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 0 0 285
A Residuals-Based Wald Test for the Linear Simultaneous Equation 0 0 0 0 0 0 2 150
A Simple and General Debiased Machine Learning Theorem with Finite Sample Guarantees 0 1 8 31 2 7 29 38
A Simple, Positive Semi-Definite, Heteroskedasticity and AutocorrelationConsistent Covariance Matrix 1 3 23 1,675 4 20 89 4,963
A reduced bias GMM-like estimator with reduced estimator dispersion 0 0 1 133 0 0 2 490
A symptotic Bias for GMM and GEL Estimators with Estimated Nuisance Parameter 0 0 0 120 0 0 0 359
Adversarial Estimation of Riesz Representers 0 0 0 23 0 3 11 33
Alternative Asymptotics and the Partially Linear Model with Many Regressors 0 0 1 67 0 0 4 129
Alternative Asymptotics and the Partially Linear Model with Many Regressors 0 0 0 0 0 0 0 14
Alternative asymptotics and the partially linear model with many regressors 0 0 0 0 0 1 5 52
An Asymmetric Least Test of Heteroscedasticity 0 0 0 0 0 0 0 89
An Expository Note on the Existence of Moments of Fuller and HFUL Estimators 0 0 0 45 0 0 0 127
Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments 0 0 0 28 0 1 1 90
Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments 0 0 1 50 0 0 2 163
Asymptotic bias for GMM and GEL estimators with estimated nuisance parameters 0 1 1 181 0 2 2 470
Automatic Debiased Machine Learning of Causal and Structural Effects 1 4 13 58 1 7 36 85
Automatic Debiased Machine Learning via Neural Nets for Generalized Linear Regression 1 1 8 40 2 6 31 59
Automatic Lag Selection in Covariance Matrix Estimation 0 0 2 444 1 1 15 1,342
Automatic Lag Selection in Covariance Matrix Estimation 0 0 0 0 0 0 9 473
Average and Quantile Effects in Nonseparable Panel Models 1 1 1 5 1 1 6 31
Choosing the Number of Instruments 0 0 0 0 0 1 6 544
Combining Two Consistent Estimators 0 0 0 67 0 0 1 166
Conditional Moment Restrictions in Censored and Truncated Regression Models 0 0 0 0 0 0 0 365
Consistency and Asymptotic Normality of Nonparametric Projection Estimators 0 0 0 0 0 0 1 127
Constrained conditional moment restriction models 0 0 0 22 0 1 2 77
Control Variables, Discrete Instruments, and Identification of Structural Functions 0 0 0 21 0 0 2 41
Control Variables, Discrete Instruments, and Identification of Structural Functions 0 0 0 41 0 1 6 64
Control variables, discrete instruments, and identification of structural functions 0 0 0 2 0 0 1 31
Convergence Rates & Asymptotic Normality Estimators 0 0 0 0 0 0 3 254
Convergence Rates for Series Estimators 0 0 0 0 0 2 8 301
Cross-fitting and fast remainder rates for semiparametric estimation 0 0 0 22 0 0 10 51
De-Biased Machine Learning of Global and Local Parameters Using Regularized Riesz Representers 0 0 4 67 2 4 22 91
Demand Analysis with Many Prices 0 1 2 90 0 1 15 114
Demand analysis with many prices 0 0 0 4 0 0 4 29
Density Weighted Linear Least Squares 0 0 0 1 0 1 3 445
Density Weighted Linear Least Squares 0 1 1 15 0 1 2 63
Double machine learning for treatment and causal parameters 0 0 9 105 2 3 35 479
Double/Debiased Machine Learning for Treatment and Causal Parameters 1 2 102 331 4 15 351 866
Double/Debiased Machine Learning for Treatment and Structural Parameters 0 2 15 97 2 12 57 241
