Whitney Newey
Whitney Newey
Professor of Economics, MIT
Verified email at mit.edu
Title
Cited by
Cited by
Year
A simple, positive semi-definite, heteroskedasticity and autocorrelationconsistent covariance matrix
WK Newey, KD West
National Bureau of Economic Research Working Paper Series, 1986
190691986
Estimating vector autoregressions with panel data
D Holtz-Eakin, W Newey, HS Rosen
Econometrica: Journal of the econometric society, 1371-1395, 1988
40701988
Automatic lag selection in covariance matrix estimation
WK Newey, KD West
The Review of Economic Studies 61 (4), 631-653, 1994
33491994
Large sample estimation and hypothesis
KW Newey, D McFadden
Handbook of Econometrics, IV, Edited by RF Engle and DL McFadden, 2112-2245, 1994
33311994
Hypothesis testing with efficient method of moments estimation
WK Newey, KD West
International Economic Review, 777-787, 1987
14511987
Efficient estimation of limited dependent variable models with endogenous explanatory variables
WK Newey
Journal of Econometrics 36 (3), 231-250, 1987
10111987
Higher order properties of GMM and generalized empirical likelihood estimators
WK Newey, RJ Smith
Econometrica 72 (1), 219-255, 2004
8612004
Instrumental variable estimation of nonparametric models
WK Newey, JL Powell
Econometrica 71 (5), 1565-1578, 2003
7922003
Generalized method of moments specification testing
WK Newey
Journal of econometrics 29 (3), 229-256, 1985
6961985
Asymmetric least squares estimation and testing
WK Newey, JL Powell
Econometrica: Journal of the Econometric Society, 819-847, 1987
6891987
Convergence rates and asymptotic normality for series estimators
WK Newey
Journal of econometrics 79 (1), 147-168, 1997
6771997
Semiparametric efficiency bounds
WK Newey
Journal of applied econometrics 5 (2), 99-135, 1990
6491990
Identification and estimation of triangular simultaneous equations models without additivity
GW Imbens, WK Newey
Econometrica 77 (5), 1481-1512, 2009
6382009
Maximum likelihood specification testing and conditional moment tests
WK Newey
Econometrica: Journal of the Econometric Society, 1047-1070, 1985
6371985
The asymptotic variance of semiparametric estimators
WK Newey
Econometrica: Journal of the Econometric Society, 1349-1382, 1994
6341994
Nonparametric estimation of triangular simultaneous equations models
WK Newey, JL Powell, F Vella
Econometrica 67 (3), 565-603, 1999
5391999
Double/debiased machine learning for treatment and structural parameters
V Chernozhukov, D Chetverikov, M Demirer, E Duflo, C Hansen, ...
The Econometrics Journal 21 (1), C1-C68, 2018
4682018
Nonparametric estimation of sample selection models
M Das, WK Newey, F Vella
The Review of Economic Studies 70 (1), 33-58, 2003
4662003
Choosing the number of instruments
SG Donald, WK Newey
Econometrica 69 (5), 1161-1191, 2001
4382001
Kernel estimation of partial means and a general variance estimator
WK Newey
Econometric Theory, 233-253, 1994
4091994
The system can't perform the operation now. Try again later.
Articles 1–20