 1 1 365 3 6 9 845
NONPARAMETRIC CONTINUOUS/DISCRETE CHOICE MODELS 0 0 0 20 3 8 8 91
Neglected heterogeneity in moment condition models 0 0 0 20 1 1 3 91
Nonlinear errors in variables Estimation of some Engel curves 0 0 1 273 6 8 11 629
Nonparametric Estimation of Exact Consumers Surplus and Deadweight Loss 0 3 4 346 7 12 16 952
Nonparametric Estimation of Sample Selection Models 0 2 16 123 7 15 39 1,053
Nonparametric Estimation of Triangular Simultaneous Equations Models 0 0 0 1 1 6 14 663
Nonparametric Estimation with Nonlinear Budget Sets 0 0 0 131 3 7 10 487
Nonparametric Instrumental Variables Estimation 0 1 3 58 2 5 10 188
Nonparametric Welfare Analysis 0 0 1 14 5 6 8 66
Nonparametric identification in panels using quantiles 0 0 0 16 3 5 7 100
Nonseparable multinomial choice models in cross-section and panel data 0 0 1 13 3 3 8 70
On Bunching and Identification of the Taxable Income Elasticity 0 1 7 57 2 11 28 193
Over-Identification Tests in Earnings Functions with Fixed Effects 0 0 0 0 2 7 15 729
Partially Adaptive Estimation of Regression Models via the Generalized T Distribution 0 0 1 78 6 10 16 180
Properties of the CUE estimator and a modification with moments 2 2 8 64 5 10 22 204
Semiparametric Efficiency Bounds 1 1 5 950 7 13 30 1,801
Semiparametric Estimation of Selection Models: Some Empirical Results 0 0 1 533 5 8 12 1,062
Semiparametric estimation of structural functions in nonseparable triangular models 0 0 0 1 7 17 24 49
Sequential R&D Strategy for Synfuels 0 0 0 48 4 7 7 429
Series Estimation of Regression Functionals 1 1 2 30 5 10 19 100
Series Estimation of Semilinear Models 0 1 5 93 3 7 12 193
Specification tests for distributional assumptions in the Tobit model 0 0 0 229 0 1 2 566
Tax reform evaluation using non-parametric methods: Sweden 1980-1991 0 1 1 66 8 13 15 281
Testing overidentifying restrictions with many instruments and heteroskedasticity 0 0 1 35 6 8 11 179
Testing the drift-diffusion model 0 0 1 3 4 6 8 28
The Asymptotic Variance of Semiparametric Estimators 1 3 12 456 8 15 34 1,236
The Revenues-Expenditures Nexus: Evidence from Local Government Data 0 0 1 165 7 11 15 604
Treatment effects (in Russian) 0 0 1 6 1 1 5 51
Twicing Kernels and a Small Bias Property of Semiparametric Estimators 0 0 0 56 1 4 6 336
Two-step series estimation of sample selection models 0 0 0 128 1 7 10 411
Uniform Convergence in Probability and Stochastic Equicontinuity 0 1 2 810 3 8 13 2,088
Total Journal Articles 41 125 442 25,901 535 1,183 2,406 71,954

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 0 1 5 2 6 12 24
Large sample estimation and hypothesis testing 8 15 47 3,657 19 45 133 11,677
Total Chapters 8 15 48 3,662 21 51 145 11,701

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

Statistics updated 2026-02-12