Whitney Newey

Institution: Massachusetts Institute of Technology (MIT)

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: http://economics.mit.edu/faculty/wnewey

First Publication: 1984

Most Recent: 2021

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period	S (4x)	A (2x)	B (1x)	C (½x)	Total	Percentile
Last 5 Years	2.02	2.02	0.00	0.00	4.04	78%
Last 10 Years	7.40	3.36	1.75	0.00	12.51	92%
All Time	26.91	45.34	12.24	3.03	87.52	99%

Publication Statistics

Raw Publications 42

Coauthorship-Adjusted Count 47.73

Publications (42)

Year	Article	Journal	Tier	Authors
2021	On Bunching and Identification of the Taxable Income Elasticity	Journal of Political Economy	S	4
2021	Control variables, discrete instruments, and identification of structural functions	Journal of Econometrics	A	2
2020	Semiparametric estimation of structural functions in nonseparable triangular models	Quantitative Economics	B	5
2019	Nonseparable multinomial choice models in cross-section and panel data	Journal of Econometrics	A	3
2018	ALTERNATIVE ASYMPTOTICS AND THE PARTIALLY LINEAR MODEL WITH MANY REGRESSORS	Econometric Theory	B	3
2018	Inference in Linear Regression Models with Many Covariates and Heteroscedasticity	Journal of the American Statistical Association	B	3
2017	Double/Debiased/Neyman Machine Learning of Treatment Effects	American Economic Review	S	6
2016	Individual Heterogeneity and Average Welfare	Econometrica	S	2
2015	Nonparametric identification in panels using quantiles	Journal of Econometrics	A	5
2014	Testing overidentifying restrictions with many instruments and heteroskedasticity	Journal of Econometrics	A	5
2014	Local Identification of Nonparametric and Semiparametric Models	Econometrica	S	4
2014	Neglected heterogeneity in moment condition models	Journal of Econometrics	A	3
2013	Nonparametric Instrumental Variables Estimation	American Economic Review	S	1
2012	ASYMPTOTIC DISTRIBUTION OF JIVE IN A HETEROSKEDASTIC IV REGRESSION WITH MANY INSTRUMENTS	Econometric Theory	B	5
2011	Properties of the CUE estimator and a modification with moments	Journal of Econometrics	A	4
2009	Choosing instrumental variables in conditional moment restriction models	Journal of Econometrics	A	3
2007	Instrumental variable estimation of nonseparable models	Journal of Econometrics	A	3
2003	Nonparametric Estimation of Sample Selection Models	Review of Economic Studies	S	3
2003	Empirical likelihood estimation and consistent tests with conditional moment restrictions	Journal of Econometrics	A	3
2001	Tax reform evaluation using non-parametric methods: Sweden 1980-1991	Journal of Public Economics	A	3
2001	CONDITIONAL MOMENT RESTRICTIONS IN CENSORED AND TRUNCATED REGRESSION MODELS	Econometric Theory	B	1
2001	Flexible Simulated Moment Estimation Of Nonlinear Errors-In-Variables Models	Review of Economics and Statistics	A	1
2000	A jackknife interpretation of the continuous updating estimator	Economics Letters	C	2
1999	Consistency of two-step sample selection estimators despite misspecification of distribution	Economics Letters	C	1
1997	Convergence rates and asymptotic normality for series estimators	Journal of Econometrics	A	1
1995	Nonlinear errors in variables Estimation of some Engel curves	Journal of Econometrics	A	3
1994	Series Estimation of Regression Functionals	Econometric Theory	B	1
1994	Kernel Estimation of Partial Means and a General Variance Estimator	Econometric Theory	B	1
1994	Automatic Lag Selection in Covariance Matrix Estimation	Review of Economic Studies	S	2
1993	Efficiency bounds for some semiparametric selection models	Journal of Econometrics	A	2
1991	Identification and estimation of polynomial errors-in-variables models	Journal of Econometrics	A	4
1990	Semiparametric Estimation of Selection Models: Some Empirical Results.	American Economic Review	S	3
1990	Efficient Estimation of Linear and Type I Censored Regression Models Under Conditional Quantile Restrictions	Econometric Theory	B	2
1988	Partially Adaptive Estimation of Regression Models via the Generalized T Distribution	Econometric Theory	B	2
1988	Asymptotic Equivalence of Closest Moments and GMM Estimators	Econometric Theory	B	1
1988	Adaptive estimation of regression models via moment restrictions	Journal of Econometrics	A	1
1987	Specification tests for distributional assumptions in the Tobit model	Journal of Econometrics	A	1
1987	Efficient estimation of limited dependent variable models with endogenous explanatory variables	Journal of Econometrics	A	1
1986	Linear instrumental variable estimation of limited dependent variable models with endogenous explanatory variables	Journal of Econometrics	A	1
1985	A large-sample chow test for the linear simultaneous equation	Economics Letters	C	2
1985	Generalized method of moments specification testing	Journal of Econometrics	A	1
1984	A method of moments interpretation of sequential estimators	Economics Letters	C	1