← All authors Whitney K. Newey Massachusetts Institute of Technology (from arXiv:2302.05404, 2023) · OpenAlex
120 papers in scope · 102 published · 32 on the econ.EM arXiv · 47,019 citations · h-index 60 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Victor Chernozhukov Vasilis Syrgkanis Rahul Singh James M. Robins Christian Hansen Juan Carlos Escanciano Nathan Kallus Alexandre Belloni Iván Fernández-Val Sami Stouli Andrew Bennett Hidehiko Ichimura Xiaojie Mao Susan Athey Greg Lewis Guido W. Imbens Max H. Farrell Amit Sharma Victor Quintas-Martinez Masatoshi Uehara Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (30 of 120)
working paper 2026 · arXiv
working paper 2026 · arXiv
published 2025 · Journal of the American Statistical Association · 5 citations · first circulated 2021
published 2025 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 2 citations · first circulated 2022
working paper 2024 · arXiv
working paper 2024 · arXiv
Nonlinear budget set regressions in random utility models: Theory and application to taxable income
published 2024 · Journal of Econometrics · 2 citations · first circulated 2022
published 2024 · Quantitative Economics · 9 citations · first circulated 2022
working paper 2023 · arXiv · 1 citations
The Econometrics of Nonlinear Budget Sets
published 2023 · Annual Review of Economics · 48 citations
working paper 2023 · arXiv
Constrained Conditional Moment Restriction Models
published 2023 · Econometrica · 48 citations · first circulated 2015
published 2022 · Biometrika · 19 citations · first circulated 2021
Debiased machine learning of global and local parameters using regularized Riesz representers
published 2022 · Econometrics Journal · 37 citations
working paper 2022 · arXiv · 2 citations
High-dimensional linear models with many endogenous variables
published 2022 · Journal of Econometrics · 9 citations
published 2022 · Econometrica · 127 citations · first circulated 2016
Automatic Debiased Machine Learning of Causal and Structural Effects
published 2022 · Econometrica · 25 citations
The influence function of semiparametric estimators
published 2022 · Quantitative Economics · 41 citations · first circulated 2015
working paper 2021 · arXiv · 22 citations
published 2021 · Biometrika · 5 citations · first circulated 2020
working paper 2021 · arXiv · 5 citations
working paper 2021 · arXiv · 9 citations
On Bunching and Identification of the Taxable Income Elasticity
published 2021 · Journal of Political Economy · 62 citations · first circulated 2017
published 2020 · Proceedings of the National Academy of Sciences
published 2020 · Journal of Econometrics · 24 citations · first circulated 2018
A recentering approach for interpreting interaction effects from logit, probit, and other nonlinear models
published 2020 · Strategic Management Journal · 16 citations
with Yujin Jeong, Jordan I. Siegel, S. Chen
published 2020 · Quantitative Economics · 9 citations · first circulated 2018
working paper 2019 · arXiv · 4 citations
working paper 2019 · arXiv · 2 citations
Annals Issue in Honor of Jerry A. Hausman
published 2018 · Journal of Econometrics
with Yacine Aït-Sahalia, Andrew W. Lo
published 2018 · Journal of Econometrics · 10 citations · first circulated 2017
working paper 2018 · arXiv
working paper 2018 · arXiv · 26 citations
working paper 2017 · arXiv · 26 citations
Inference in Linear Regression Models with Many Covariates and Heteroscedasticity
published 2017 · Journal of the American Statistical Association · 104 citations
Double/debiased machine learning for treatment and structural parameters
published 2017 · Econometrics Journal · 2570 citations
Nonparametric Welfare Analysis
published 2017 · Annual Review of Economics · 17 citations
with Jerry A. Hausman
Double/Debiased/Neyman Machine Learning of Treatment Effects
published 2017 · American Economic Review · 369 citations
published 2016 · Econometric Theory · 44 citations · first circulated 2015
working paper 2016 · arXiv · 103 citations
Individual Heterogeneity and Average Welfare
published 2016 · Econometrica · 86 citations
with Jerry A. Hausman
working paper 2015 · arXiv · 50 citations
published 2015 · Journal of Econometrics · 49 citations · first circulated 2013
Local Identification of Nonparametric and Semiparametric Models
published 2014 · Econometrica · 85 citations · first circulated 2011
Testing overidentifying restrictions with many instruments and heteroskedasticity
published 2013 · Journal of Econometrics · 12 citations · first circulated 2010
Neglected heterogeneity in moment condition models
published 2013 · Journal of Econometrics · 2 citations
Nonparametric Instrumental Variables Estimation
published 2013 · American Economic Review · 78 citations
working paper 2013 · arXiv · 235 citations · first circulated 2009
Instrumental variable estimation with heteroskedasticity and many instruments
