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 4 6 156
A Residuals-Based Wald Test for the Linear Simultaneous Equation 0 0 0 0 0 4 4 290
A Simple and General Debiased Machine Learning Theorem with Finite Sample Guarantees 0 0 1 44 0 2 11 70
A Simple, Positive Semi-Definite, Heteroskedasticity and AutocorrelationConsistent Covariance Matrix 3 6 23 1,776 75 203 264 5,488
A reduced bias GMM-like estimator with reduced estimator dispersion 0 0 0 134 1 8 10 514
A symptotic Bias for GMM and GEL Estimators with Estimated Nuisance Parameter 0 0 0 121 0 5 9 371
Adversarial Estimation of Riesz Representers 1 1 2 33 4 13 24 86
Alternative Asymptotics and the Partially Linear Model with Many Regressors 0 0 0 67 2 7 10 143
Alternative Asymptotics and the Partially Linear Model with Many Regressors 0 0 0 0 2 4 6 20
Alternative asymptotics and the partially linear model with many regressors 1 1 1 1 1 3 9 62
An Asymmetric Least Test of Heteroscedasticity 0 0 0 0 2 2 5 95
An Expository Note on the Existence of Moments of Fuller and HFUL Estimators 0 0 0 47 1 5 10 139
Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments 0 0 0 31 0 5 9 111
Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments 0 0 0 52 1 4 6 174
Asymptotic bias for GMM and GEL estimators with estimated nuisance parameters 0 0 0 181 0 7 9 480
Automatic Debiased Machine Learning of Causal and Structural Effects 0 0 1 73 0 12 22 159
Automatic Debiased Machine Learning via Riesz Regression 0 0 6 58 3 17 36 142
Automatic Lag Selection in Covariance Matrix Estimation 0 0 5 460 1 12 24 1,401
Automatic Lag Selection in Covariance Matrix Estimation 0 0 0 0 5 12 26 522
Average and Quantile Effects in Nonseparable Panel Models 0 0 0 6 0 6 10 44
Choosing the Number of Instruments 0 0 0 0 2 12 17 564
Combining Two Consistent Estimators 0 0 0 68 1 7 9 180
Conditional Moment Restrictions in Censored and Truncated Regression Models 0 0 0 0 0 4 9 374
Consistency and Asymptotic Normality of Nonparametric Projection Estimators 0 0 0 0 0 3 5 133
Constrained conditional moment restriction models 0 0 0 25 1 9 15 103
Control Variables, Discrete Instruments, and Identification of Structural Functions 0 0 0 41 0 1 5 71
Control Variables, Discrete Instruments, and Identification of Structural Functions 0 0 1 23 1 12 14 57
Control variables, discrete instruments, and identification of structural functions 0 0 0 2 0 5 7 38
Convergence Rates & Asymptotic Normality Estimators 0 0 0 0 0 4 8 267
Convergence Rates for Series Estimators 0 0 0 0 1 6 7 317
Cross-fitting and fast remainder rates for semiparametric estimation 1 1 1 25 1 2 4 76
De-Biased Machine Learning of Global and Local Parameters Using Regularized Riesz Representers 0 0 1 73 1 4 13 128
Demand Analysis with Many Prices 0 2 2 97 1 10 13 144
Demand analysis with many prices 0 0 1 8 3 8 13 60
Density Weighted Linear Least Squares 0 0 0 1 3 6 10 461
Density Weighted Linear Least Squares 0 0 4 21 0 2 8 78
Double machine learning for treatment and causal parameters 0 0 1 118 1 7 19 545
Double/Debiased Machine Learning for Treatment and Causal Parameters 2 22 72 1,121 13 85 293 2,986
Double/Debiased Machine Learning for Treatment and Structural Parameters 0 2 5 123 8 23 66 471
Double/de-biased machine learning using regularized Riesz representers 0 0 1 33 0 8 13 88