Double/de-biased machine learning using regularized Riesz representers 0 1 3 18 1 2 13 50
Double/debiased machine learning for treatment and structural parameters 0 0 2 28 0 0 8 68
EFFICIENT ESTIMATION OF SEMIPARAMETRIC MODELS VIA MOMENT RESTRICTIONS 0 0 0 1 0 1 3 455
EFFICIENT INSTRUMENTAL VARIABLES ESTIMATION OF NONLINEAR MODELS 0 0 0 0 1 3 7 316
Efficiency of Weighted Average Derivative Estimators 0 0 0 0 0 0 1 255
Efficient Estimation and Identification of Simultaneous Equation Models with Covariance Restrictions 0 0 0 0 0 0 2 142
Efficient Estimation and Identification of Simultaneous Equation Models with Covariance Restrictions 0 0 0 0 0 0 1 137
Estimation with many instrumental variables 0 1 1 167 2 3 7 436
Flexible Simulated Moment Estimation of Nonlinear Errors-in-Variables Models 0 0 0 0 0 0 0 295
Flexible Simulation Moment Estimation of Nonlinear Errors- in- Variables Models 0 0 0 0 0 0 0 131
GMM with many weak moment conditions 0 0 0 346 0 0 3 922
Heterogeneous Coefficients, Control Variables, and Identification of Multiple Treatment Effects 0 0 0 36 0 0 5 15
Heterogenous Coefficients, Discrete Instruments, and Identification of Treatment Effects 0 0 0 24 0 0 1 30
Heterogenous coefficients, discrete instruments, and identification of treatment effects 0 0 0 0 0 0 1 13
Higher order properties of GMM and generalised empirical likelihood estimators 0 0 1 457 0 0 3 993
Identification and Estimation of Marginal Effects in Nonlinear Panel Models 0 0 0 47 0 0 6 158
Identification and Estimation of Triangular Simultaneous Equations Models Without Additivity 0 0 0 281 0 0 3 1,204
Identification and Estimation of Triangular Simultaneous Equations Models without Additivity 0 0 0 237 0 0 5 764
Identification and estimation of marginal effects in nonlinear panel models 0 0 0 30 0 0 2 112
Identification and estimation of marginal effects in nonlinear panel models 0 0 0 105 0 2 3 318
Implementing Causality Tests with Panel Data, with an Example from LocalPublic Finance 0 0 1 256 0 0 2 567
Individual Heterogeneity and Average Welfare 0 0 1 9 0 0 3 36
Individual Heterogeneity, Nonlinear Budget Sets, and Taxable Income 0 0 0 34 0 0 0 97
Individual Heterogeneity, Nonlinear Budget Sets, and Taxable Income 0 0 0 33 0 0 1 93
Individual heterogeneity and average welfare 0 0 0 64 1 1 6 181
Individual heterogeneity, nonlinear budget sets and taxable income 0 0 0 26 0 0 3 68
Individual heterogeneity, nonlinear budget sets, and taxable income 0 0 0 14 0 0 0 40
Inference in Linear Regression Models with Many Covariates and Heteroscedasticity 1 2 3 3 1 3 8 11
Inference in Linear Regression Models with Many Covariates and Heteroskedasticity 0 0 0 1 0 2 7 48
Inference in linear regression models with many covariates and heteroskedasticity 0 0 0 49 0 0 2 91
Inference on weighted average value function in high-dimensional state space 1 1 1 16 1 3 11 29
Instrumental Variable Estimation with Heteroskedasticity and Many Instruments 0 0 0 49 0 1 2 129
Instrumental Variable Estimation with Heteroskedasticity and Many Instruments 0 1 2 51 0 2 5 184
Instrumental variable estimation with heteroskedasticity and many instruments 0 1 2 123 0 1 2 331
Instrumental variables estimation for nonparametric models 0 0 1 25 0 1 3 39
