Details about Whitney Newey

Homepage:	http://economics.mit.edu/faculty/wnewey
Workplace:	Economics Department, Massachusetts Institute of Technology (MIT), (more information at EDIRC)

Access statistics for papers by Whitney Newey.

Last updated 2023-02-24. Update your information in the RePEc Author Service.

Short-id: pne241

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Working Papers

2024

1. Adversarial Estimation of Riesz Representers
   Papers, arXiv.org View citations (17)
2. Automatic Debiased Machine Learning via Riesz Regression
   Papers, arXiv.org View citations (7)
3. Double/Debiased Machine Learning for Treatment and Causal Parameters
   Papers, arXiv.org View citations (100)
4. Welfare Analysis in Dynamic Models
   Papers, arXiv.org View citations (1)

2023

5. Nonlinear Budget Set Regressions for the Random Utility Model
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
   Also in Working Papers, Federal Reserve Bank of Dallas (2022)

2022

6. A Simple and General Debiased Machine Learning Theorem with Finite Sample Guarantees
   Papers, arXiv.org View citations (3)
7. Automatic Debiased Machine Learning of Causal and Structural Effects
   Papers, arXiv.org View citations (31)
8. De-Biased Machine Learning of Global and Local Parameters Using Regularized Riesz Representers
   Papers, arXiv.org View citations (8)
9. Long Story Short: Omitted Variable Bias in Causal Machine Learning
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (3)
10. Minimax Semiparametric Learning With Approximate Sparsity
    Papers, arXiv.org

2021

11. Heterogeneous Coefficients, Control Variables, and Identification of Multiple Treatment Effects
    Papers, arXiv.org

2020

12. Locally Robust Semiparametric Estimation
    Papers, arXiv.org View citations (17)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2016) View citations (56)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018) View citations (22)

2019

13. Control Variables, Discrete Instruments, and Identification of Structural Functions
    Papers, arXiv.org View citations (3)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018) View citations (5)
    Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK (2018) View citations (6)
    See also Journal Article Control variables, discrete instruments, and identification of structural functions, Journal of Econometrics, Elsevier (2021) View citations (3) (2021)
14. Demand Analysis with Many Prices
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (10)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2019) View citations (10)
15. Semiparametric Estimation of Structural Functions in Nonseparable Triangular Models
    Papers, arXiv.org View citations (4)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017) View citations (6)
    Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK (2017) View citations (6)
    See also Journal Article Semiparametric estimation of structural functions in nonseparable triangular models, Quantitative Economics, Econometric Society (2020) View citations (12) (2020)
16. Simultaneous Confidence Intervals for High-dimensional Linear Models with Many Endogenous Variables
    Papers, arXiv.org
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017) View citations (7)
17. Testing the Drift-Diffusion Model
    Papers, arXiv.org View citations (1)
    See also Journal Article Testing the drift-diffusion model, Proceedings of the National Academy of Sciences, Proceedings of the National Academy of Sciences (2020) View citations (4) (2020)

2018

18. Double/de-biased machine learning using regularized Riesz representers
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (9)
19. Heterogenous Coefficients, Discrete Instruments, and Identification of Treatment Effects
    Papers, arXiv.org View citations (3)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018) View citations (4)
20. Inference in Linear Regression Models with Many Covariates and Heteroscedasticity
    Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley View citations (28)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017) View citations (10)
    Papers, arXiv.org (2017) View citations (9)
    See also Journal Article Inference in Linear Regression Models with Many Covariates and Heteroscedasticity, Journal of the American Statistical Association, Taylor & Francis Journals (2018) View citations (42) (2018)
21. Nonseparable Multinomial Choice Models in Cross-Section and Panel Data
    Papers, arXiv.org
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017) View citations (2)
    See also Journal Article Nonseparable multinomial choice models in cross-section and panel data, Journal of Econometrics, Elsevier (2019) View citations (4) (2019)
22. The Kink and Notch Bunching Estimators Cannot Identify the Taxable Income Elasticity
    Working Paper Series, Uppsala University, Department of Economics View citations (4)

2017

23. Cross-fitting and fast remainder rates for semiparametric estimation
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (7)
24. Double/Debiased Machine Learning for Treatment and Structural Parameters
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (106)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017) View citations (104)
    See also Journal Article Double/debiased machine learning for treatment and structural parameters, Econometrics Journal, Royal Economic Society (2018) View citations (528) (2018)
25. Instrumental variables estimation for nonparametric models
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies
26. On Bunching and Identification of the Taxable Income Elasticity
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (4)
    See also Journal Article On Bunching and Identification of the Taxable Income Elasticity, Journal of Political Economy, University of Chicago Press (2021) View citations (27) (2021)
27. Semiparametric efficient empirical higher order influence function estimators
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (9)
28. The Bunching Estimator Cannot Identify the Taxable Income Elasticity
    CESifo Working Paper Series, CESifo View citations (26)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017) View citations (25)
29. The influence function of semiparametric estimators
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (10)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) View citations (13)
    CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2015) View citations (13)

