Whitney K. Newey
| Whitney K. Newey | |
|---|---|
| Born | July 17, 1954 |
| Nationality | United States |
| Institution | MIT |
| Field | Econometrics |
| Alma mater |
MIT (Ph.D.) BYU (B.A.) |
| Doctoral advisor | Jerry A. Hausman[1] |
| Doctoral students |
Yacine Ait-Sahalia[2] Alberto Abadie[3] |
| 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.
Newey received his B.A. from Brigham Young University in 1978, and his Ph.D. from the Massachusetts Institute of Technology in 1983, under supervision of Jerry A. Hausman.[4]
References
- ↑ Specification testing and estimation using a generalized method of moments
- ↑ Nonparametric functional estimation with applications to financial models
- ↑ Abadie, Alberto (1999). Semiparametric Instrumental Variable Methods for Causal Response Model (PDF) (Ph.D.). MIT. Retrieved 10 March 2017.
- ↑ http://economics.mit.edu/faculty/wnewey/cv
External links
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