International Fellows
Whitney K. Newey
MIT
Professor of Economics, Massachussets Institute of Technology
Selected Publications
Control variables provide an important means of controlling for endogeneity in econometric models with nonseparable and/or […]
We give a general construction of debiased/locally robust/orthogonal (LR) moment functions for GMM, where the derivative […]
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We provide adaptive inference methods for linear functionals of L1-regularized linear approximations to the conditional expectation […]
High-dimensional linear models with endogenous variables play an increasingly important role in recent econometric literature. In […]
This paper introduces two classes of semiparametric triangular systems with nonadditively separable unobserved heterogeneity. They are […]
There are many interesting and widely used estimators of a functional with finite semi-parametric variance bound […]
Saez (2010) introduced an influential estimator that has become known as the bunching estimator. Using this […]
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Multinomial choice models are fundamental for empirical modeling of economic choices among discrete alternatives. We analyze […]
Robins et al. (2008, 2016b) applied the theory of higher order infuence functions (HOIFs) to derive […]
We revisit the classic semiparametric problem of inference on a low dimensional parameter θ0 in the […]