Whitney K. Newey
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| Whitney K. Newey | |
|---|---|
| Born | July 17, 1954 |
| Nationality | United States |
| Institution | MIT |
| Field | Econometrics |
| Alma mater | MIT (Ph.D.) BYU (B.A.) |
| Influences | Jerry A. Hausman |
| Influenced | Alberto Abadie |
| Contributions | Newey–West estimator |
| Information at IDEAS / RePEc | |
Whitney Kent Newey (born July 17, 1954) 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, under supervision of Jerry A. Hausman.[1]
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Categories:
- Articles with hCards
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- American economists
- Massachusetts Institute of Technology faculty
- Fellows of the Econometric Society
- Econometricians
- Living people
- Fellows of the American Academy of Arts and Sciences
- 1954 births
- Brigham Young University alumni
- Massachusetts Institute of Technology alumni
