Stéphane Bonhomme, Koen Jochmans, Whitney K. Newey, Martin Weidner
arXiv 11 May 2026 · Econometrics
arXiv:2605.10842 · PDF · DOI · OpenAlex · Extracted main text
We construct moment functions that are Neyman-orthogonal to a chosen order in parametric moment condition models. These moment functions reduce sensitivity to nuisance estimation error and, as such, offer a unified and tractable route to higher-order debiasing in a wide range of econometric models. The number of additional nuisance parameters required by our construction, beyond those already present in the original moment conditions, is independent of the order of orthogonalization and can be reduced to a single scalar if desired.
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The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.
| Reference | Intensity | Mentions | Sections | Main text | |
|---|---|---|---|---|---|
| 1 | Chernozhukov, V., D. Chetverikov, M. Demirer, E. Duflo, C. Hansen, W… (2018) Double/debiased machine learning for treatment and structural parameters | 0.928 | 4 | 3 | 100% |
| 2 | Bonhomme, S., K. Jochmans, and M. Weidner (2025) A Neyman-orthogonalization approach to the incidental parameter problem self | 0.855 | 8 | 3 | 62% |
| 3 | Robins, J. M., L. Li, E. T. Tchetgen, and A. van der Vaart (2008) Higher order influence functions and minimax estimation of nonlinear functionals | 0.737 | 3 | 2 | 100% |
| 4 | van der Vaart, A (2014) Higher order tangent spaces and influence functions | 0.737 | 3 | 2 | 100% |
| 5 | Kline, P., E. K. Rose, and C. R. Walters (2022) Systemic discrimination among large U.S. employers | 0.644 | 2 | 2 | 100% |
| 6 | Newey, W. K (1994) The asymptotic variance of semiparametric estimators self | 0.644 | 2 | 2 | 100% |
| 7 | Neyman, J. and E. L. Scott (1948) Consistent estimates based on partially consistent observations | 0.644 | 2 | 2 | 100% |
| Li | unmatched citation key Li | 0.585 | 3 | 1 | 100% |
| Chernozhukov | unmatched citation key Chernozhukov | 0.511 | 2 | 1 | 100% |
| Chetverikov | unmatched citation key Chetverikov | 0.511 | 2 | 1 | 100% |
Showing the top 10 of 86 scored citations. 3 of these could not be matched to a bibliography entry, so only the citation key is shown.
arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.
| Citing paper | Intensity | Mentions | Sections | |
|---|---|---|---|---|
| 1 | Stabilized Higher-Order Influence Functions: Statistical Theory of a Class of Bilinear Forms | 0.644 | 2 | 2 |
| 2 | Higher-Order Debiased Estimators for General Treatment Models | 0.405 | 1 | 1 |