Whitney K. Newey
| Whitney K. Newey | |
|---|---|
| Nationality | United States |
| Institution | MIT |
| Field | Econometrics |
| Alma mater |
MIT (Ph.D.) BYU (B.A.) |
| Contributions | Newey–West estimator |
| Information at IDEAS / RePEc | |
Whitney K. Newey is the Jane Berkowitz Carlton and Dennis William Carlton Professor of Economics at the Massachusetts Institute of Technology and a well-known econometrician. He is best known for developing, with Kenneth D. West, the Newey–West estimator, which robustly estimates the covariance matrix of a regression model when errors are heteroskedastic and autocorrelated.
Newey received his B.A. from Brigham Young University in 1978, and his Ph.D. from the Massachusetts Institute of Technology in 1983.
External links
|
This article is issued from Wikipedia - version of the Monday, January 11, 2016. The text is available under the Creative Commons Attribution/Share Alike but additional terms may apply for the media files.