174 citations · 446 across the 34 of their papers we have counts for
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Constrained Conditional Moment Restriction Models
Victor Chernozhukov, Whitney K. Newey, Andres Santos
Shape restrictions have played a central role in economics as both testable implications of theory and sufficient conditions for obtaining informative counterfactual predictions. I…
The Influence Function of Semiparametric Estimators
Hidehiko Ichimura, Whitney K. Newey
Many useful parameters depend on nonparametric first steps. Examples include games, dynamic discrete choice, average exact consumer surplus, and treatment effects. Often estimators…
Inference in Linear Regression Models with Many Covariates and Heteroskedasticity
Matias D. Cattaneo, Michael Jansson, Whitney K. Newey
The linear regression model is widely used in empirical work in Economics, Statistics, and many other disciplines. Researchers often include many covariates in their linear model s…
Alternative Asymptotics and the Partially Linear Model with Many Regressors
Matias D. Cattaneo, Michael Jansson, Whitney K. Newey
Non-standard distributional approximations have received considerable attention in recent years. They often provide more accurate approximations in small samples, and theoretical i…