Concepedia

Whitney K. Newey

WK

Statistics

Publications

121

Citations

48.3K

H-Index

61

Active since

1981

Affiliations

Massachusetts Institute of Technology(Current)

Princeton University

National Bureau of Economic Research

Harvard University

Whitney K. Newey is an author at Massachusetts Institute of Technology specializing in econometrics, economics, and estimation theory.

Publications per year

1981–2023

121

Publications

121

A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix

Whitney K. Newey, Kenneth D. West · Econometrica · 1987 · 17.1K citations

Social Sciences, Economics, Econometrics +10

Estimating Vector Autoregressions with Panel Data

Douglas Holtz‐Eakin, Whitney K. Newey, Harvey S. Rosen · Econometrica · 1988 · 4.3K citations

Social Sciences, Economics, Econometrics +16

Automatic Lag Selection in Covariance Matrix Estimation

Whitney K. Newey, Kenneth D. West · The Review of Economic Studies · 1994 · 3.3K citations

Social Sciences, Business Economics, Economics +11

Double/debiased machine learning for treatment and structural parameters

Victor Chernozhukov, Denis Chetverikov, Mert Demirer et al. · Econometrics Journal · 2017 · 2.5K citations · Full text

Computing, Computer Science, Machine Learning +12

Large sample estimation and hypothesis testing

Whitney K. Newey, Daniel McFadden · RePEc: Research Papers in Economics · 1986 · 2.2K citations

Natural Sciences, Economics, Mathematics +17

1–5 of 121