2016

30. Double machine learning for treatment and causal parameters
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (34)

2015

31. Alternative Asymptotics and the Partially Linear Model with Many Regressors
    Papers, arXiv.org View citations (2)
    Also in CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2012) View citations (1)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) View citations (2)
    See also Journal Article ALTERNATIVE ASYMPTOTICS AND THE PARTIALLY LINEAR MODEL WITH MANY REGRESSORS, Econometric Theory, Cambridge University Press (2018) View citations (17) (2018)
32. Constrained conditional moment restriction models
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (26)
33. Individual Heterogeneity, Nonlinear Budget Sets, and Taxable Income
    CESifo Working Paper Series, CESifo View citations (22)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) View citations (25)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2014) View citations (12)
    Working Paper Series, Center for Fiscal Studies, Uppsala University, Department of Economics (2014) View citations (12)
34. Treatment Effects with Many Covariates and Heteroskedasticity
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University View citations (5)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) View citations (5)

2014

35. Individual Heterogeneity and Average Welfare
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (10)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013) View citations (13)
    See also Journal Article Individual Heterogeneity and Average Welfare, Econometrica, Econometric Society (2016) View citations (66) (2016)
36. Nonparametric Identification in Panels using Quantiles
    Papers, arXiv.org View citations (2)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2014) View citations (2)
    See also Journal Article Nonparametric identification in panels using quantiles, Journal of Econometrics, Elsevier (2015) View citations (38) (2015)

2013

37. An Expository Note on the Existence of Moments of Fuller and HFUL Estimators
    Departmental Working Papers, Rutgers University, Department of Economics
38. Average and Quantile Effects in Nonseparable Panel Models
    Papers, arXiv.org View citations (198)
    See also Journal Article Average and Quantile Effects in Nonseparable Panel Models, Econometrica, Econometric Society (2013) View citations (192) (2013)
39. Combining Two Consistent Estimators
    Departmental Working Papers, Rutgers University, Department of Economics

2012

40. Local Identification of Nonparametric and Semiparametric Models
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2011) View citations (7)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2012)
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2011) View citations (6)
    See also Journal Article Local Identification of Nonparametric and Semiparametric Models, Econometrica, Econometric Society (2014) View citations (45) (2014)

2011

41. Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments
    Departmental Working Papers, Rutgers University, Department of Economics View citations (4)
    Also in Economics Working Paper Archive, The Johns Hopkins University,Department of Economics (2010) View citations (4)
    See also Journal Article ASYMPTOTIC DISTRIBUTION OF JIVE IN A HETEROSKEDASTIC IV REGRESSION WITH MANY INSTRUMENTS, Econometric Theory, Cambridge University Press (2012) View citations (76) (2012)
42. Instrumental Variable Estimation with Heteroskedasticity and Many Instruments
    Departmental Working Papers, Rutgers University, Department of Economics View citations (3)
    Also in Economics Working Paper Archive, The Johns Hopkins University,Department of Economics (2009) View citations (6)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2007) View citations (47)
    See also Journal Article Instrumental variable estimation with heteroskedasticity and many instruments, Quantitative Economics, Econometric Society (2012) View citations (86) (2012)
43. Testing Overidentifying Restrictions with Many Instruments and Heteroskedasticity
    Departmental Working Papers, Rutgers University, Department of Economics
    See also Journal Article Testing overidentifying restrictions with many instruments and heteroskedasticity, Journal of Econometrics, Elsevier (2014) View citations (34) (2014)
44. Tests for neglected heterogeneity in moment condition models
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies

2009

45. Identification and Estimation of Marginal Effects in Nonlinear Panel Models
    Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (23)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2009) View citations (23)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2008) View citations (5)
46. Quantile and average effects in nonseparable panel models
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (10)

2007

47. A reduced bias GMM-like estimator with reduced estimator dispersion
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (2)
48. Instrumental variables estimation with flexible distribution
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (1)
    See also Journal Article Instrumental Variables Estimation With Flexible Distributions, Journal of Business & Economic Statistics, American Statistical Association (2010) View citations (24) (2010)

2006

49. Estimation with many instrumental variables
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (10)
    See also Journal Article Estimation With Many Instrumental Variables, Journal of Business & Economic Statistics, American Statistical Association (2008) View citations (184) (2008)
50. Mean-squared-error Calculations for Average Treatment Effects
    IEPR Working Papers, Institute of Economic Policy Research (IEPR) View citations (12)
    Also in IEPR Working Papers, Institute of Economic Policy Research (IEPR) (2005) View citations (22)

2005

51. GMM with many weak moment conditions
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (20)

2004

52. Identification and Estimation of Triangular Simultaneous Equations Models without Additivity
    Econometric Society 2004 North American Summer Meetings, Econometric Society View citations (8)
    Also in NBER Technical Working Papers, National Bureau of Economic Research, Inc (2002) View citations (29)
    See also Journal Article Identification and Estimation of Triangular Simultaneous Equations Models Without Additivity, Econometrica, Econometric Society (2009) View citations (437) (2009)

