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 2 2 6 292
A Residuals-Based Wald Test for the Linear Simultaneous Equation 0 0 0 0 1 1 6 157
A Simple and General Debiased Machine Learning Theorem with Finite Sample Guarantees 0 0 0 44 3 4 13 74
A Simple, Positive Semi-Definite, Heteroskedasticity and AutocorrelationConsistent Covariance Matrix 1 6 22 1,779 15 133 313 5,546
A reduced bias GMM-like estimator with reduced estimator dispersion 0 0 0 134 3 5 14 518
A symptotic Bias for GMM and GEL Estimators with Estimated Nuisance Parameter 0 1 1 122 1 3 12 374
Adversarial Estimation of Riesz Representers 0 1 1 33 5 13 30 95
Alternative Asymptotics and the Partially Linear Model with Many Regressors 0 0 0 67 2 6 14 147
Alternative Asymptotics and the Partially Linear Model with Many Regressors 0 0 0 0 3 7 11 25
Alternative asymptotics and the partially linear model with many regressors 0 1 1 1 5 7 15 68
An Asymmetric Least Test of Heteroscedasticity 0 0 0 0 0 3 5 96
An Expository Note on the Existence of Moments of Fuller and HFUL Estimators 0 0 0 47 1 4 12 142
Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments 0 0 0 52 1 3 8 176
Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments 0 0 0 31 4 4 12 115
Asymptotic bias for GMM and GEL estimators with estimated nuisance parameters 0 0 0 181 3 3 12 483
Automatic Debiased Machine Learning of Causal and Structural Effects 0 1 2 74 3 6 26 165
Automatic Debiased Machine Learning via Riesz Regression 0 0 4 58 0 3 31 142
Automatic Lag Selection in Covariance Matrix Estimation 0 0 5 460 16 19 40 1,419
Automatic Lag Selection in Covariance Matrix Estimation 0 0 0 0 5 10 31 527
Average and Quantile Effects in Nonseparable Panel Models 0 0 0 6 2 2 12 46
Choosing the Number of Instruments 0 0 0 0 3 5 19 567
Combining Two Consistent Estimators 0 0 0 68 4 5 13 184
Conditional Moment Restrictions in Censored and Truncated Regression Models 0 0 0 0 1 1 10 375
Consistency and Asymptotic Normality of Nonparametric Projection Estimators 0 0 0 0 1 1 6 134
Constrained conditional moment restriction models 0 0 0 25 4 7 20 109
Control Variables, Discrete Instruments, and Identification of Structural Functions 0 0 0 41 3 3 8 74
Control Variables, Discrete Instruments, and Identification of Structural Functions 0 0 1 23 4 7 20 63
Control variables, discrete instruments, and identification of structural functions 1 1 1 3 6 7 13 45
Convergence Rates & Asymptotic Normality Estimators 0 0 0 0 0 0 8 267
Convergence Rates for Series Estimators 0 0 0 0 0 1 7 317
Cross-fitting and fast remainder rates for semiparametric estimation 0 1 1 25 4 8 11 83
De-Biased Machine Learning of Global and Local Parameters Using Regularized Riesz Representers 0 0 1 73 6 11 21 138
Demand Analysis with Many Prices 0 1 3 98 5 8 20 151
Demand analysis with many prices 0 0 0 8 3 6 15 63
Density Weighted Linear Least Squares 0 0 4 21 1 2 9 80
Density Weighted Linear Least Squares 0 0 0 1 2 5 12 463
Double machine learning for treatment and causal parameters 0 0 1 118 2 4 18 548
Double/Debiased Machine Learning for Treatment and Causal Parameters 6 17 79 1,136 26 74 324 3,047
Double/Debiased Machine Learning for Treatment and Structural Parameters 0 1 6 124 4 16 65 479
Double/de-biased machine learning using regularized Riesz representers 0 0 1 33 2 4 16 92