Double/debiased machine learning for treatment and structural parameters 0 2 6 40 7 17 49 157
EFFICIENT ESTIMATION OF SEMIPARAMETRIC MODELS VIA MOMENT RESTRICTIONS 0 0 0 1 0 2 6 464
EFFICIENT INSTRUMENTAL VARIABLES ESTIMATION OF NONLINEAR MODELS 0 0 0 0 1 8 18 344
Efficiency of Weighted Average Derivative Estimators 0 0 0 0 0 4 6 261
Efficient Estimation and Identification of Simultaneous Equation Models with Covariance Restrictions 0 0 0 0 0 4 4 145
Efficient Estimation and Identification of Simultaneous Equation Models with Covariance Restrictions 0 0 0 0 0 4 8 153
Estimation with many instrumental variables 0 0 1 174 1 3 8 457
Fisher-Schultz Lecture: Linear Estimation of Structural and Causal Effects for Nonseparable Panel Data 1 1 8 22 1 5 22 38
Flexible Simulated Moment Estimation of Nonlinear Errors-in-Variables Models 0 0 0 0 2 8 11 306
Flexible Simulation Moment Estimation of Nonlinear Errors- in- Variables Models 0 0 0 0 0 0 2 134
GMM with many weak moment conditions 0 0 0 347 3 12 20 944
Heterogeneous Coefficients, Control Variables, and Identification of Multiple Treatment Effects 0 0 0 39 0 3 6 29
Heterogenous coefficients, discrete instruments, and identification of treatment effects 0 0 0 0 0 5 8 23
Higher order properties of GMM and generalised empirical likelihood estimators 0 0 1 459 1 9 16 1,019
Identification and Estimation of Marginal Effects in Nonlinear Panel Models 0 0 0 47 2 9 14 189
Identification and Estimation of Triangular Simultaneous Equations Models Without Additivity 0 0 0 284 3 12 19 1,236
Identification and Estimation of Triangular Simultaneous Equations Models without Additivity 0 0 0 242 0 10 19 794
Identification and estimation of marginal effects in nonlinear panel models 0 0 0 106 0 3 5 328
Identification and estimation of marginal effects in nonlinear panel models 0 0 0 31 1 5 7 124
Identification of Treatment Effects under Limited Exogenous Variation 0 0 0 24 1 14 15 50
Implementing Causality Tests with Panel Data, with an Example from LocalPublic Finance 0 0 0 256 0 5 11 579
Individual Heterogeneity and Average Welfare 0 0 0 10 0 3 4 45
Individual Heterogeneity, Nonlinear Budget Sets, and Taxable Income 0 0 0 34 0 3 7 105
Individual Heterogeneity, Nonlinear Budget Sets, and Taxable Income 0 0 1 35 1 8 14 118
Individual heterogeneity and average welfare 0 0 1 67 0 6 10 197
Individual heterogeneity, nonlinear budget sets and taxable income 0 0 1 27 2 8 11 84
Individual heterogeneity, nonlinear budget sets, and taxable income 0 0 0 14 1 3 5 46
Inference in Linear Regression Models with Many Covariates and Heteroscedasticity 0 0 0 5 0 5 7 28
Inference in Linear Regression Models with Many Covariates and Heteroskedasticity 0 0 0 3 1 2 5 57
Inference in linear regression models with many covariates and heteroskedasticity 0 0 1 51 1 5 10 106
Instrumental Variable Estimation with Heteroskedasticity and Many Instruments 0 1 2 56 0 2 8 209
Instrumental Variable Estimation with Heteroskedasticity and Many Instruments 0 0 1 57 0 7 12 159
Instrumental variable estimation with heteroskedasticity and many instruments 0 1 2 131 14 34 37 379
Instrumental variables estimation for nonparametric models 0 0 0 28 3 5 6 53
Instrumental variables estimation with flexible distribution 0 0 0 39 1 5 9 170