2003

53. A symptotic Bias for GMM and GEL Estimators with Estimated Nuisance Parameter
    Economics Working Papers, University of Évora, Department of Economics (Portugal)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2003) View citations (6)
54. Higher order properties of GMM and generalised empirical likelihood estimators
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (5)
    See also Journal Article Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators, Econometrica, Econometric Society (2004) View citations (455) (2004)
55. Jackknife and analytical bias reduction for nonlinear panel models
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (3)
    See also Journal Article Jackknife and Analytical Bias Reduction for Nonlinear Panel Models, Econometrica, Econometric Society (2004) View citations (352) (2004)

1999

56. Choosing the Number of Instruments
    Working papers, Massachusetts Institute of Technology (MIT), Department of Economics View citations (3)
    See also Journal Article Choosing the Number of Instruments, Econometrica, Econometric Society (2001) View citations (193) (2001)
57. Conditional Moment Restrictions in Censored and Truncated Regression Models
    Working papers, Massachusetts Institute of Technology (MIT), Department of Economics
    See also Journal Article CONDITIONAL MOMENT RESTRICTIONS IN CENSORED AND TRUNCATED REGRESSION MODELS, Econometric Theory, Cambridge University Press (2001) View citations (7) (2001)
58. Flexible Simulated Moment Estimation of Nonlinear Errors-in-Variables Models
    Working papers, Massachusetts Institute of Technology (MIT), Department of Economics
    See also Journal Article Flexible Simulated Moment Estimation Of Nonlinear Errors-In-Variables Models, The Review of Economics and Statistics, MIT Press (2001) View citations (46) (2001)
59. Nonparametric Estimation with Nonlinear Budget Sets
    Working papers, Massachusetts Institute of Technology (MIT), Department of Economics View citations (1)
    Also in Working Paper Series, Uppsala University, Department of Economics (1997) View citations (8)
    See also Journal Article Nonparametric Estimation with Nonlinear Budget Sets, Econometrica, Econometric Society (2002) View citations (71) (2002)
60. Two Step Series Estimation of Sample Selection Models
    Working papers, Massachusetts Institute of Technology (MIT), Department of Economics View citations (41)
    See also Journal Article Two-step series estimation of sample selection models, Econometrics Journal, Royal Economic Society (2009) View citations (113) (2009)
61. Two-Step Estimation, Optimal Moment Conditions, and Sample Selection Models
    Working papers, Massachusetts Institute of Technology (MIT), Department of Economics View citations (7)

1998

62. Nonparametric Estimation of Triangular Simultaneous Equations Models
    Working papers, Massachusetts Institute of Technology (MIT), Department of Economics View citations (2)
    Also in Working papers, Massachusetts Institute of Technology (MIT), Department of Economics (1998) View citations (14)
    See also Journal Article Nonparametric Estimation of Triangular Simultaneous Equations Models, Econometrica, Econometric Society (1999) View citations (246) (1999)
63. Tax Reform Evaluation Using Nonparametric Methods: Sweden 1980 - 1991
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
    Also in Working Papers, Uppsala - Working Paper Series (1997)
    Working Paper Series, Uppsala University, Department of Economics (1997) View citations (4)
    See also Journal Article Tax reform evaluation using non-parametric methods: Sweden 1980-1991, Journal of Public Economics, Elsevier (2001) View citations (16) (2001)
64. Undersmoothing and Bias Corrected Functional Estimation
    Working papers, Massachusetts Institute of Technology (MIT), Department of Economics View citations (24)

1997

65. Nonparametric Estimation of Labor Supply Functions Generated by Piece Wise Linear Budget Constraints
    Working Papers, Uppsala - Working Paper Series View citations (6)

1995

66. Automatic Lag Selection in Covariance Matrix Estimation
    NBER Technical Working Papers, National Bureau of Economic Research, Inc View citations (1)
    Also in Working papers, Wisconsin Madison - Social Systems (1992) View citations (11)
    See also Journal Article Automatic Lag Selection in Covariance Matrix Estimation, The Review of Economic Studies, Review of Economic Studies Ltd (1994) View citations (1700) (1994)
67. Convergence Rates & Asymptotic Normality Estimators
    Working papers, Massachusetts Institute of Technology (MIT), Department of Economics View citations (4)

1994

68. Density Weighted Linear Least Squares
    Economics Working Papers, University of California at Berkeley View citations (5)
    Also in Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley (1994) View citations (5)

1993

69. Convergence Rates for Series Estimators
    Working papers, Massachusetts Institute of Technology (MIT), Department of Economics View citations (4)
70. Flexible Simulation Moment Estimation of Nonlinear Errors- in- Variables Models
    Working papers, Massachusetts Institute of Technology (MIT), Department of Economics

