2 papers
econ.EM2026
Panel Data Estimation of Individual Demand in Markets with Many Consumers
Sarah Moon, Whitney K. Newey
The purpose of this paper is to consider whether and how panel data can be used to estimate individual demand, as opposed to market-level demand, while accounting for simultaneity…
math.ST2024
Instrumental variables: A non-asymptotic viewpoint
Eric Xia, Martin J. Wainwright, Whitney Newey
We provide a non-asymptotic analysis of the linear instrumental variable estimator allowing for the presence of exogeneous covariates. In addition, we introduce a novel measure of…