Jackknife and analytical bias reduction for nonlinear panel models 0 0 0 323 1 7 11 800
Kernel Estimation of Partial Means and a General Variance Estimator 0 0 0 0 3 6 8 360
LOCALLY EFFICIENT, RESIDUAL-BASED ESTIMATION OF NONLINEAR SIMULTANEOUS EQUATIONS 0 0 0 0 0 1 1 236
Local Identification of Nonparametric and Semiparametric Models 0 0 0 49 2 9 14 187
Local Identification of Nonparametric and Semiparametric Models 0 0 0 13 0 6 10 146
Local identification of nonparametric and semiparametric models 0 0 0 31 2 6 8 144
Local identification of nonparametric and semiparametric models 0 0 0 16 1 38 39 119
Locally Robust Semiparametric Estimation 0 0 1 27 3 14 20 207
Locally robust semiparametric estimation 0 0 0 18 0 4 9 102
Locally robust semiparametric estimation 0 0 0 32 0 1 2 169
Long Story Short: Omitted Variable Bias in Causal Machine Learning 0 0 2 34 3 14 31 188
Mean-square-error Calculations for Average Treatment Effects 0 0 0 265 3 6 10 3,053
Mean-squared-error Calculations for Average Treatment Effects 0 0 0 86 0 7 9 697
Minimax Semiparametric Learning With Approximate Sparsity 0 0 1 13 0 4 7 33
Minimum Chi-Square and Three-Stage Least Squares in Fixed Effects Models 0 0 0 8 0 2 3 53
Nonlinear Budget Set Regressions for the Random Utility Model 0 1 1 25 3 10 11 28
Nonlinear Budget Set Regressions for the Random Utility Model 0 0 1 12 1 7 17 36
Nonlinear Errors in Variables: Estimation of Some Engel Curves 0 0 0 0 2 10 15 212
Nonparametric Estimation of Exact Consumers Surplus and Deadweight Loss 0 0 0 0 0 7 11 273
Nonparametric Estimation of Labor Supply Functions Generated by Piece Wise Linear Budget Constraints 0 0 1 184 1 4 9 1,162
Nonparametric Estimation of Labor Supply Functions Generated by Piece Wise Linear Budget Constraints 0 0 0 0 6 7 9 498
Nonparametric Estimation of Triangular Simultaneous Equations Models 0 0 0 0 3 10 11 281
Nonparametric Estimation of Triangular Simultaneous Equations Models 0 0 0 0 1 5 9 314
Nonparametric Estimation with Nonlinear Budget Sets 0 0 0 0 1 5 9 305
Nonparametric Identification in Panels using Quantiles 0 0 0 1 1 6 9 21
Nonparametric identification in panels using quantiles 0 0 0 23 0 7 8 47
Nonparametric identification in panels using quantiles 0 0 0 12 0 6 7 66
Nonseparable Multinomial Choice Models in Cross-Section and Panel Data 0 0 0 44 0 4 7 30
Nonseparable multinomial choice models in cross-section and panel data 0 0 0 15 1 30 33 57
On Bunching and Identification of the Taxable Income Elasticity 0 0 1 39 1 6 11 129
Quantile and average effects in nonseparable panel models 1 1 1 44 2 5 6 119
SEMIPARAMETRIC ESTIMATION OF SELECTION MODELS: SOME EMPIRICAL RESULTS 0 0 0 1 2 7 14 354
SERIES ESTIMATION OF REGRESSION FUNCTIONALS 0 0 0 0 0 4 9 329
Semiparametric Estimation of Structural Functions in Nonseparable Triangular Models 0 0 0 28 0 8 12 71
Semiparametric Estimation of Structural Functions in Nonseparable Triangular Models 0 0 0 20 1 2 3 93
Semiparametric Identification And Estimation Of Polynomial Errors-In-Variables Models 0 0 0 2 2 13 14 20
Semiparametric efficient empirical higher order influence function estimators 0 0 0 14 2 5 6 32
Semiparametric estimation of structural functions in nonseparable triangular models 0 0 0 2 0 13 15 50