1992

71. Efficiency of Weighted Average Derivative Estimators
    Working papers, Massachusetts Institute of Technology (MIT), Department of Economics
72. Kernel Estimation of Partial Means and a General Variance Estimator
    Working papers, Massachusetts Institute of Technology (MIT), Department of Economics View citations (1)
    See also Journal Article Kernel Estimation of Partial Means and a General Variance Estimator, Econometric Theory, Cambridge University Press (1994) View citations (163) (1994)
73. Nonparametric Estimation of Exact Consumers Surplus and Deadweight Loss
    Working papers, Massachusetts Institute of Technology (MIT), Department of Economics
    See also Journal Article Nonparametric Estimation of Exact Consumers Surplus and Deadweight Loss, Econometrica, Econometric Society (1995) View citations (177) (1995)

1991

74. Consistency and Asymptotic Normality of Nonparametric Projection Estimators
    Working papers, Massachusetts Institute of Technology (MIT), Department of Economics View citations (4)
75. The Asymptotic Variance of Semiparametric Estimators
    Working papers, Massachusetts Institute of Technology (MIT), Department of Economics View citations (5)
    Also in Working Papers, Princeton, Department of Economics - Econometric Research Program (1989)
    See also Journal Article The Asymptotic Variance of Semiparametric Estimators, Econometrica, Econometric Society (1994) View citations (385) (1994)

1990

76. EFFICIENT ESTIMATION OF SEMIPARAMETRIC MODELS VIA MOMENT RESTRICTIONS
    Working Papers, Princeton, Department of Economics - Econometric Research Program View citations (3)
77. LOCALLY EFFICIENT, RESIDUAL-BASED ESTIMATION OF NONLINEAR SIMULTANEOUS EQUATIONS
    Working Papers, Princeton, Department of Economics - Econometric Research Program
78. SEMIPARAMETRIC ESTIMATION OF SELECTION MODELS: SOME EMPIRICAL RESULTS
    Working papers, Wisconsin Madison - Social Systems View citations (163)
    See also Journal Article Semiparametric Estimation of Selection Models: Some Empirical Results, American Economic Review, American Economic Association (1990) View citations (163) (1990)

1989

79. EFFICIENT INSTRUMENTAL VARIABLES ESTIMATION OF NONLINEAR MODELS
    Working Papers, Princeton, Department of Economics - Econometric Research Program View citations (1)
    See also Journal Article Efficient Instrumental Variables Estimation of Nonlinear Models, Econometrica, Econometric Society (1990) View citations (162) (1990)
80. Implementing Causality Tests with Panel Data, with an Example from LocalPublic Finance
    NBER Technical Working Papers, National Bureau of Economic Research, Inc View citations (10)
81. Minimum Chi-Square and Three-Stage Least Squares in Fixed Effects Models
    Working Papers, Princeton University, Department of Economics, Industrial Relations Section.
82. SERIES ESTIMATION OF REGRESSION FUNCTIONALS
    Working Papers, Princeton, Department of Economics - Econometric Research Program View citations (2)
    See also Journal Article Series Estimation of Regression Functionals, Econometric Theory, Cambridge University Press (1994) View citations (23) (1994)
83. UNIFORM CONVERGENCE IN PROBABILITY AND STOCHASTIC EQUICONTINUITY
    Working Papers, Princeton, Department of Economics - Econometric Research Program View citations (2)
    See also Journal Article Uniform Convergence in Probability and Stochastic Equicontinuity, Econometrica, Econometric Society (1991) View citations (145) (1991)

1988

84. Nonlinear Errors in Variables: Estimation of Some Engel Curves
    Working papers, Massachusetts Institute of Technology (MIT), Department of Economics View citations (3)
    See also Journal Article Nonlinear errors in variables Estimation of some Engel curves, Journal of Econometrics, Elsevier (1995) View citations (115) (1995)

1987

85. The Revenues-Expenditures Nexus: Evidence from Local Government Data
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (9)
    See also Journal Article The Revenues-Expenditures Nexus: Evidence from Local Government Data, International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association (1989) View citations (71) (1989)
86. Wages and Hours: Estimating Vector Autoregressions with Panel Data
    Working Papers, Princeton University, Department of Economics, Industrial Relations Section. View citations (1)

1986

87. A Simple, Positive Semi-Definite, Heteroskedasticity and AutocorrelationConsistent Covariance Matrix
    NBER Technical Working Papers, National Bureau of Economic Research, Inc View citations (244)
    See also Journal Article A simple, positive semi-definite, heteroscedasticity and autocorrelation consistent covariance matrix, Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA) (2014) View citations (9) (2014)
88. Semiparametric Identification And Estimation Of Polynomial Errors-In-Variables Models
    SSRI Workshop Series, University of Wisconsin-Madison, Social Systems Research Institute

1985

89. Efficient Estimation and Identification of Simultaneous Equation Models with Covariance Restrictions
    Working papers, Massachusetts Institute of Technology (MIT), Department of Economics
    Also in Working papers, Massachusetts Institute of Technology (MIT), Department of Economics (1983) View citations (1)
    See also Journal Article Efficient Estimation and Identification of Simultaneous Equation Models with Covariance Restrictions, Econometrica, Econometric Society (1987) View citations (38) (1987)

