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For four decades, Whitney Newey has shaped the econometric research agenda through path-breaking scholarship, dedicated teaching, and prolific advising. On all three accounts, his contributions have endured. In May 2019, Alberto Abadie, Josh Angrist, Mitali Das, Brigham Frandsen, and Guido Imbens organized a conference at MIT in honor of Newey’s many accomplishments. Abadie, Angrist, Das, and Frandsen were his students; Imbens is a longtime collaborator. The conference brought together many of the researchers Newey has influenced through his research and mentorship. This Festschrift issue of the Journal of Econometrics contains articles presented at the May 2019 Newey Festival. Our brief introduction reviews key themes from Newey’s research and the connections between these themes and the articles presented there.

Whitney Newey’s first job after earning his Ph. D at MIT in 1983 was in the …