Instrumental variables estimation with flexible distribution 0 0 0 38 0 0 1 159
Jackknife and analytical bias reduction for nonlinear panel models 0 1 3 320 1 2 9 782
Kernel Estimation of Partial Means and a General Variance Estimator 0 0 0 0 0 1 2 349
LOCALLY EFFICIENT, RESIDUAL-BASED ESTIMATION OF NONLINEAR SIMULTANEOUS EQUATIONS 0 0 0 0 0 0 4 233
Local Identification of Nonparametric and Semiparametric Models 0 0 0 12 0 0 1 131
Local Identification of Nonparametric and Semiparametric Models 0 0 0 48 0 0 0 168
Local identification of nonparametric and semiparametric models 0 0 0 16 0 0 2 79
Local identification of nonparametric and semiparametric models 0 0 0 31 1 1 5 119
Locally Robust Semiparametric Estimation 2 2 7 22 3 10 50 139
Locally robust semiparametric estimation 1 1 3 15 2 2 11 75
Locally robust semiparametric estimation 0 1 2 32 4 7 30 133
Long Story Short: Omitted Variable Bias in Causal Machine Learning 3 3 3 3 7 7 7 7
Mean-square-error Calculations for Average Treatment Effects 0 0 0 265 1 1 4 3,035
Mean-squared-error Calculations for Average Treatment Effects 0 0 0 86 2 2 5 673
Minimax Semiparametric Learning With Approximate Sparsity 0 0 0 9 0 1 3 14
Minimum Chi-Square and Three-Stage Least Squares in Fixed Effects Models 0 0 1 8 1 1 3 48
Nonlinear Errors in Variables: Estimation of Some Engel Curves 0 0 0 0 0 0 5 194
Nonparametric Estimation of Exact Consumers Surplus and Deadweight Loss 0 0 0 0 0 1 4 257
Nonparametric Estimation of Labor Supply Functions Generated by Piece Wise Linear Budget Constraints 0 0 0 0 0 0 8 483
Nonparametric Estimation of Labor Supply Functions Generated by Piece Wise Linear Budget Constraints 0 0 1 183 0 0 5 1,149
Nonparametric Estimation of Triangular Simultaneous Equations Models 0 0 0 0 0 0 6 270
Nonparametric Estimation of Triangular Simultaneous Equations Models 0 0 0 0 0 0 3 301
Nonparametric Estimation with Nonlinear Budget Sets 0 0 0 0 0 0 1 295
Nonparametric Identification in Panels using Quantiles 0 1 1 1 0 1 2 12
Nonparametric identification in panels using quantiles 0 0 0 12 0 0 1 58
Nonparametric identification in panels using quantiles 0 0 0 23 0 0 1 38
Nonseparable Multinomial Choice Models in Cross-Section and Panel Data 0 0 0 43 0 0 2 22
Nonseparable multinomial choice models in cross-section and panel data 0 0 0 15 0 0 0 23
On Bunching and Identification of the Taxable Income Elasticity 0 0 5 36 0 2 13 107
Quantile and average effects in nonseparable panel models 0 0 0 43 0 0 2 112
SEMIPARAMETRIC ESTIMATION OF SELECTION MODELS: SOME EMPIRICAL RESULTS 0 0 0 1 0 1 3 331
SERIES ESTIMATION OF REGRESSION FUNCTIONALS 0 0 0 0 1 2 2 316
Semiparametric Estimation of Structural Functions in Nonseparable Triangular Models 0 0 0 28 0 0 4 57
Semiparametric Estimation of Structural Functions in Nonseparable Triangular Models 0 0 0 20 0 0 1 89
Semiparametric Identification And Estimation Of Polynomial Errors-In-Variables Models 1 1 1 1 1 1 1 4
Semiparametric efficient empirical higher order influence function estimators 0 0 1 12 0 0 2 19
Semiparametric estimation of structural functions in nonseparable triangular models 0 0 0 2 0 0 1 33
Simultaneous Confidence Intervals for High-dimensional Linear Models with Many Endogenous Variables 0 0 2 30 0 0 4 22