1984

90. An Asymmetric Least Test of Heteroscedasticity
    Working papers, Massachusetts Institute of Technology (MIT), Department of Economics

Undated

91. A Residuals-Based Wald Test for the Linear Simultaneous Equation
    Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research
    Also in Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research

Journal Articles

2021

1. Control variables, discrete instruments, and identification of structural functions
   Journal of Econometrics, 2021, 222, (1), 73-88 View citations (3)
   See also Working Paper Control Variables, Discrete Instruments, and Identification of Structural Functions, Papers (2019) View citations (3) (2019)
2. On Bunching and Identification of the Taxable Income Elasticity
   Journal of Political Economy, 2021, 129, (8), 2320 - 2343 View citations (27)
   See also Working Paper On Bunching and Identification of the Taxable Income Elasticity, NBER Working Papers (2017) View citations (4) (2017)

2020

3. A recentering approach for interpreting interaction effects from logit, probit, and other nonlinear models
   Strategic Management Journal, 2020, 41, (11), 2072-2091
4. Semiparametric estimation of structural functions in nonseparable triangular models
   Quantitative Economics, 2020, 11, (2), 503-533 View citations (12)
   See also Working Paper Semiparametric Estimation of Structural Functions in Nonseparable Triangular Models, Papers (2019) View citations (4) (2019)
5. Testing the drift-diffusion model
   Proceedings of the National Academy of Sciences, 2020, 117, (52), 33141-33148 View citations (4)
   See also Working Paper Testing the Drift-Diffusion Model, Papers (2019) View citations (1) (2019)

2019

6. Nonseparable multinomial choice models in cross-section and panel data
   Journal of Econometrics, 2019, 211, (1), 104-116 View citations (4)
   See also Working Paper Nonseparable Multinomial Choice Models in Cross-Section and Panel Data, Papers (2018) (2018)

2018

7. ALTERNATIVE ASYMPTOTICS AND THE PARTIALLY LINEAR MODEL WITH MANY REGRESSORS
   Econometric Theory, 2018, 34, (2), 277-301 View citations (17)
   See also Working Paper Alternative Asymptotics and the Partially Linear Model with Many Regressors, Papers (2015) View citations (2) (2015)
8. Double/debiased machine learning for treatment and structural parameters
   Econometrics Journal, 2018, 21, (1), C1-C68 View citations (528)
   See also Working Paper Double/Debiased Machine Learning for Treatment and Structural Parameters, NBER Working Papers (2017) View citations (106) (2017)
9. Inference in Linear Regression Models with Many Covariates and Heteroscedasticity
   Journal of the American Statistical Association, 2018, 113, (523), 1350-1361 View citations (42)
   See also Working Paper Inference in Linear Regression Models with Many Covariates and Heteroscedasticity, Department of Economics, Working Paper Series (2018) View citations (28) (2018)

2017

10. Double/Debiased/Neyman Machine Learning of Treatment Effects
    American Economic Review, 2017, 107, (5), 261-65 View citations (105)
11. Nonparametric Welfare Analysis
    Annual Review of Economics, 2017, 9, (1), 521-546 View citations (12)

2016

12. Individual Heterogeneity and Average Welfare
    Econometrica, 2016, 84, 1225-1248 View citations (66)
    See also Working Paper Individual Heterogeneity and Average Welfare, CeMMAP working papers (2014) View citations (10) (2014)

2015

13. Nonparametric identification in panels using quantiles
    Journal of Econometrics, 2015, 188, (2), 378-392 View citations (38)
    See also Working Paper Nonparametric Identification in Panels using Quantiles, Papers (2014) View citations (2) (2014)

2014

14. A simple, positive semi-definite, heteroscedasticity and autocorrelation consistent covariance matrix
    Applied Econometrics, 2014, 33, (1), 125-132 View citations (9)
    Also in Econometrica, 1987, 55, (3), 703-08 (1987) View citations (8614)
    See also Working Paper A Simple, Positive Semi-Definite, Heteroskedasticity and AutocorrelationConsistent Covariance Matrix, NBER Technical Working Papers (1986) View citations (244) (1986)
15. Local Identification of Nonparametric and Semiparametric Models
    Econometrica, 2014, 82, (2), 785-809 View citations (45)
    See also Working Paper Local Identification of Nonparametric and Semiparametric Models, Cowles Foundation Discussion Papers (2012) (2012)
16. Neglected heterogeneity in moment condition models
    Journal of Econometrics, 2014, 178, (P1), 86-100
17. Testing overidentifying restrictions with many instruments and heteroskedasticity
    Journal of Econometrics, 2014, 178, (P1), 15-21 View citations (34)
    See also Working Paper Testing Overidentifying Restrictions with Many Instruments and Heteroskedasticity, Departmental Working Papers (2011) (2011)