Double/debiased machine learning for treatment and structural parameters 2 2 7 42 6 14 48 164
EFFICIENT ESTIMATION OF SEMIPARAMETRIC MODELS VIA MOMENT RESTRICTIONS 0 0 0 1 1 1 7 465
EFFICIENT INSTRUMENTAL VARIABLES ESTIMATION OF NONLINEAR MODELS 0 0 0 0 1 3 19 346
Efficiency of Weighted Average Derivative Estimators 0 0 0 0 1 2 8 263
Efficient Estimation and Identification of Simultaneous Equation Models with Covariance Restrictions 0 0 0 0 2 2 6 147
Efficient Estimation and Identification of Simultaneous Equation Models with Covariance Restrictions 0 0 0 0 1 1 9 154
Estimation with many instrumental variables 0 0 0 174 4 5 11 461
Fisher-Schultz Lecture: Linear Estimation of Structural and Causal Effects for Nonseparable Panel Data 0 1 6 22 3 5 22 42
Flexible Simulated Moment Estimation of Nonlinear Errors-in-Variables Models 0 0 0 0 2 6 15 310
Flexible Simulation Moment Estimation of Nonlinear Errors- in- Variables Models 0 0 0 0 2 3 5 137
GMM with many weak moment conditions 0 0 0 347 2 5 18 946
Heterogeneous Coefficients, Control Variables, and Identification of Multiple Treatment Effects 1 1 1 40 4 4 10 33
Heterogenous coefficients, discrete instruments, and identification of treatment effects 0 0 0 0 1 1 9 24
Higher order properties of GMM and generalised empirical likelihood estimators 0 0 1 459 5 6 21 1,024
Identification and Estimation of Marginal Effects in Nonlinear Panel Models 0 0 0 47 1 3 15 190
Identification and Estimation of Triangular Simultaneous Equations Models Without Additivity 0 0 0 284 0 5 21 1,238
Identification and Estimation of Triangular Simultaneous Equations Models without Additivity 0 0 0 242 4 7 25 801
Identification and estimation of marginal effects in nonlinear panel models 0 0 0 106 2 4 9 332
Identification and estimation of marginal effects in nonlinear panel models 0 0 0 31 5 6 12 129
Identification of Treatment Effects under Limited Exogenous Variation 0 0 0 24 6 7 21 56
Implementing Causality Tests with Panel Data, with an Example from LocalPublic Finance 0 0 0 256 3 4 14 583
Individual Heterogeneity and Average Welfare 0 0 0 10 2 2 6 47
Individual Heterogeneity, Nonlinear Budget Sets, and Taxable Income 0 0 0 34 1 1 8 106
Individual Heterogeneity, Nonlinear Budget Sets, and Taxable Income 0 0 1 35 0 2 15 119
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 3 5 13 87
Individual heterogeneity, nonlinear budget sets, and taxable income 0 0 0 14 4 5 9 50
Inference in Linear Regression Models with Many Covariates and Heteroscedasticity 0 0 0 5 0 1 6 29
Inference in Linear Regression Models with Many Covariates and Heteroskedasticity 0 0 0 3 2 4 8 60
Inference in linear regression models with many covariates and heteroskedasticity 0 0 1 51 1 3 11 108
Instrumental Variable Estimation with Heteroskedasticity and Many Instruments 0 0 1 57 3 3 15 162
Instrumental Variable Estimation with Heteroskedasticity and Many Instruments 0 0 2 56 0 0 8 209
Instrumental variable estimation with heteroskedasticity and many instruments 0 0 2 131 3 21 44 386
Instrumental variables estimation for nonparametric models 0 0 0 28 0 3 6 53
Instrumental variables estimation with flexible distribution 0 0 0 39 0 1 9 170
Jackknife and analytical bias reduction for nonlinear panel models 0 0 0 323 4 5 15 804
