Newey, Whitney K.

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

Newey, W. K., & West, K. D. (1987) · Econometrica

Advanced Statistical Methods and ModelsFinancial Risk and Volatility Modeling

Cited by 16,936

Chapter 36 Large sample estimation and hypothesis testing

Newey, W. K., & McFadden, D. (1994) · Handbook of Econometrics

Statistical Methods and InferenceAdvanced Causal Inference Techniques

Cited by 1,743

The Asymptotic Variance of Semiparametric Estimators

Newey, W. K. (1994) · Econometrica

Statistical Methods and InferenceAdvanced Causal Inference Techniques

Cited by 717

A method of moments interpretation of sequential estimators

Newey, W. K. (1984) · Economics Letters

Statistical and numerical algorithmsAdvanced Statistical Methods and Models

Cited by 331

Nonparametric Estimation of Exact Consumers Surplus and Deadweight Loss

Hausman, J. A., & Newey, W. K. (1995) · Econometrica

Energy, Environment, and Transportation PoliciesEconomic and Environmental Valuation

Cited by 284

Average and quantile effects in nonseparable panel models

Chernozhukov, V., Fernández‐Val, I., Hahn, J., & Newey, W. K. (2013) · Econometrica

Advanced Causal Inference TechniquesSpatial and Panel Data Analysis

Cited by 170