Newey, Whitney
- Double/Debiased Machine Learning for Treatment and Causal Parameters
2016/07/30 by Victor Chernozhukov, Chernozhukov, Victor, Denis Chetverikov +11 · 21 citations
Mathematics · #62G #Advanced Causal Inference Techniques #Econometrics (econ.EM) #FOS: Computer and information sciences #FOS: Economics and business #Machine Learning (stat.ML) #Statistical Methods and Bayesian Inference #Statistical Methods and Inference
- Double/Debiased/Neyman Machine Learning of Treatment Effects
2017/01/30 by Victor Chernozhukov, Denis Chetverikov, Chernozhukov, Victor +9 · 13 citations
Mathematics · #Advanced Causal Inference Techniques #FOS: Computer and information sciences #Machine Learning (stat.ML) #Methodology (stat.ME) #Statistical Methods and Bayesian Inference #Statistical Methods and Inference
- Long Story Short: Omitted Variable Bias in Causal Machine Learning
2021/12/26 by Victor Chernozhukov, Chernozhukov, Victor, Carlos Cinelli +7 · 11 citations
Computer Science · Mathematics · #62G #Advanced Causal Inference Techniques #Bayesian Modeling and Causal Inference #Econometrics (econ.EM) #FOS: Computer and information sciences #FOS: Economics and business #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Methodology (stat.ME) #Statistical Methods and Inference
- De-Biased Machine Learning of Global and Local Parameters Using Regularized Riesz Representers
2018/02/23 by Chernozhukov, Victor, Newey, Whitney, Singh, Rahul · 5 citations
#Econometrics (econ.EM) #FOS: Computer and information sciences #FOS: Economics and business #FOS: Mathematics #Machine Learning (stat.ML) #Statistics Theory (math.ST)
- Inference on Strongly Identified Functionals of Weakly Identified Functions
2022/08/17 by Bennett, Andrew, Nathan Kallus, Xiaojie Mao +5 · 5 citations
Mathematics · #Advanced Causal Inference Techniques #Econometrics (econ.EM) #FOS: Computer and information sciences #FOS: Economics and business #FOS: Mathematics #Machine Learning (stat.ML) #Methodology (stat.ME) #Statistical Methods and Bayesian Inference #Statistical Methods and Inference #Statistics Theory (math.ST)
- Adversarial Estimation of Riesz Representers
2020/12/30 by Chernozhukov, Victor, Newey, Whitney, Singh, Rahul +1 · 3 citations
#Econometrics (econ.EM) #FOS: Computer and information sciences #FOS: Economics and business #Machine Learning (cs.LG) #Machine Learning (stat.ML)
- Nonparametric Identification in Panels using Quantiles
2013/12/15 by Victor Chernozhukov, Iván Fernández‐Val, Chernozhukov, Victor +7 · 2 citations
Economics, Econometrics and Finance · #Econometrics (econ.EM) #Economic Policies and Impacts #FOS: Computer and information sciences #FOS: Economics and business #Methodology (stat.ME) #Monetary Policy and Economic Impact #Spatial and Panel Data Analysis
- Minimax Instrumental Variable Regression and L2 Convergence Guarantees without Identification or Closedness
2023/02/10 by Andrew F. Bennett, Nathan Kallus, Bennett, Andrew +9 · 2 citations
Computer Science · Mathematics · #Distributed Sensor Networks and Detection Algorithms #Econometrics (econ.EM) #FOS: Computer and information sciences #FOS: Economics and business #FOS: Mathematics #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Machine Learning and Algorithms #Methodology (stat.ME) #Statistical Methods and Inference #Statistics Theory (math.ST)
- Semiparametric Estimation of Structural Functions in Nonseparable Triangular Models
2017/11/06 by Chernozhukov, Victor, Fernández-Val, Iván, Newey, Whitney +2 · 1 citation
#62P20 #91B82 #Econometrics (econ.EM) #FOS: Computer and information sciences #FOS: Economics and business #Methodology (stat.ME)
- Automatic Debiased Machine Learning for Dynamic Treatment Effects and General Nested Functionals
2022/03/25 by Victor Chernozhukov, Chernozhukov, Victor, Whitney K. Newey +6 · 1 citation
Mathematics · #Advanced Causal Inference Techniques #Statistical Methods in Clinical Trials #Statistical Methods and Inference