3 papers
econ.EM2018
Control Variables, Discrete Instruments, and Identification of Structural Functions
Whitney Newey, Sami Stouli
Control variables provide an important means of controlling for endogeneity in econometric models with nonseparable and/or multidimensional heterogeneity. We allow for discrete ins…
math.ST2018
Cross-Fitting and Fast Remainder Rates for Semiparametric Estimation
Whitney K. Newey, James R. Robins
There are many interesting and widely used estimators of a functional with finite semiparametric variance bound that depend on nonparametric estimators of nuisance functions. We us…
stat.ML2017
Double/Debiased/Neyman Machine Learning of Treatment Effects
Victor Chernozhukov, Denis Chetverikov, Mert Demirer +3
Chernozhukov, Chetverikov, Demirer, Duflo, Hansen, and Newey (2016) provide a generic double/de-biased machine learning (DML) approach for obtaining valid inferential statements ab…