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About: Whitney K. Newey     Goto   Sponge   NotDistinct   Permalink

An Entity of Type : yago:WikicatFellowsOfTheEconometricSociety, within Data Space : dbpedia.org associated with source document(s)

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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.