Simultaneous Confidence Intervals for High-dimensional Linear Models with Many Endogenous Variables 0 0 0 30 0 9 12 35
Simultaneous confidence intervals for high-dimensional linear models with many endogenous variables 0 0 0 4 0 6 9 34
THE ASYMPTOTIC VARIANCE OF SEMIPARAMETRIC ESTIMOTORS 0 0 0 0 1 7 13 213
Tax Reform Evaluation Using Nonparametric Methods: Sweden 1980 - 1991 0 0 0 94 0 5 5 914
Tax Reform Evaluation Using Nonparametric Methods: Sweden 1980 - 1991 0 0 0 192 0 5 10 1,117
Tax Reform Evaluation Using Nonparametric Methods: Sweden 1980-1991 0 0 0 0 1 7 9 639
Testing Overidentifying Restrictions with Many Instruments and Heteroskedasticity 0 0 0 65 2 15 21 240
Testing the Drift-Diffusion Model 0 0 2 5 1 3 7 53
Tests for neglected heterogeneity in moment condition models 0 0 0 62 1 2 2 101
The Asymptotic Variance of Semiparametric Estimators 0 0 0 0 3 22 36 257
The Bunching Estimator Cannot Identify the Taxable Income Elasticity 0 0 0 72 2 11 25 206
The Influence Function of Semiparametric Estimators 0 0 0 20 0 5 7 111
The Kink and Notch Bunching Estimators Cannot Identify the Taxable Income Elasticity 0 0 1 84 2 5 13 266
The Revenues-Expenditures Nexus: Evidence from Local Government Data 0 0 0 133 2 13 14 449
The bunching estimator cannot identify the taxable income elasticity 0 0 0 23 1 3 5 57
The influence function of semiparametric estimators 0 0 0 49 0 6 11 143
The influence function of semiparametric estimators 0 0 0 3 1 5 12 56
Treatment Effects with Many Covariates and Heteroskedasticity 0 0 0 22 2 9 12 65
Treatment effects with many covariates and heteroskedasticity 0 0 0 5 0 8 11 57
Two Step Series Estimation of Sample Selection Models 0 0 0 0 2 6 11 1,027
Two-Step Estimation, Optimal Moment Conditions, and Sample Selection Models 0 0 0 0 0 5 9 341
UNIFORM CONVERGENCE IN PROBABILITY AND STOCHASTIC EQUICONTINUITY 0 0 0 1 1 3 7 645
Undersmoothing and Bias Corrected Functional Estimation 0 0 0 0 3 5 16 541
Wages and Hours: Estimating Vector Autoregressions with Panel Data 0 0 0 16 2 7 12 68
Welfare Analysis in Dynamic Models 0 0 4 21 0 3 12 49
Total Working Papers 10 42 169 9,774 257 1,272 2,215 45,843

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 4 8 182
A Simple, Positive Semi-definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix 9 30 117 5,953 47 176 516 17,040
A jackknife interpretation of the continuous updating estimator 0 0 0 70 1 6 8 191
A large-sample chow test for the linear simultaneous equation 0 0 0 117 1 1 3 361
A method of moments interpretation of sequential estimators 0 0 7 484 1 6 22 810
A recentering approach for interpreting interaction effects from logit, probit, and other nonlinear models 0 0 0 14 1 14 15 52
A simple, positive semi-definite, heteroscedasticity and autocorrelation consistent covariance matrix 7 17 51 722 21 64 189 2,382
ALTERNATIVE ASYMPTOTICS AND THE PARTIALLY LINEAR MODEL WITH MANY REGRESSORS 0 0 0 5 2 8 11 38
ASYMPTOTIC DISTRIBUTION OF JIVE IN A HETEROSKEDASTIC IV REGRESSION WITH MANY INSTRUMENTS 0 0 1 20 1 8 12 114
Adaptive estimation of regression models via moment restrictions 0 0 0 124 1 6 10 255
Asymmetric Least Squares Estimation and Testing 0 3 8 584 1 11 32 1,541
Asymptotic Bias for Quasi-Maximum-Likelihood Estimators in Conditional Heteroskedasticity Models 0 0 0 0 4 7 8 432
