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Whitney K. Newey

Whitney K. Newey

Professor of Economics

Professor of Economics, Massachussets Institute of Technology

Academic outputs

Cemmap Working Paper CWP30/18
We give a general construction of debiased/locally robust/orthogonal (LR) moment functions for GMM, where the derivative with respect to first step nonparametric estimation is zero and equivalently first step estimation has no effect on the influence function.
Cemmap Working Paper CWP15/18
We provide adaptive inference methods for linear functionals of L1-regularized linear approximations to the conditional expectation function.

Reports and comment