174 citations · 446 across the 34 of their papers we have counts for
5 papers · 1 filter
Identification of Treatment Effects under Limited Exogenous Variation
Whitney K. Newey, Sami Stouli
Multidimensional heterogeneity and endogeneity are important features of a wide class of econometric models. With control variables to correct for endogeneity, nonparametric identi…
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…
Automatic Debiased Machine Learning of Causal and Structural Effects
Victor Chernozhukov, Whitney K Newey, Rahul Singh
Many causal and structural effects depend on regressions. Examples include policy effects, average derivatives, regression decompositions, average treatment effects, causal mediati…
De-Biased Machine Learning of Global and Local Parameters Using Regularized Riesz Representers
Victor Chernozhukov, Whitney Newey, Rahul Singh
We provide adaptive inference methods, based on regularization, for regular (semi-parametric) and non-regular (nonparametric) linear functionals of the conditional expecta…
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…