174 citations · 446 across the 34 of their papers we have counts for
3 papers · 1 filter
Minimax Semiparametric Learning With Approximate Sparsity
Jelena Bradic, Victor Chernozhukov, Whitney K. Newey +1
Estimating linear, mean-square continuous functionals is a pivotal challenge in statistics. In high-dimensional contexts, this estimation is often performed under the assumption of…
Testing the Drift-Diffusion Model
Drew Fudenberg, Whitney K. Newey, Philipp Strack +1
The drift diffusion model (DDM) is a model of sequential sampling with diffusion (Brownian) signals, where the decision maker accumulates evidence until the process hits a stopping…
Welfare Analysis in Dynamic Models
Victor Chernozhukov, Whitney Newey, Vira Semenova
This paper introduces metrics for welfare analysis in dynamic models. We develop estimation and inference for these parameters even in the presence of a high-dimensional state spac…