Asymptotic Equivalence of Closest Moments and GMM Estimators 0 0 0 4 0 0 4 20
Automatic Lag Selection in Covariance Matrix Estimation 0 1 15 1,122 6 24 79 3,161
Average and Quantile Effects in Nonseparable Panel Models 0 0 1 39 2 8 19 212
CONDITIONAL MOMENT RESTRICTIONS IN CENSORED AND TRUNCATED REGRESSION MODELS 0 0 0 11 1 6 9 63
Choosing instrumental variables in conditional moment restriction models 0 1 1 89 0 3 5 273
Choosing the Number of Instruments 0 0 0 1 0 8 22 814
Consistency of two-step sample selection estimators despite misspecification of distribution 0 0 1 73 0 4 10 207
Control variables, discrete instruments, and identification of structural functions 0 2 4 16 0 6 15 55
Convergence rates and asymptotic normality for series estimators 1 4 11 1,133 11 72 97 1,932
Double/Debiased/Neyman Machine Learning of Treatment Effects 0 0 4 76 4 10 27 308
Double/debiased machine learning for treatment and structural parameters 1 14 40 142 31 127 264 653
ECONOMICS TO ECONOMETRICS: IN HONOR OF DANIEL L. McFADDEN 0 0 0 72 0 1 2 207
Efficiency bounds for some semiparametric selection models 1 1 1 44 1 5 10 103
Efficiency of Weighted Average Derivative Estimators and Index Models 0 0 1 151 2 5 8 766
Efficient Estimation and Identification of Simultaneous Equation Models with Covariance Restrictions 0 0 0 172 0 6 9 628
Efficient Estimation of Linear and Type I Censored Regression Models Under Conditional Quantile Restrictions 0 0 1 43 2 19 21 125
Efficient Instrumental Variables Estimation of Nonlinear Models 0 1 4 403 2 10 35 1,220
Efficient Semiparametric Estimation of Expectations 0 0 0 1 2 5 8 233
Efficient Semiparametric Estimation via Moment Restrictions 0 0 1 101 0 3 9 320
Efficient estimation of limited dependent variable models with endogenous explanatory variables 0 2 15 1,417 1 10 32 2,373
Empirical likelihood estimation and consistent tests with conditional moment restrictions 0 0 0 227 1 3 11 489
Estimating Vector Autoregressions with Panel Data 6 13 48 4,039 12 47 158 9,255
Estimation With Many Instrumental Variables 0 0 1 139 3 12 22 340
Flexible Simulated Moment Estimation Of Nonlinear Errors-In-Variables Models 0 0 0 59 3 8 11 223
Generalized Method of Moments With Many Weak Moment Conditions 0 1 1 133 3 10 12 404
Generalized Method of Moments, Efficient Bootstrapping, and Improved Inference 0 0 0 0 1 9 13 452
Generalized method of moments specification testing 0 0 3 647 2 10 18 1,136
Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators 0 0 1 322 4 14 25 933
Hypothesis Testing with Efficient Method of Moments Estimation 3 5 12 646 9 22 57 2,304
Identification and Estimation of Triangular Simultaneous Equations Models Without Additivity 0 0 1 153 2 11 18 414
Identification and estimation of polynomial errors-in-variables models 0 0 2 219 1 5 14 442
Individual Heterogeneity and Average Welfare 0 0 0 13 1 7 11 92
Inference in Linear Regression Models with Many Covariates and Heteroscedasticity 1 1 2 5 2 5 9 33
Instrumental Variable Estimation of Nonparametric Models 0 0 0 297 2 6 8 761
Instrumental Variables Estimation With Flexible Distributions 0 0 2 31 1 2 6 115
Instrumental variable estimation of nonseparable models 0 1 1 174 1 40 44 399
Instrumental variable estimation with heteroskedasticity and many instruments 0 0 0 32 7 20 26 153
