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Whitney Newey

Global rank #537 99%

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

RePEc ID: pne241 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.50 1.01 0.00 0.00 4.02
Last 10 Years 1.84 1.68 1.74 0.00 12.47
All Time 6.70 22.59 12.20 0.00 87.20

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