Kernel Estimation of Partial Means and a General Variance Estimator 0 0 0 0 5 10 15 367
LOCALLY EFFICIENT, RESIDUAL-BASED ESTIMATION OF NONLINEAR SIMULTANEOUS EQUATIONS 0 0 0 0 0 1 2 237
Local Identification of Nonparametric and Semiparametric Models 0 0 0 13 3 3 13 149
Local Identification of Nonparametric and Semiparametric Models 0 0 0 49 3 6 18 191
Local identification of nonparametric and semiparametric models 0 0 0 16 1 3 41 121
Local identification of nonparametric and semiparametric models 0 0 0 31 1 3 8 145
Locally Robust Semiparametric Estimation 0 0 1 27 3 9 26 213
Locally robust semiparametric estimation 0 0 0 18 1 3 12 105
Locally robust semiparametric estimation 0 0 0 32 1 2 4 171
Long Story Short: Omitted Variable Bias in Causal Machine Learning 0 1 3 35 4 9 36 194
Mean-square-error Calculations for Average Treatment Effects 0 0 0 265 2 5 12 3,055
Mean-squared-error Calculations for Average Treatment Effects 0 0 0 86 4 5 14 702
Minimax Semiparametric Learning With Approximate Sparsity 0 0 0 13 2 5 10 38
Minimum Chi-Square and Three-Stage Least Squares in Fixed Effects Models 0 0 0 8 1 1 4 54
Nonlinear Budget Set Regressions for the Random Utility Model 0 0 1 25 5 10 18 35
Nonlinear Budget Set Regressions for the Random Utility Model 0 0 1 12 0 1 15 36
Nonlinear Errors in Variables: Estimation of Some Engel Curves 0 0 0 0 1 4 16 214
Nonparametric Estimation of Exact Consumers Surplus and Deadweight Loss 0 0 0 0 3 3 14 276
Nonparametric Estimation of Labor Supply Functions Generated by Piece Wise Linear Budget Constraints 0 0 0 0 1 7 10 499
Nonparametric Estimation of Labor Supply Functions Generated by Piece Wise Linear Budget Constraints 0 0 0 184 5 6 12 1,167
Nonparametric Estimation of Triangular Simultaneous Equations Models 0 0 0 0 5 6 14 319
Nonparametric Estimation of Triangular Simultaneous Equations Models 0 0 0 0 2 5 13 283
Nonparametric Estimation with Nonlinear Budget Sets 0 0 0 0 3 4 12 308
Nonparametric Identification in Panels using Quantiles 0 0 0 1 1 2 10 22
Nonparametric identification in panels using quantiles 0 0 0 23 1 1 9 48
Nonparametric identification in panels using quantiles 0 0 0 12 2 2 9 68
Nonseparable Multinomial Choice Models in Cross-Section and Panel Data 0 0 0 44 1 2 9 32
Nonseparable multinomial choice models in cross-section and panel data 0 0 0 15 3 4 36 60
On Bunching and Identification of the Taxable Income Elasticity 1 1 1 40 6 8 16 136
Quantile and average effects in nonseparable panel models 0 1 1 44 0 2 6 119
SEMIPARAMETRIC ESTIMATION OF SELECTION MODELS: SOME EMPIRICAL RESULTS 0 0 0 1 3 7 18 359
SERIES ESTIMATION OF REGRESSION FUNCTIONALS 0 0 0 0 0 1 8 330
Semiparametric Estimation of Structural Functions in Nonseparable Triangular Models 0 0 0 20 1 3 5 95
Semiparametric Estimation of Structural Functions in Nonseparable Triangular Models 0 0 0 28 2 2 14 73
Semiparametric Identification And Estimation Of Polynomial Errors-In-Variables Models 0 0 0 2 1 3 15 21
Semiparametric efficient empirical higher order influence function estimators 0 0 0 14 3 5 9 35
Semiparametric estimation of structural functions in nonseparable triangular models 0 0 0 2 0 1 16 51
Simultaneous Confidence Intervals for High-dimensional Linear Models with Many Endogenous Variables 0 0 0 30 2 2 14 37