2013

18. Average and Quantile Effects in Nonseparable Panel Models
    Econometrica, 2013, 81, (2), 535-580 View citations (192)
    See also Working Paper Average and Quantile Effects in Nonseparable Panel Models, Papers (2013) View citations (198) (2013)
19. Nonparametric Instrumental Variables Estimation
    American Economic Review, 2013, 103, (3), 550-56 View citations (39)

2012

20. ASYMPTOTIC DISTRIBUTION OF JIVE IN A HETEROSKEDASTIC IV REGRESSION WITH MANY INSTRUMENTS
    Econometric Theory, 2012, 28, (1), 42-86 View citations (76)
    See also Working Paper Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments, Departmental Working Papers (2011) View citations (4) (2011)
21. Instrumental variable estimation with heteroskedasticity and many instruments
    Quantitative Economics, 2012, 3, (2), 211-255 View citations (86)
    See also Working Paper Instrumental Variable Estimation with Heteroskedasticity and Many Instruments, Departmental Working Papers (2011) View citations (3) (2011)

2011

22. Properties of the CUE estimator and a modification with moments
    Journal of Econometrics, 2011, 165, (1), 45-57 View citations (15)

2010

23. Instrumental Variables Estimation With Flexible Distributions
    Journal of Business & Economic Statistics, 2010, 28, (1), 13-25 View citations (24)
    See also Working Paper Instrumental variables estimation with flexible distribution, CeMMAP working papers (2007) View citations (1) (2007)

2009

24. Choosing instrumental variables in conditional moment restriction models
    Journal of Econometrics, 2009, 152, (1), 28-36 View citations (54)
25. Generalized Method of Moments With Many Weak Moment Conditions
    Econometrica, 2009, 77, (3), 687-719 View citations (128)
26. Identification and Estimation of Triangular Simultaneous Equations Models Without Additivity
    Econometrica, 2009, 77, (5), 1481-1512 View citations (437)
    See also Working Paper Identification and Estimation of Triangular Simultaneous Equations Models without Additivity, Econometric Society 2004 North American Summer Meetings (2004) View citations (8) (2004)
27. Treatment effects (in Russian)
    Quantile, 2009, (6), 15-23 View citations (2)
28. Two-step series estimation of sample selection models
    Econometrics Journal, 2009, 12, (s1), S217-S229 View citations (113)
    See also Working Paper Two Step Series Estimation of Sample Selection Models, Working papers (1999) View citations (41) (1999)

2008

29. Estimation With Many Instrumental Variables
    Journal of Business & Economic Statistics, 2008, 26, 398-422 View citations (184)
    See also Working Paper Estimation with many instrumental variables, CeMMAP working papers (2006) View citations (10) (2006)

2007

30. ECONOMICS TO ECONOMETRICS: IN HONOR OF DANIEL L. McFADDEN
    International Economic Review, 2007, 48, (4), 1091-1092
31. Instrumental variable estimation of nonseparable models
    Journal of Econometrics, 2007, 139, (1), 4-14 View citations (136)
32. NONPARAMETRIC CONTINUOUS/DISCRETE CHOICE MODELS
    International Economic Review, 2007, 48, (4), 1429-1439 View citations (15)

2004

33. Efficient Semiparametric Estimation via Moment Restrictions
    Econometrica, 2004, 72, (6), 1877-1897 View citations (31)
34. Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
    Econometrica, 2004, 72, (1), 219-255 View citations (455)
    See also Working Paper Higher order properties of GMM and generalised empirical likelihood estimators, CeMMAP working papers (2003) View citations (5) (2003)
35. Jackknife and Analytical Bias Reduction for Nonlinear Panel Models
    Econometrica, 2004, 72, (4), 1295-1319 View citations (352)
    See also Working Paper Jackknife and analytical bias reduction for nonlinear panel models, CeMMAP working papers (2003) View citations (3) (2003)
36. Twicing Kernels and a Small Bias Property of Semiparametric Estimators
    Econometrica, 2004, 72, (3), 947-962 View citations (83)

2003

37. A Comparison of Partially Adaptive and Reweighted Least Squares Estimation
    Econometric Reviews, 2003, 22, (2), 115-134 View citations (5)
38. Empirical likelihood estimation and consistent tests with conditional moment restrictions
    Journal of Econometrics, 2003, 117, (1), 55-93 View citations (119)
39. Instrumental Variable Estimation of Nonparametric Models
    Econometrica, 2003, 71, (5), 1565-1578 View citations (503)
40. Nonparametric Estimation of Sample Selection Models
    The Review of Economic Studies, 2003, 70, (1), 33-58 View citations (252)

2002

41. Generalized Method of Moments, Efficient Bootstrapping, and Improved Inference
    Journal of Business & Economic Statistics, 2002, 20, (4), 507-17 View citations (88)
42. Nonparametric Estimation with Nonlinear Budget Sets
    Econometrica, 2002, 70, (6), 2455-2480 View citations (71)
    See also Working Paper Nonparametric Estimation with Nonlinear Budget Sets, Working papers (1999) View citations (1) (1999)

