Whitney Newey

Massachusetts Institute of Technology - Cambridge / United States

Economics & Econometrics / Economics

AD Scientific Index ID: 1328581

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Whitney Newey's MOST POPULAR ARTICLES

1-) A simple, positive semi-definite, heteroskedasticity and autocorrelationconsistent covariance matrixWK Newey, KD WestNational Bureau of Economic Research, 1986225341986

2-) Estimating vector autoregressions with panel dataD Holtz-Eakin, W Newey, HS RosenEconometrica: Journal of the econometric society, 1371-1395, 198851321988

3-) Large sample estimation and hypothesis testingWK Newey, D McFaddenHandbook of econometrics 4, 2111-2245, 199440171994

4-) Automatic lag selection in covariance matrix estimationWK Newey, KD WestThe Review of Economic Studies 61 (4), 631-653, 199444311994

5-) Double/debiased machine learning for treatment and structural parametersV Chernozhukov, D Chetverikov, M Demirer, E Duflo, C Hansen, ...The econometrics journal 21 (1), C1-C68, 201833152018

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