Whitney K. Newey

Whitney K. Newey
Born (1954-07-17) July 17, 1954
Nationality United States
Institution MIT
Field Econometrics
Alma mater MIT (Ph.D.)
BYU (B.A.)
Doctoral
advisor
Jerry A. Hausman[1]
Doctoral
students
Yacine Ait-Sahalia[2]
Alberto Abadie[3]
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.[4]

References

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