Whitney K. Newey - Concepedia

Author

Whitney K. Newey

Also Known As

Che-Yuan Liang, Mukherjee, Rajarshi, Newey, Michael, Newey, Whitney, Newey, Whitney K, Newey, Whitney K., Richard Blundell, W K Newey, W. K. Newey, W.K. Newey

298

Publications

66.6K

Citations

H-Index

113

Concepts

All Affiliations

Massachusetts Institute of Technology IIT@MIT Princeton University National Bureau of Economic Research Harvard University

About

Whitney K. Newey is an author at Massachusetts Institute of Technology specializing in statistics, statistical inference, and engineering.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Engineering	44	58	21.2K
2	Business	39	52	34.1K
3	Law	4	4	286
4	Management	3	3	16.8K
5	Education	1	1	84

Whitney K. Newey

120

Publications

47.2K

Citations

H-Index

Page 1

	Year	Citations
A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Whitney K. Newey, Kenneth D. West Econometrica Empirical FinanceVolatility ModelingEconomicsFinancial EconomicsAsset Pricing	1987	16.8K
Estimating Vector Autoregressions with Panel Data Douglas Holtz‐Eakin, Whitney K. Newey, Harvey S. Rosen Econometrica EngineeringPanel DataEconomic GrowthVector AutoregressionProductivity	1988	4.2K
Automatic Lag Selection in Covariance Matrix Estimation Whitney K. Newey, Kenneth D. West The Review of Economic Studies	1994	3.3K
Large sample estimation and hypothesis testing Whitney K. Newey, Daniel McFadden RePEc: Research Papers in Economics EconomicsLarge Sample EstimationEngineeringParameter EstimationFirst Step	1986	2.2K
Double/debiased machine learning for treatment and structural parameters Victor Chernozhukov, Denis Chetverikov, Mert Demirer, Econometrics Journal Parameter EstimationEngineeringMachine LearningData ScienceBiostatistics	2017	2.1K
Hypothesis Testing with Efficient Method of Moments Estimation Whitney K. Newey, Kenneth D. West International Economic Review Moments EstimationEconomicsEconometric ModelEngineeringEfficient Method	1987	1.8K
Asymmetric Least Squares Estimation and Testing Whitney K. Newey, James L. Powell Econometrica EconomicsParameter EstimationEngineeringEstimation StatisticCorresponding Test Statistics	1987	1K
Efficient estimation of limited dependent variable models with endogenous explanatory variables Whitney K. Newey Journal of Econometrics Econometric ModelEconomicsMacroeconomicsEstimation StatisticSemi-nonparametric Estimation	1987	1K
Instrumental Variable Estimation of Nonparametric Models Whitney K. Newey, James L. Powell Econometrica EngineeringEconomic AnalysisSeries ApproximationEstimation TheoryStatistics	2003	888
Convergence rates and asymptotic normality for series estimators Whitney K. Newey Journal of Econometrics EngineeringEstimation StatisticConvergence AnalysisStatistical InferenceEstimation Theory	1997	752

Page 1