| A simple, positive semi-definite, heteroskedasticity and autocorrelationconsistent covariance matrix WK Newey, KD West National Bureau of Economic Research, 1986 | 23205 | 1986 |
| Estimating vector autoregressions with panel data D Holtz-Eakin, W Newey, HS Rosen Econometrica: Journal of the econometric society, 1371-1395, 1988 | 5363 | 1988 |
| Large sample estimation and hypothesis testing WK Newey, D McFadden Handbook of econometrics 4, 2111-2245, 1994 | 4145 | 1994 |
| Automatic lag selection in covariance matrix estimation WK Newey, KD West The Review of Economic Studies 61 (4), 631-653, 1994 | 4104 | 1994 |
| Hypothesis testing with efficient method of moments estimation WK Newey, KD West International Economic Review, 777-787, 1987 | 2043 | 1987 |
| Double/debiased machine learning for treatment and structural parameters V Chernozhukov, D Chetverikov, M Demirer, E Duflo, C Hansen, ... The Econometrics Journal 21 (1), C1-C68, 2018 | 1872 | 2018 |
| Efficient estimation of limited dependent variable models with endogenous explanatory variables WK Newey Journal of econometrics 36 (3), 231-250, 1987 | 1206 | 1987 |
| Asymmetric least squares estimation and testing WK Newey, JL Powell Econometrica: Journal of the Econometric Society, 819-847, 1987 | 1047 | 1987 |
| Instrumental variable estimation of nonparametric models WK Newey, JL Powell Econometrica 71 (5), 1565-1578, 2003 | 1007 | 2003 |
| Higher order properties of GMM and generalized empirical likelihood estimators WK Newey, RJ Smith Econometrica 72 (1), 219-255, 2004 | 995 | 2004 |
| The asymptotic variance of semiparametric estimators WK Newey Econometrica: Journal of the Econometric Society, 1349-1382, 1994 | 834 | 1994 |
| Convergence rates and asymptotic normality for series estimators WK Newey Journal of econometrics 79 (1), 147-168, 1997 | 828 | 1997 |
| Semiparametric efficiency bounds WK Newey Journal of applied econometrics 5 (2), 99-135, 1990 | 807 | 1990 |
| Identification and estimation of triangular simultaneous equations models without additivity GW Imbens, WK Newey Econometrica 77 (5), 1481-1512, 2009 | 801 | 2009 |
| Generalized method of moments specification testing WK Newey Journal of econometrics 29 (3), 229-256, 1985 | 795 | 1985 |
| Maximum likelihood specification testing and conditional moment tests WK Newey Econometrica: Journal of the Econometric Society, 1047-1070, 1985 | 685 | 1985 |
| Nonparametric estimation of triangular simultaneous equations models WK Newey, JL Powell, F Vella Econometrica 67 (3), 565-603, 1999 | 609 | 1999 |
| Jackknife and analytical bias reduction for nonlinear panel models J Hahn, W Newey Econometrica 72 (4), 1295-1319, 2004 | 532 | 2004 |
| Nonparametric estimation of sample selection models M Das, WK Newey, F Vella The Review of Economic Studies 70 (1), 33-58, 2003 | 525 | 2003 |
| Choosing the number of instruments SG Donald, WK Newey Econometrica 69 (5), 1161-1191, 2001 | 502 | 2001 |