published 2012 · Quantitative Economics · 134 citations · first circulated 2009
ASYMPTOTIC DISTRIBUTION OF JIVE IN A HETEROSKEDASTIC IV REGRESSION WITH MANY INSTRUMENTS
published 2011 · Econometric Theory · 16 citations · first circulated 2009
Properties of the CUE estimator and a modification with moments
published 2011 · Journal of Econometrics · 22 citations
Instrumental Variables Estimation With Flexible Distributions
published 2009 · Journal of Business and Economic Statistics · 52 citations · first circulated 2007
Choosing instrumental variables in conditional moment restriction models
published 2009 · Journal of Econometrics · 99 citations
Identification and Estimation of Triangular Simultaneous Equations Models Without Additivity
published 2009 · Econometrica · 489 citations · first circulated 2002
Generalized Method of Moments With Many Weak Moment Conditions
published 2009 · Econometrica · 250 citations
Two-step series estimation of sample selection models
published 2009 · Econometrics Journal · 249 citations · first circulated 1999
Estimation With Many Instrumental Variables
published 2008 · Journal of Business and Economic Statistics · 249 citations
NONPARAMETRIC CONTINUOUS/DISCRETE CHOICE MODELS*
published 2007 · International Economic Review · 39 citations
ECONOMICS TO ECONOMETRICS: IN HONOR OF DANIEL L. McFADDEN*
published 2007 · International Economic Review · 2 citations
Instrumental variable estimation of nonseparable models
published 2006 · Journal of Econometrics · 221 citations
Efficient Semiparametric Estimation via Moment Restrictions
published 2004 · Econometrica · 47 citations · first circulated 1990
Jackknife and Analytical Bias Reduction for Nonlinear Panel Models
published 2004 · Econometrica · 464 citations
Twicing Kernels and a Small Bias Property of Semiparametric Estimators
published 2004 · Econometrica · 100 citations
Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
published 2003 · Econometrica · 832 citations
Instrumental Variable Estimation of Nonparametric Models
published 2003 · Econometrica · 901 citations
Empirical likelihood estimation and consistent tests with conditional moment restrictions
published 2003 · Journal of Econometrics · 202 citations
A Comparison of Partially Adaptive and Reweighted Least Squares Estimation
published 2003 · Econometric Reviews · 14 citations
with Brian H. Boyer, James B. McDonald
Nonparametric Estimation of Sample Selection Models
published 2003 · The Review of Economic Studies · 407 citations
Nonparametric Estimation with Nonlinear Budget Sets
published 2002 · Econometrica · 101 citations · first circulated 1999
Generalized Method of Moments, Efficient Bootstrapping, and Improved Inference
published 2002 · Journal of Business and Economic Statistics · 138 citations
with Bryan W. Brown
Flexible Simulated Moment Estimation of Nonlinear Errors-in-Variables Models
published 2001 · The Review of Economics and Statistics · 93 citations · first circulated 1993
CONDITIONAL MOMENT RESTRICTIONS IN CENSORED AND TRUNCATED REGRESSION MODELS
published 2001 · Econometric Theory · 26 citations · first circulated 1999
Choosing the Number of Instruments
published 2001 · Econometrica · 385 citations · first circulated 1999
with Stephen G. Donald
A jackknife interpretation of the continuous updating estimator
published 2000 · Economics Letters · 53 citations
with Stephen G. Donald
Nonparametric Estimation of Triangular Simultaneous Equations Models
published 1999 · Econometrica · 498 citations · first circulated 1998
Consistency of two-step sample selection estimators despite misspecification of distribution
published 1999 · Economics Letters · 49 citations
Tax Reform Evaluation Using Nonparametric Methods: Sweden 1980 - 1991
published 1998 · Journal of Public Economics · 37 citations
Efficient Semiparametric Estimation of Expectations
published 1998 · Econometrica · 88 citations
with Bryan W. Brown
Convergence rates and asymptotic normality for series estimators
published 1997 · Journal of Econometrics · 764 citations · first circulated 1995
Asymptotic Bias for Quasi-Maximum Likelihood Estimators in Models with Conditional Heteroskedasticity
published 1997 · Econometrica · 185 citations
with Douglas G. Steigerwald
Nonparametric Estimation of Exact Consumers Surplus and Deadweight Loss
published 1995 · Econometrica · 287 citations · first circulated 1992
with Jerry A. Hausman
Semiparametric Efficient Estimation of a Conditional Density with Missing or Mismeasured Covariates
published 1995 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 97 citations
Nonlinear errors in variables Estimation of some Engel curves
published 1995 · Journal of Econometrics · 290 citations · first circulated 1988
The Asymptotic Variance of Semiparametric Estimators
published 1994 · Econometrica · 731 citations · first circulated 1991
Automatic Lag Selection in Covariance Matrix Estimation
