Whitney K. Newey
Massachusetts Institute of Technology
244 Papers
2.3K Citations
Whitney K. Newey is an academic researcher from Massachusetts Institute of Technology. The author has contributed to research in topics: Estimator & Nonparametric statistics. The author has an hindex of 71, co-authored 235 publications. Previous affiliations of Whitney K. Newey include University of Maryland, College Park & Princeton University.
Chat about Author
Papers
Efficient instrumental variables estimation of nonlinear models
TL;DR: In this article, it is shown that nonparametric estimates of the optimal instruments can give asymptotically efficient instrumental variables estimators for nonlinear models in an i.i.d. environment.
Advanced Econometrics By Takeshi Amemiya, Harvard University Press, 1986
TL;DR: This book will be a useful reference for econometricians and provide good textbook material for advanced courses in econometrics.
Two‐step series estimation of sample selection models
TL;DR: In this paper, a series approximation to the correction term is used for semiparametric estimation using regression spline and power series approximations, and the consistency of an asymptotic variance estimator is shown.
A jackknife interpretation of the continuous updating estimator
TL;DR: In this paper, the authors show that the continuous updating estimator can be interpreted as a jackknife estimator, which gives some insight into why there is less bias associated with this estimator.
Empirical likelihood estimation and consistent tests with conditional moment restrictions
TL;DR: In this paper, the authors give conditions so that efficiency of estimators and consistency of tests is achieved as the number of restrictions grows with the sample size, and also give results for generalized empirical likelihood, generalized method of moments, and nonlinear instrumental variable estimators.