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

Search Results

Showing 1 - 2 results of 2 for search 'Whitney K. Newey', query time: 0.01s Refine Results
  1. 1
  2. 2
Search Tools: Get RSS Feed