Simultaneous confidence intervals for high-dimensional linear models with many endogenous variables 0 0 0 4 2 2 11 36
THE ASYMPTOTIC VARIANCE OF SEMIPARAMETRIC ESTIMOTORS 0 0 0 0 3 6 18 218
Tax Reform Evaluation Using Nonparametric Methods: Sweden 1980 - 1991 0 0 0 192 1 1 10 1,118
Tax Reform Evaluation Using Nonparametric Methods: Sweden 1980 - 1991 0 0 0 94 5 6 11 920
Tax Reform Evaluation Using Nonparametric Methods: Sweden 1980-1991 0 0 0 0 3 4 11 642
Testing Overidentifying Restrictions with Many Instruments and Heteroskedasticity 0 0 0 65 2 4 22 242
Testing the Drift-Diffusion Model 0 0 2 5 3 5 11 57
Tests for neglected heterogeneity in moment condition models 0 0 0 62 1 2 3 102
The Asymptotic Variance of Semiparametric Estimators 0 0 0 0 3 7 39 261
The Bunching Estimator Cannot Identify the Taxable Income Elasticity 0 0 0 72 2 7 30 211
The Influence Function of Semiparametric Estimators 0 0 0 20 7 7 14 118
The Kink and Notch Bunching Estimators Cannot Identify the Taxable Income Elasticity 0 0 0 84 1 4 13 268
The Revenues-Expenditures Nexus: Evidence from Local Government Data 0 0 0 133 3 5 17 452
The bunching estimator cannot identify the taxable income elasticity 0 0 0 23 0 1 5 57
The influence function of semiparametric estimators 0 0 0 3 3 5 15 60
The influence function of semiparametric estimators 0 0 0 49 2 2 13 145
Treatment Effects with Many Covariates and Heteroskedasticity 0 0 0 22 1 4 14 67
Treatment effects with many covariates and heteroskedasticity 0 0 0 5 2 4 15 61
Two Step Series Estimation of Sample Selection Models 0 0 0 0 2 5 14 1,030
Two-Step Estimation, Optimal Moment Conditions, and Sample Selection Models 0 0 0 0 1 2 9 343
UNIFORM CONVERGENCE IN PROBABILITY AND STOCHASTIC EQUICONTINUITY 0 0 0 1 3 5 11 649
Undersmoothing and Bias Corrected Functional Estimation 0 0 0 0 4 9 18 547
Wages and Hours: Estimating Vector Autoregressions with Panel Data 0 0 0 16 1 3 11 69
Welfare Analysis in Dynamic Models 0 0 3 21 1 2 13 51
Total Working Papers 12 38 170 9,802 373 821 2,646 46,407

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 11 185
A Simple, Positive Semi-definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix 11 26 126 5,970 52 150 576 17,143
A jackknife interpretation of the continuous updating estimator 0 0 0 70 1 2 9 192
A large-sample chow test for the linear simultaneous equation 0 0 0 117 1 2 4 362
A method of moments interpretation of sequential estimators 0 1 6 485 3 11 29 820
A recentering approach for interpreting interaction effects from logit, probit, and other nonlinear models 1 1 1 15 3 6 20 57
A simple, positive semi-definite, heteroscedasticity and autocorrelation consistent covariance matrix 5 16 51 731 41 98 234 2,459
ALTERNATIVE ASYMPTOTICS AND THE PARTIALLY LINEAR MODEL WITH MANY REGRESSORS 0 0 0 5 2 5 14 41
ASYMPTOTIC DISTRIBUTION OF JIVE IN A HETEROSKEDASTIC IV REGRESSION WITH MANY INSTRUMENTS 1 1 1 21 2 4 14 117
Adaptive estimation of regression models via moment restrictions 0 0 0 124 3 4 12 258
Asymmetric Least Squares Estimation and Testing 1 1 8 585 5 8 33 1,548
Asymptotic Bias for Quasi-Maximum-Likelihood Estimators in Conditional Heteroskedasticity Models 0 0 0 0 1 8 12 436
Asymptotic Equivalence of Closest Moments and GMM Estimators 0 0 0 4 0 0 4 20