Simultaneous confidence intervals for high-dimensional linear models with many endogenous variables 0 1 1 4 0 1 3 21
THE ASYMPTOTIC VARIANCE OF SEMIPARAMETRIC ESTIMOTORS 0 0 0 0 0 3 6 187
Tax Reform Evaluation Using Nonparametric Methods: Sweden 1980 - 1991 0 0 0 191 0 0 2 1,106
Tax Reform Evaluation Using Nonparametric Methods: Sweden 1980 - 1991 0 0 0 94 0 0 0 908
Tax Reform Evaluation Using Nonparametric Methods: Sweden 1980-1991 0 0 0 0 0 0 1 626
Testing Overidentifying Restrictions with Many Instruments and Heteroskedasticity 0 0 0 62 0 0 8 204
Testing the Drift-Diffusion Model 0 0 0 2 0 0 6 36
Tests for neglected heterogeneity in moment condition models 0 0 0 62 0 2 2 98
The Asymptotic Variance of Semiparametric Estimators 0 0 0 0 0 1 3 204
The Bunching Estimator Cannot Identify the Taxable Income Elasticity 0 0 2 69 0 2 19 165
The Influence Function of Semiparametric Estimators 0 0 0 17 0 0 11 87
The Kink and Notch Bunching Estimators Cannot Identify the Taxable Income Elasticity 0 0 0 81 1 5 20 243
The Revenues-Expenditures Nexus: Evidence from Local Government Data 0 0 0 132 0 1 5 429
The bunching estimator cannot identify the taxable income elasticity 0 0 1 23 0 0 10 44
The influence function of semiparametric estimators 0 0 0 3 0 0 3 43
The influence function of semiparametric estimators 0 3 8 47 0 5 23 124
Treatment Effects with Many Covariates and Heteroskedasticity 1 1 2 22 2 2 4 47
Treatment effects with many covariates and heteroskedasticity 0 0 0 5 1 1 1 42
Two Step Series Estimation of Sample Selection Models 0 0 0 0 0 0 2 1,012
Two-Step Estimation, Optimal Moment Conditions, and Sample Selection Models 0 0 0 0 0 0 1 320
UNIFORM CONVERGENCE IN PROBABILITY AND STOCHASTIC EQUICONTINUITY 0 0 0 1 0 1 6 628
Undersmoothing and Bias Corrected Functional Estimation 0 0 0 0 0 1 20 452
Wages and Hours: Estimating Vector Autoregressions with Panel Data 0 0 3 13 1 1 9 44
Total Working Papers 15 39 257 8,498 57 185 1,275 39,955


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 40 0 0 1 170
A Simple, Positive Semi-definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix 11 40 174 5,554 42 132 602 15,459
A jackknife interpretation of the continuous updating estimator 0 0 1 68 0 0 2 181
A large-sample chow test for the linear simultaneous equation 0 0 1 113 0 0 2 348
A method of moments interpretation of sequential estimators 1 2 9 448 2 4 26 736
A recentering approach for interpreting interaction effects from logit, probit, and other nonlinear models 0 0 3 12 0 0 9 28
A simple, positive semi-definite, heteroscedasticity and autocorrelation consistent covariance matrix 4 7 52 585 12 23 137 1,881
ALTERNATIVE ASYMPTOTICS AND THE PARTIALLY LINEAR MODEL WITH MANY REGRESSORS 0 0 0 3 0 0 2 23
ASYMPTOTIC DISTRIBUTION OF JIVE IN A HETEROSKEDASTIC IV REGRESSION WITH MANY INSTRUMENTS 0 0 0 10 0 1 4 85
Adaptive estimation of regression models via moment restrictions 0 0 1 122 0 1 6 239
Asymmetric Least Squares Estimation and Testing 2 5 39 538 6 14 97 1,412
Asymptotic Bias for Quasi-Maximum-Likelihood Estimators in Conditional Heteroskedasticity Models 0 0 0 0 0 0 6 417
Asymptotic Equivalence of Closest Moments and GMM Estimators 0 0 0 4 0 0 0 16
