Whitney K. Newey
Whitney K. Newey | |
|---|---|
| Born | July 17, 1954 United States |
| Academic background | |
| Alma mater | MIT (Ph.D.) BYU (B.A.) |
| Doctoral advisor | Jerry A. Hausman |
| Academic work | |
| Discipline | Econometrics |
| Institutions | MIT |
| Doctoral students | Yacine Ait-Sahalia Alberto Abadie Susanne Schennach |
| Notable ideas | Newey–West estimator |
| Website | |
Whitney Kent Newey (born July 17, 1954) is the Ford 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.