Automatic Lag Selection in Covariance Matrix Estimation 1 4 18 1,126 7 21 89 3,176
Average and Quantile Effects in Nonseparable Panel Models 0 0 1 39 0 3 20 213
CONDITIONAL MOMENT RESTRICTIONS IN CENSORED AND TRUNCATED REGRESSION MODELS 1 1 1 12 2 5 13 67
Choosing instrumental variables in conditional moment restriction models 0 1 2 90 3 4 9 277
Choosing the Number of Instruments 0 0 0 1 4 5 27 819
Consistency of two-step sample selection estimators despite misspecification of distribution 0 0 1 73 0 1 11 208
Control variables, discrete instruments, and identification of structural functions 0 0 3 16 3 3 16 58
Convergence rates and asymptotic normality for series estimators 1 3 12 1,135 4 21 106 1,942
Double/Debiased/Neyman Machine Learning of Treatment Effects 0 0 3 76 3 8 29 312
Double/debiased machine learning for treatment and structural parameters 5 7 37 148 35 117 327 739
ECONOMICS TO ECONOMETRICS: IN HONOR OF DANIEL L. McFADDEN 0 0 0 72 1 2 3 209
Efficiency bounds for some semiparametric selection models 0 1 1 44 3 4 13 106
Efficiency of Weighted Average Derivative Estimators and Index Models 1 1 2 152 6 8 14 772
Efficient Estimation and Identification of Simultaneous Equation Models with Covariance Restrictions 0 0 0 172 1 2 11 630
Efficient Estimation of Linear and Type I Censored Regression Models Under Conditional Quantile Restrictions 0 0 1 43 0 3 22 126
Efficient Instrumental Variables Estimation of Nonlinear Models 0 1 5 404 2 6 38 1,224
Efficient Semiparametric Estimation of Expectations 0 0 0 1 2 4 10 235
Efficient Semiparametric Estimation via Moment Restrictions 0 0 1 101 1 1 10 321
Efficient estimation of limited dependent variable models with endogenous explanatory variables 0 0 10 1,417 1 2 28 2,374
Empirical likelihood estimation and consistent tests with conditional moment restrictions 0 0 0 227 1 3 12 491
Estimating Vector Autoregressions with Panel Data 5 15 47 4,048 29 56 179 9,299
Estimation With Many Instrumental Variables 0 0 1 139 0 8 23 345
Flexible Simulated Moment Estimation Of Nonlinear Errors-In-Variables Models 0 0 0 59 0 3 10 223
Generalized Method of Moments With Many Weak Moment Conditions 0 0 1 133 3 7 16 408
Generalized Method of Moments, Efficient Bootstrapping, and Improved Inference 0 0 0 0 1 2 13 453
Generalized method of moments specification testing 0 0 0 647 4 7 20 1,141
Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators 0 0 1 322 8 12 32 941
Hypothesis Testing with Efficient Method of Moments Estimation 0 3 12 646 4 16 60 2,311
Identification and Estimation of Triangular Simultaneous Equations Models Without Additivity 0 0 1 153 1 5 21 417
Identification and estimation of polynomial errors-in-variables models 0 0 2 219 1 2 14 443
Individual Heterogeneity and Average Welfare 0 0 0 13 2 3 11 94
Inference in Linear Regression Models with Many Covariates and Heteroscedasticity 0 1 2 5 3 7 14 38
Instrumental Variable Estimation of Nonparametric Models 0 0 0 297 11 16 21 775
Instrumental Variables Estimation With Flexible Distributions 0 0 2 31 2 3 8 117
Instrumental variable estimation of nonseparable models 0 0 1 174 2 3 46 401
Instrumental variable estimation with heteroskedasticity and many instruments 0 0 0 32 2 12 30 158