Automatic Lag Selection in Covariance Matrix Estimation 1 3 11 1,054 2 7 56 2,964
Average and Quantile Effects in Nonseparable Panel Models 0 0 6 35 0 2 17 179
CONDITIONAL MOMENT RESTRICTIONS IN CENSORED AND TRUNCATED REGRESSION MODELS 0 0 0 11 0 0 1 52
Choosing instrumental variables in conditional moment restriction models 0 0 2 88 0 0 8 261
Choosing the Number of Instruments 0 0 0 1 0 1 8 777
Consistency of two-step sample selection estimators despite misspecification of distribution 1 1 2 70 1 2 3 191
Control variables, discrete instruments, and identification of structural functions 0 1 1 3 0 1 7 19
Convergence rates and asymptotic normality for series estimators 0 0 18 1,084 0 5 42 1,765
Double/Debiased/Neyman Machine Learning of Treatment Effects 0 3 9 60 1 8 23 237
Double/debiased machine learning for treatment and structural parameters 0 2 23 56 4 13 70 189
ECONOMICS TO ECONOMETRICS: IN HONOR OF DANIEL L. McFADDEN 0 0 0 72 0 0 1 201
Efficiency bounds for some semiparametric selection models 0 0 0 41 1 1 1 90
Efficiency of Weighted Average Derivative Estimators and Index Models 0 0 1 140 0 0 3 743
Efficient Estimation and Identification of Simultaneous Equation Models with Covariance Restrictions 0 0 1 166 1 1 6 597
Efficient Estimation of Linear and Type I Censored Regression Models Under Conditional Quantile Restrictions 0 0 1 39 0 0 5 96
Efficient Instrumental Variables Estimation of Nonlinear Models 0 3 10 387 2 6 25 1,157
Efficient Semiparametric Estimation of Expectations 0 0 0 1 0 1 1 216
Efficient Semiparametric Estimation via Moment Restrictions 0 0 0 100 0 0 2 310
Efficient estimation of limited dependent variable models with endogenous explanatory variables 0 3 22 1,355 4 11 42 2,249
Empirical likelihood estimation and consistent tests with conditional moment restrictions 0 0 2 226 0 0 4 470
Estimating Vector Autoregressions with Panel Data 9 28 116 3,787 21 66 331 8,487
Estimation With Many Instrumental Variables 0 1 1 117 0 1 5 285
Flexible Simulated Moment Estimation Of Nonlinear Errors-In-Variables Models 0 0 1 59 0 0 5 208
Generalized Method of Moments With Many Weak Moment Conditions 0 0 1 128 1 1 5 380
Generalized Method of Moments, Efficient Bootstrapping, and Improved Inference 0 0 0 0 0 1 3 427
Generalized method of moments specification testing 0 1 13 631 0 4 29 1,084
Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators 0 2 4 311 0 4 10 888
Hypothesis Testing with Efficient Method of Moments Estimation 1 2 9 601 1 8 51 2,138
Identification and Estimation of Triangular Simultaneous Equations Models Without Additivity 0 0 2 146 0 0 5 377
Identification and estimation of polynomial errors-in-variables models 2 2 9 205 3 3 12 401
Individual Heterogeneity and Average Welfare 0 0 1 12 0 0 4 75
Inference in Linear Regression Models with Many Covariates and Heteroscedasticity 0 1 2 3 0 2 4 19
Instrumental Variable Estimation of Nonparametric Models 0 0 0 297 1 3 14 718
Instrumental Variables Estimation With Flexible Distributions 0 0 0 27 0 0 1 104
Instrumental variable estimation of nonseparable models 0 0 3 171 0 1 12 344
Instrumental variable estimation with heteroskedasticity and many instruments 0 1 1 27 0 1 5 106
