174 citations · 446 across the 34 of their papers we have counts for
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Simultaneous Confidence Intervals for High-dimensional Linear Models with Many Endogenous Variables
Alexandre Belloni, Christian Hansen, Whitney Newey
High-dimensional linear models with endogenous variables play an increasingly important role in recent econometric literature. In this work we allow for models with many endogenous…
Semiparametric Estimation of Structural Functions in Nonseparable Triangular Models
Victor Chernozhukov, Iván Fernández-Val, Whitney Newey +2
Triangular systems with nonadditively separable unobserved heterogeneity provide a theoretically appealing framework for the modelling of complex structural relationships. However,…
Nonseparable Multinomial Choice Models in Cross-Section and Panel Data
Victor Chernozhukov, Iván Fernández-Val, Whitney Newey
Multinomial choice models are fundamental for empirical modeling of economic choices among discrete alternatives. We analyze identification of binary and multinomial choice models…
Semiparametric Efficient Empirical Higher Order Influence Function Estimators
Lin Liu, Rajarshi Mukherjee, Whitney K. Newey +1
Robins et al. (2008, 2017) applied the theory of higher order influence functions (HOIFs) to derive an estimator of the mean of an outcome Y in a missing data model with Y miss…
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…