2001

43. CONDITIONAL MOMENT RESTRICTIONS IN CENSORED AND TRUNCATED REGRESSION MODELS
    Econometric Theory, 2001, 17, (5), 863-888 View citations (7)
    See also Working Paper Conditional Moment Restrictions in Censored and Truncated Regression Models, Working papers (1999) (1999)
44. Choosing the Number of Instruments
    Econometrica, 2001, 69, (5), 1161-91 View citations (193)
    See also Working Paper Choosing the Number of Instruments, Working papers (1999) View citations (3) (1999)
45. Flexible Simulated Moment Estimation Of Nonlinear Errors-In-Variables Models
    The Review of Economics and Statistics, 2001, 83, (4), 616-627 View citations (46)
    See also Working Paper Flexible Simulated Moment Estimation of Nonlinear Errors-in-Variables Models, Working papers (1999) (1999)
46. Tax reform evaluation using non-parametric methods: Sweden 1980-1991
    Journal of Public Economics, 2001, 79, (3), 543-568 View citations (16)
    See also Working Paper Tax Reform Evaluation Using Nonparametric Methods: Sweden 1980 - 1991, NBER Working Papers (1998) View citations (1) (1998)

2000

47. A jackknife interpretation of the continuous updating estimator
    Economics Letters, 2000, 67, (3), 239-243 View citations (25)

1999

48. Consistency of two-step sample selection estimators despite misspecification of distribution
    Economics Letters, 1999, 63, (2), 129-132 View citations (32)
49. Nonparametric Estimation of Triangular Simultaneous Equations Models
    Econometrica, 1999, 67, (3), 565-604 View citations (246)
    See also Working Paper Nonparametric Estimation of Triangular Simultaneous Equations Models, Working papers (1998) View citations (2) (1998)

1998

50. Efficient Semiparametric Estimation of Expectations
    Econometrica, 1998, 66, (2), 453-464 View citations (41)

1997

51. Asymptotic Bias for Quasi-Maximum-Likelihood Estimators in Conditional Heteroskedasticity Models
    Econometrica, 1997, 65, (3), 587-600 View citations (116)
52. Convergence rates and asymptotic normality for series estimators
    Journal of Econometrics, 1997, 79, (1), 147-168 View citations (421)

1995

53. Nonlinear errors in variables Estimation of some Engel curves
    Journal of Econometrics, 1995, 65, (1), 205-233 View citations (115)
    See also Working Paper Nonlinear Errors in Variables: Estimation of Some Engel Curves, Working papers (1988) View citations (3) (1988)
54. Nonparametric Estimation of Exact Consumers Surplus and Deadweight Loss
    Econometrica, 1995, 63, (6), 1445-76 View citations (177)
    See also Working Paper Nonparametric Estimation of Exact Consumers Surplus and Deadweight Loss, Working papers (1992) (1992)

1994

55. Automatic Lag Selection in Covariance Matrix Estimation
    The Review of Economic Studies, 1994, 61, (4), 631-653 View citations (1700)
    See also Working Paper Automatic Lag Selection in Covariance Matrix Estimation, NBER Technical Working Papers (1995) View citations (1) (1995)
56. Kernel Estimation of Partial Means and a General Variance Estimator
    Econometric Theory, 1994, 10, (2), 1-21 View citations (163)
    See also Working Paper Kernel Estimation of Partial Means and a General Variance Estimator, Working papers (1992) View citations (1) (1992)
57. Series Estimation of Regression Functionals
    Econometric Theory, 1994, 10, (1), 1-28 View citations (23)
    See also Working Paper SERIES ESTIMATION OF REGRESSION FUNCTIONALS, Working Papers (1989) View citations (2) (1989)
58. Series Estimation of Semilinear Models
    Journal of Multivariate Analysis, 1994, 50, (1), 30-40 View citations (43)
59. The Asymptotic Variance of Semiparametric Estimators
    Econometrica, 1994, 62, (6), 1349-82 View citations (385)
    See also Working Paper The Asymptotic Variance of Semiparametric Estimators, Working papers (1991) View citations (5) (1991)

1993

60. Efficiency bounds for some semiparametric selection models
    Journal of Econometrics, 1993, 58, (1-2), 169-184 View citations (2)
61. Efficiency of Weighted Average Derivative Estimators and Index Models
    Econometrica, 1993, 61, (5), 1199-223 View citations (61)

1991

62. Identification and estimation of polynomial errors-in-variables models
    Journal of Econometrics, 1991, 50, (3), 273-295 View citations (89)
63. Over-Identification Tests in Earnings Functions with Fixed Effects
    Journal of Business & Economic Statistics, 1991, 9, (3), 317-23 View citations (51)
64. Uniform Convergence in Probability and Stochastic Equicontinuity
    Econometrica, 1991, 59, (4), 1161-67 View citations (145)
    See also Working Paper UNIFORM CONVERGENCE IN PROBABILITY AND STOCHASTIC EQUICONTINUITY, Working Papers (1989) View citations (2) (1989)

