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.
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