Whitney K. Newey
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. Provided by Wikipedia-
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3by Chetverikov, Denis, Hansen, Christian, Robins, James, Chernozhukov, Victor V, Demirer, Mert, Duflo, Esther, Newey, Whitney KContributors: “...Newey, Whitney K...”
Published in The Econometrics Journal (2018)
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