1990

65. Efficient Estimation of Linear and Type I Censored Regression Models Under Conditional Quantile Restrictions
    Econometric Theory, 1990, 6, (3), 295-317 View citations (56)
66. Efficient Instrumental Variables Estimation of Nonlinear Models
    Econometrica, 1990, 58, (4), 809-37 View citations (162)
    See also Working Paper EFFICIENT INSTRUMENTAL VARIABLES ESTIMATION OF NONLINEAR MODELS, Working Papers (1989) View citations (1) (1989)
67. Semiparametric Efficiency Bounds
    Journal of Applied Econometrics, 1990, 5, (2), 99-135 View citations (204)
68. Semiparametric Estimation of Selection Models: Some Empirical Results
    American Economic Review, 1990, 80, (2), 324-28 View citations (163)
    See also Working Paper SEMIPARAMETRIC ESTIMATION OF SELECTION MODELS: SOME EMPIRICAL RESULTS, Working papers (1990) View citations (163) (1990)

1989

69. Introduction à la théorie des bornes d'efficacité semi-paramétriques
    Annals of Economics and Statistics, 1989, (13), 1-47
70. The Revenues-Expenditures Nexus: Evidence from Local Government Data
    International Economic Review, 1989, 30, (2), 415-29 View citations (71)
    See also Working Paper The Revenues-Expenditures Nexus: Evidence from Local Government Data, NBER Working Papers (1987) View citations (9) (1987)

1988

71. Adaptive estimation of regression models via moment restrictions
    Journal of Econometrics, 1988, 38, (3), 301-339 View citations (71)
72. Asymptotic Equivalence of Closest Moments and GMM Estimators
    Econometric Theory, 1988, 4, (2), 336-340 View citations (1)
73. Estimating Vector Autoregressions with Panel Data
    Econometrica, 1988, 56, (6), 1371-95 View citations (1911)
74. Partially Adaptive Estimation of Regression Models via the Generalized T Distribution
    Econometric Theory, 1988, 4, (3), 428-457 View citations (143)

1987

75. Asymmetric Least Squares Estimation and Testing
    Econometrica, 1987, 55, (4), 819-47 View citations (371)
76. Efficient Estimation and Identification of Simultaneous Equation Models with Covariance Restrictions
    Econometrica, 1987, 55, (4), 849-74 View citations (38)
    See also Working Paper Efficient Estimation and Identification of Simultaneous Equation Models with Covariance Restrictions, Working papers (1985) (1985)
77. Efficient estimation of limited dependent variable models with endogenous explanatory variables
    Journal of Econometrics, 1987, 36, (3), 231-250 View citations (549)
78. Hypothesis Testing with Efficient Method of Moments Estimation
    International Economic Review, 1987, 28, (3), 777-87 View citations (707)
79. Specification tests for distributional assumptions in the Tobit model
    Journal of Econometrics, 1987, 34, (1-2), 125-145 View citations (34)

1986

80. Linear instrumental variable estimation of limited dependent variable models with endogenous explanatory variables
    Journal of Econometrics, 1986, 32, (1), 127-141 View citations (21)

1985

81. A large-sample chow test for the linear simultaneous equation
    Economics Letters, 1985, 18, (4), 351-353 View citations (7)
82. Generalized method of moments specification testing
    Journal of Econometrics, 1985, 29, (3), 229-256 View citations (325)
83. Maximum Likelihood Specification Testing and Conditional Moment Tests
    Econometrica, 1985, 53, (5), 1047-70 View citations (210)

1984

84. A method of moments interpretation of sequential estimators
    Economics Letters, 1984, 14, (2-3), 201-206 View citations (178)

1981

85. Sequential R&D Strategy for Synfuels
    Bell Journal of Economics, 1981, 12, (2), 574-590 View citations (21)

Edited books

2007

1. Advances in Economics and Econometrics
   Cambridge Books, Cambridge University Press View citations (393)
2. Advances in Economics and Econometrics
   Cambridge Books, Cambridge University Press View citations (393)
3. Advances in Economics and Econometrics
   Cambridge Books, Cambridge University Press View citations (393)
4. Advances in Economics and Econometrics
   Cambridge Books, Cambridge University Press View citations (393)

2006

5. Advances in Economics and Econometrics
   Cambridge Books, Cambridge University Press View citations (674)
6. Advances in Economics and Econometrics
   Cambridge Books, Cambridge University Press View citations (674)

Chapters

1994

1. Application of the Newey-West Matrix for Correction of Heteroskedasticity and Cross-Sectional Correlation
   Chapter 3 in New Methods For The Arbitrage Pricing Theory And The Present Value Model, 1994, pp 91-111

1986

2. Large sample estimation and hypothesis testing
   Chapter 36 in Handbook of Econometrics, 1986, vol. 4, pp 2111-2245 View citations (173)