Introduction à la théorie des bornes d'efficacité semi-paramétriques 0 0 0 0 3 3 8 10
Jackknife and Analytical Bias Reduction for Nonlinear Panel Models 0 0 0 172 4 7 36 695
Kernel Estimation of Partial Means and a General Variance Estimator 0 0 2 93 1 4 12 197
Linear instrumental variable estimation of limited dependent variable models with endogenous explanatory variables 0 0 1 77 1 1 9 176
Local Identification of Nonparametric and Semiparametric Models 0 0 0 19 1 2 12 124
Maximum Likelihood Specification Testing and Conditional Moment Tests 0 0 1 365 0 2 11 847
NONPARAMETRIC CONTINUOUS/DISCRETE CHOICE MODELS 0 0 0 20 0 5 13 96
Neglected heterogeneity in moment condition models 0 0 0 20 1 3 6 94
Nonlinear errors in variables Estimation of some Engel curves 0 0 1 273 4 6 16 635
Nonparametric Estimation of Exact Consumers Surplus and Deadweight Loss 0 0 4 346 2 5 20 957
Nonparametric Estimation of Sample Selection Models 1 2 14 125 5 10 43 1,063
Nonparametric Estimation of Triangular Simultaneous Equations Models 0 0 0 1 1 7 19 670
Nonparametric Estimation with Nonlinear Budget Sets 0 0 0 131 2 6 16 493
Nonparametric Instrumental Variables Estimation 0 0 2 58 1 2 10 190
Nonparametric Welfare Analysis 0 0 0 14 1 1 8 67
Nonparametric identification in panels using quantiles 0 0 0 16 2 6 13 106
Nonseparable multinomial choice models in cross-section and panel data 0 0 0 13 4 5 10 75
On Bunching and Identification of the Taxable Income Elasticity 0 0 5 57 0 5 27 198
Over-Identification Tests in Earnings Functions with Fixed Effects 0 0 0 0 0 2 15 731
Partially Adaptive Estimation of Regression Models via the Generalized T Distribution 0 0 1 78 2 2 17 182
Properties of the CUE estimator and a modification with moments 0 0 7 64 3 8 28 212
Semiparametric Efficiency Bounds 1 1 5 951 3 3 30 1,804
Semiparametric Estimation of Selection Models: Some Empirical Results 0 2 3 535 4 9 19 1,071
Semiparametric estimation of structural functions in nonseparable triangular models 0 0 0 1 0 0 23 49
Sequential R&D Strategy for Synfuels 0 0 0 48 1 1 8 430
Series Estimation of Regression Functionals 0 0 2 30 2 3 19 103
Series Estimation of Semilinear Models 1 2 7 95 2 4 16 197
Specification tests for distributional assumptions in the Tobit model 0 1 1 230 1 3 5 569
Tax reform evaluation using non-parametric methods: Sweden 1980-1991 0 0 1 66 3 6 20 287
Testing overidentifying restrictions with many instruments and heteroskedasticity 0 1 2 36 0 4 15 183
Testing the drift-diffusion model 0 0 1 3 0 1 9 29
The Asymptotic Variance of Semiparametric Estimators 0 2 9 458 3 7 33 1,243
The Revenues-Expenditures Nexus: Evidence from Local Government Data 0 0 1 165 0 0 14 604
Treatment effects (in Russian) 0 0 1 6 1 1 6 52
Twicing Kernels and a Small Bias Property of Semiparametric Estimators 0 0 0 56 1 4 10 340
Two-step series estimation of sample selection models 0 0 0 128 3 3 13 414
Uniform Convergence in Probability and Stochastic Equicontinuity 0 1 3 811 2 3 15 2,091
Total Journal Articles 36 96 435 25,997 332 831 2,902 72,785

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 5 5 15 29
Large sample estimation and hypothesis testing 5 12 50 3,669 27 48 155 11,725
Total Chapters 5 12 51 3,674 32 53 170 11,754

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