Whitney K. Newey
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Who is Whitney K. Newey?
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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- Also known as
- Whitney Newey
- Education
- Massachusetts Institute of Technology
- Brigham Young University
Submitted
on July 23, 2013
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