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Whitney K. Newey

Active 1984–2022

46
Papers
60,058
Citations
41
h-index
45
i10-index

Citations

Citations per year for Whitney K. Newey1937: 2 citations1984: 2 citations1985: 1 citations1986: 10 citations1987: 13 citations1988: 19 citations1989: 20 citations1990: 34 citations1991: 40 citations1992: 53 citations1993: 61 citations1994: 92 citations1995: 69 citations1996: 58 citations1997: 53 citations1998: 79 citations1999: 83 citations2000: 87 citations2001: 117 citations2002: 133 citations2003: 165 citations2004: 156 citations2005: 151 citations2006: 179 citations2007: 212 citations2008: 164 citations2009: 203 citations2010: 219 citations2011: 196 citations2012: 204 citations2013: 219 citations2014: 215 citations2015: 166 citations2016: 141 citations2017: 203 citations2018: 163 citations2019: 264 citations2020: 363 citations2021: 386 citations2022: 215 citations2023: 185 citations2024: 194 citations2025: 141 citations2026: 31 citations1938–1983: no citations, so these years are not shown

Citation sources

Countries

World map of the countries and regions citing this authorUnited States: 2,064 citing papers, 37.6% of this breakdownUnited Kingdom: 474 citing papers, 8.6% of this breakdownChina: 420 citing papers, 7.6% of this breakdownGermany: 224 citing papers, 4.1% of this breakdownCanada: 217 citing papers, 3.9% of this breakdownFrance: 185 citing papers, 3.4% of this breakdownAustralia: 147 citing papers, 2.7% of this breakdownItaly: 121 citing papers, 2.2% of this breakdownHong Kong: 108 citing papers, 2% of this breakdownSwitzerland: 106 citing papers, 1.9% of this breakdownNetherlands: 92 citing papers, 1.7% of this breakdownSouth Korea: 72 citing papers, 1.3% of this breakdown
0%37.6%Other 23%

Institutions

Fields

  • Economics, Econometrics and Finance41.9%
  • Mathematics18.5%
  • Computer Science9.4%
  • Business, Management and Accounting8.4%
  • Social Sciences6.3%
  • Decision Sciences3.6%
  • Other11.9%

Topics

  • Statistical Methods and Inference6.3%
  • Financial Markets and Investment Strategies5.8%
  • Monetary Policy and Economic Impact5.2%
  • Financial Risk and Volatility Modeling3.7%
  • Market Dynamics and Volatility3.7%
  • Advanced Causal Inference Techniques2.8%
  • Other72.5%

Coauthors

All papers

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  1. A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix

    Authors: Whitney K. Newey, Kenneth D. West - Econometrica 1987 cited by 17,123

  2. Asymmetric Least Squares Estimation and Testing

    Authors: Whitney K. Newey, James L. Powell - Econometrica 1987 cited by 1,060

  3. Chapter 36 Large sample estimation and hypothesis testing

    Authors: Whitney K. Newey, Daniel McFadden - Handbook of econometrics 1994 cited by 1,742

  4. Estimating Vector Autoregressions with Panel Data

    Authors: Douglas Holtz‐Eakin, Whitney K. Newey, Harvey S. Rosen - Econometrica 1988 cited by 4,263

  5. Double/Debiased/Neyman Machine Learning of Treatment Effects

    Authors: Victor Chernozhukov, Denis Chetverikov, Mert Demirer, Esther Duflo, Christian Hansen, Whitney K. Newey - American Economic Review 2017 cited by 364

  6. Hypothesis Testing with Efficient Method of Moments Estimation

    Authors: Whitney K. Newey, Kenneth D. West - International Economic Review 1987 cited by 1,868

  7. Instrumental Variable Estimation of Nonparametric Models

    Authors: Whitney K. Newey, James L. Powell - Econometrica 2003 cited by 897

  8. Identification and Inference for Econometric Models

    Authors: Donald W. K. Andrews, Donald W. K. Andrews, Donald W. K. Andrews, Thomas J. Rothenberg, Arthur S. Goldberger, Jeffrey M. Wooldridge, David A. Freedman, James H. Stock, James H. Stock, Douglas G. Steigerwald, Hidehiko Ichimura, Donald W. K. Andrews, Guido W. Imbens, Whitney K. Newey, Ron C. Mittelhammer, Ole E. Barndorff–Nielsen, N. E. Savin, Michael Jansson, Samuel B. Thompson, Andrew Harvey, Jushan Bai, Brownwyn H. Hall, David F. Hendry, Peter J. Bickel, Bo E. Honoré - Cambridge University Press eBooks 2005 cited by 717

  9. Semiparametric efficiency bounds

    Authors: Whitney K. Newey - Journal of Applied Econometrics 1990 cited by 539

  10. The Asymptotic Variance of Semiparametric Estimators

    Authors: Whitney K. Newey - Econometrica 1994 cited by 727

  11. Double/Debiased Machine Learning for Treatment and Structural Parameters

    Authors: Victor Chernozhukov, Denis Chetverikov, Mert Demirer, Esther Duflo, Christian Hansen, Whitney K. Newey, James M. Robins - Econometrics Journal 2017 cited by 2,471

  12. Large sample estimation and hypothesis testing

    Authors: Whitney K. Newey, Daniel McFadden - 1986 cited by 2,241

  13. Long Story Short: Omitted Variable Bias in Causal Machine Learning

    Authors: Victor Chernozhukov, Carlos Cinelli, Whitney K. Newey, Amit Sharma, Vasilis Syrgkanis - 2022 cited by 22

  14. Automatic Debiased Machine Learning for Dynamic Treatment Effects

    Authors: Victor Chernozhukov, Whitney K. Newey, Rahul Singh, Vasilis Syrgkanis - arXiv (Cornell University), CoRR 2022 cited by 11

  15. Convergence rates and asymptotic normality for series estimators

    Authors: Whitney K. Newey - Journal of Econometrics 1997 cited by 763

  16. A Simple, Positive Semi-Definite, Heteroskedasticity and AutocorrelationConsistent Covariance Matrix

    Authors: Whitney K. Newey, Kenneth D. West - 1986 cited by 12,765

  17. Efficient estimation of limited dependent variable models with endogenous explanatory variables

    Authors: Whitney K. Newey - Journal of Econometrics 1987 cited by 1,012

  18. Partially Adaptive Estimation of Regression Models via the Generalized T Distribution

    Authors: James B. McDonald, Whitney K. Newey - Econometric Theory 1988 cited by 279

  19. Estimation With Many Instrumental Variables

    Authors: Christian Hansen, Jerry A. Hausman, Whitney K. Newey - Journal of Business and Economic Statistics 2008 cited by 249

  20. Identification and Estimation of Triangular Simultaneous Equations Models Without Additivity

    Authors: Guido W. Imbens, Whitney K. Newey - Econometrica 2002 cited by 489

  21. Estimating Exposure Effects by Modelling the Expectation of Exposure Conditional on Confounders

    Authors: James M. Robins, Steven D. Mark, Whitney K. Newey - Biometrics 1992 cited by 396

  22. Uniform Convergence in Probability and Stochastic Equicontinuity

    Authors: Whitney K. Newey - Econometrica 1991 cited by 331

  23. Generalized Method of Moments With Many Weak Moment Conditions

    Authors: Whitney K. Newey, Frank Windmeijer - Econometrica 2009 cited by 249

  24. Instrumental variable estimation of nonseparable models

    Authors: Victor Chernozhukov, Guido W. Imbens, Whitney K. Newey - Journal of Econometrics 2006 cited by 221