published 1994 · The Review of Economic Studies · 3331 citations
with Kenneth D. West, Kenneth West
Series Estimation of Semilinear Models
published 1994 · Journal of Multivariate Analysis · 110 citations
with Stephen G. Donald
Kernel Estimation of Partial Means and a General Variance Estimator
published 1994 · Econometric Theory · 387 citations · first circulated 1992
Series Estimation of Regression Functionals
published 1994 · Econometric Theory · 60 citations · first circulated 1989
Efficiency of Weighted Average Derivative Estimators and Index Models
published 1993 · Econometrica · 133 citations · first circulated 1992
with Thomas M. Stoker
Efficiency bounds for some semiparametric selection models
published 1993 · Journal of Econometrics · 10 citations
Estimating Exposure Effects by Modelling the Expectation of Exposure Conditional on Confounders
published 1992 · Biometrics · 398 citations
Identification and estimation of polynomial errors-in-variables models
published 1991 · Journal of Econometrics · 181 citations
Estimation of polynomial errors-in-variables models
published 1991 · Journal of Econometrics · 3 citations
no link
Uniform Convergence in Probability and Stochastic Equicontinuity
published 1991 · Econometrica · 333 citations · first circulated 1989
Over-Identification Tests in Earnings Functions With Fixed Effects
published 1991 · Journal of Business and Economic Statistics · 84 citations
Efficient Estimation of Linear and Type I Censored Regression Models Under Conditional Quantile Restrictions
published 1990 · Econometric Theory · 132 citations
Efficient Instrumental Variables Estimation of Nonlinear Models
published 1990 · Econometrica · 362 citations · first circulated 1989
Semiparametric efficiency bounds
published 1990 · Journal of Applied Econometrics · 539 citations
SEMIPARAMETRIC ESTIMATION OF SELECTION MODELS: SOME EMPIRICAL RESULTS
published 1990 · American Economic Review · 228 citations
with Jonathan Powell, James R. Walker
no link
The Revenues-Expenditures Nexus: Evidence from Local Government Data
published 1989 · International Economic Review · 111 citations · first circulated 1987
with Douglas Holtz-Eakin, Harvey S. Rosen
Introduction à la théorie des bornes d'efficacité semi-paramétriques
published 1989 · Annals of Economics and Statistics
no link
Partially Adaptive Estimation of Regression Models via the Generalized T Distribution
published 1988 · Econometric Theory · 280 citations
with James B. McDonald
Estimating Vector Autoregressions with Panel Data
published 1988 · Econometrica · 4279 citations · first circulated 1987
with Douglas Holtz-Eakin, Harvey S. Rosen
Efficient Estimation with Serial Correlation and Lagged Dependent Variables
published 1988 · Econometric Theory · 1 citations · first circulated 1987
Asymptotic Equivalence of Closest Moments and GMM Estimators
published 1988 · Econometric Theory · 11 citations
Adaptive estimation of regression models via moment restrictions
published 1988 · Journal of Econometrics · 143 citations
Efficient estimation of limited dependent variable models with endogenous explanatory variables
published 1987 · Journal of Econometrics · 1012 citations
Hypothesis Testing with Efficient Method of Moments Estimation
published 1987 · International Economic Review · 1880 citations
with Kenneth D. West
Asymmetric Least Squares Estimation and Testing
published 1987 · Econometrica · 1069 citations
Efficient Estimation and Identification of Simultaneous Equation Models with Covariance Restrictions
published 1987 · Econometrica · 79 citations · first circulated 1983
with Jerry A. Hausman, William E. Taylor
A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
published 1987 · Econometrica · 17236 citations · first circulated 1986
with Kenneth D. West
Asymptotic Properties of One-Step Estimator Obtained from an Optimal Step Size
published 1987 · Econometric Theory · 8 citations
Advanced Econometrics By Takeshi Amemiya, Harvard University Press, 1986
published 1987 · Econometric Theory · 4 citations
Specification tests for distributional assumptions in the Tobit model
published 1987 · Journal of Econometrics · 80 citations
Linear instrumental variable estimation of limited dependent variable models with endogenous explanatory variables
published 1986 · Journal of Econometrics · 25 citations
Generalized method of moments specification testing
published 1985 · Journal of Econometrics · 611 citations
Maximum Likelihood Specification Testing and Conditional Moment Tests
published 1985 · Econometrica · 527 citations
A large-sample chow test for the linear simultaneous equation
published 1985 · Economics Letters · 28 citations
with Andrew W. Lo
A method of moments interpretation of sequential estimators
published 1984 · Economics Letters · 334 citations
Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.
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