Whitney K. Newey
National Bureau of Economic Research(US)Massachusetts Institute of Technology(US)
Publications by Year
Research Areas
Statistical Methods and Inference, Monetary Policy and Economic Impact, Advanced Causal Inference Techniques, Advanced Statistical Methods and Models, Spatial and Panel Data Analysis
Most-Cited Works
- → A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix(1987)16,843 cited
- → A Simple, Positive Semi-Definite, Heteroskedasticity and AutocorrelationConsistent Covariance Matrix(1986)12,746 cited
- → Estimating Vector Autoregressions with Panel Data(1988)4,200 cited
- → Automatic Lag Selection in Covariance Matrix Estimation(1994)3,288 cited
- Large sample estimation and hypothesis testing(1986)
- → Double/debiased machine learning for treatment and structural parameters(2017)2,199 cited
- → Hypothesis Testing with Efficient Method of Moments Estimation(1987)1,847 cited