Introduction à la théorie des bornes d'efficacité semi-paramétriques 0 0 0 0 0 0 1 1
Jackknife and Analytical Bias Reduction for Nonlinear Panel Models 0 0 1 165 0 1 10 636
Kernel Estimation of Partial Means and a General Variance Estimator 0 2 6 83 0 2 7 164
Linear instrumental variable estimation of limited dependent variable models with endogenous explanatory variables 0 0 0 73 0 0 0 161
Local Identification of Nonparametric and Semiparametric Models 0 0 1 18 0 0 3 107
Maximum Likelihood Specification Testing and Conditional Moment Tests 1 2 8 359 1 3 16 820
NONPARAMETRIC CONTINUOUS/DISCRETE CHOICE MODELS 0 0 0 20 0 0 4 81
Neglected heterogeneity in moment condition models 0 0 1 19 0 0 1 85
Nonlinear errors in variables Estimation of some Engel curves 0 0 4 267 0 0 7 607
Nonparametric Estimation of Exact Consumers Surplus and Deadweight Loss 0 1 4 336 1 2 12 924
Nonparametric Estimation of Sample Selection Models 1 3 5 85 4 8 20 966
Nonparametric Estimation of Triangular Simultaneous Equations Models 0 0 0 1 0 1 8 632
Nonparametric Estimation with Nonlinear Budget Sets 0 0 0 131 0 0 7 474
Nonparametric Instrumental Variables Estimation 0 0 1 55 0 0 5 170
Nonparametric Welfare Analysis 0 0 0 12 0 1 5 53
Nonparametric identification in panels using quantiles 0 0 2 14 0 2 6 85
Nonseparable multinomial choice models in cross-section and panel data 0 0 1 10 0 2 11 54
On Bunching and Identification of the Taxable Income Elasticity 0 2 12 13 0 5 52 63
Over-Identification Tests in Earnings Functions with Fixed Effects 0 0 0 0 0 1 8 698
Partially Adaptive Estimation of Regression Models via the Generalized T Distribution 0 0 2 67 1 2 6 148
Properties of the CUE estimator and a modification with moments 0 0 4 37 0 1 9 131
Semiparametric Efficiency Bounds 0 1 1 937 1 2 5 1,749
Semiparametric Estimation of Selection Models: Some Empirical Results 0 2 8 512 0 3 18 1,015
Semiparametric estimation of structural functions in nonseparable triangular models 0 0 1 1 0 0 1 23
Sequential R&D Strategy for Synfuels 0 1 1 48 0 1 2 421
Series Estimation of Regression Functionals 0 1 2 24 1 2 3 70
Series Estimation of Semilinear Models 1 2 9 83 2 3 16 167
Specification tests for distributional assumptions in the Tobit model 0 0 0 227 1 2 6 557
Tax reform evaluation using non-parametric methods: Sweden 1980-1991 0 0 1 64 0 0 1 263
Testing overidentifying restrictions with many instruments and heteroskedasticity 0 0 0 29 0 1 8 161
Testing the drift-diffusion model 0 0 0 1 0 1 3 9
The Asymptotic Variance of Semiparametric Estimators 0 2 10 407 0 2 27 1,110
The Revenues-Expenditures Nexus: Evidence from Local Government Data 0 0 1 159 0 1 7 575
Treatment effects (in Russian) 1 1 1 5 1 1 2 44
Twicing Kernels and a Small Bias Property of Semiparametric Estimators 0 0 0 52 0 1 5 319
Two-step series estimation of sample selection models 0 0 0 128 0 1 7 383
Uniform Convergence in Probability and Stochastic Equicontinuity 0 0 7 802 1 3 22 2,058
Total Journal Articles 36 128 646 24,252 119 384 2,046 65,783


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 0 3 0 0 0 4
Large sample estimation and hypothesis testing 5 12 77 3,473 13 32 173 11,145
Total Chapters 5 12 77 3,476 13 32 173 11,149


Statistics updated 2022-09-05