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Whitney K. Newey | Researchclopedia

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Whitney K. Newey

National Bureau of Economic Research

300

Works

66,834

Citations

70

h-index

152

i10-index

Research Topics

Statistical Methods and Inference Monetary Policy and Economic Impact Advanced Causal Inference Techniques

Affiliations

Brigham Young University2017–2017

Boston University1994–2017

Northwestern University2007–2007

Uppsala University1997–2017

Microsoft (United States)2022–2022

Top Works

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

Whitney K. Newey,Kenneth D. West

198716,856 citations

Advanced Statistical Methods and Models

Spatial and Panel Data Analysis

A Simple, Positive Semi-Definite, Heteroskedasticity and AutocorrelationConsistent Covariance Matrix

Whitney K. Newey,Kenneth D. West

198612,746 citations

Estimating Vector Autoregressions with Panel Data

Douglas Holtz‐Eakin,Whitney K. Newey,et al.

19884,202 citations

Automatic Lag Selection in Covariance Matrix Estimation

Whitney K. Newey,Kenneth D. West

19943,292 citations

Large sample estimation and hypothesis testing

Whitney K. Newey,Daniel McFadden

19862,239 citations

Double/debiased machine learning for treatment and structural parameters

Victor Chernozhukov,Denis Chetverikov,et al.

20172,215 citations

Hypothesis Testing with Efficient Method of Moments Estimation

Whitney K. Newey,Kenneth D. West

19871,848 citations

Chapter 36 Large sample estimation and hypothesis testing

Whitney K. Newey,Daniel McFadden

19941,712 citations

Asymmetric Least Squares Estimation and Testing

Whitney K. Newey,James L. Powell

19871,039 citations