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