Introduction à la théorie des bornes d'efficacité semi-paramétriques 0 0 0 0 0 3 5 7
Jackknife and Analytical Bias Reduction for Nonlinear Panel Models 0 0 1 172 1 21 31 689
Kernel Estimation of Partial Means and a General Variance Estimator 0 0 2 93 3 5 13 196
Linear instrumental variable estimation of limited dependent variable models with endogenous explanatory variables 0 0 2 77 0 1 9 175
Local Identification of Nonparametric and Semiparametric Models 0 0 1 19 0 5 11 122
Maximum Likelihood Specification Testing and Conditional Moment Tests 0 1 1 365 1 5 10 846
NONPARAMETRIC CONTINUOUS/DISCRETE CHOICE MODELS 0 0 0 20 4 10 12 95
Neglected heterogeneity in moment condition models 0 0 0 20 2 3 5 93
Nonlinear errors in variables Estimation of some Engel curves 0 0 1 273 1 8 12 630
Nonparametric Estimation of Exact Consumers Surplus and Deadweight Loss 0 2 4 346 3 13 19 955
Nonparametric Estimation of Sample Selection Models 1 2 15 124 3 12 39 1,056
Nonparametric Estimation of Triangular Simultaneous Equations Models 0 0 0 1 2 5 14 665
Nonparametric Estimation with Nonlinear Budget Sets 0 0 0 131 2 7 12 489
Nonparametric Instrumental Variables Estimation 0 0 3 58 1 3 11 189
Nonparametric Welfare Analysis 0 0 0 14 0 6 7 66
Nonparametric identification in panels using quantiles 0 0 0 16 3 6 10 103
Nonseparable multinomial choice models in cross-section and panel data 0 0 0 13 1 4 6 71
On Bunching and Identification of the Taxable Income Elasticity 0 1 7 57 4 11 30 197
Over-Identification Tests in Earnings Functions with Fixed Effects 0 0 0 0 2 6 17 731
Partially Adaptive Estimation of Regression Models via the Generalized T Distribution 0 0 1 78 0 8 15 180
Properties of the CUE estimator and a modification with moments 0 2 7 64 4 11 24 208
Semiparametric Efficiency Bounds 0 1 5 950 0 9 29 1,801
Semiparametric Estimation of Selection Models: Some Empirical Results 2 2 3 535 4 11 15 1,066
Semiparametric estimation of structural functions in nonseparable triangular models 0 0 0 1 0 14 23 49
Sequential R&D Strategy for Synfuels 0 0 0 48 0 6 7 429
Series Estimation of Regression Functionals 0 1 2 30 1 7 19 101
Series Estimation of Semilinear Models 0 0 5 93 0 3 12 193
Specification tests for distributional assumptions in the Tobit model 1 1 1 230 1 1 3 567
Tax reform evaluation using non-parametric methods: Sweden 1980-1991 0 1 1 66 3 15 18 284
Testing overidentifying restrictions with many instruments and heteroskedasticity 1 1 2 36 2 9 13 181
Testing the drift-diffusion model 0 0 1 3 0 5 8 28
The Asymptotic Variance of Semiparametric Estimators 0 2 9 456 1 13 30 1,237
The Revenues-Expenditures Nexus: Evidence from Local Government Data 0 0 1 165 0 9 15 604
Treatment effects (in Russian) 0 0 1 6 0 1 5 51
Twicing Kernels and a Small Bias Property of Semiparametric Estimators 0 0 0 56 2 4 8 338
Two-step series estimation of sample selection models 0 0 0 128 0 4 10 411
Uniform Convergence in Probability and Stochastic Equicontinuity 0 0 2 810 0 3 13 2,088
Total Journal Articles 34 114 436 25,935 253 1,141 2,522 72,207

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 5 0 3 12 24
Large sample estimation and hypothesis testing 5 16 46 3,662 12 47 133 11,689
Total Chapters 5 16 47 3,667 12 50 145 11,713

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