Education
Wesleyan University.
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Kenneth West
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He is best known for developing, with Whitney K. Newey, the Newey–West estimator, which robustly estimates the covariance matrix of a regression model when errors are heteroskedastic and autocorrelated. West has since 2001 been a Company-Editor of the Journal of Money, Cr and Banking. West has since 1985 been a research associate at the National Bureau of Economic Research. West received a Bachelor Economics and Mathematics from Wesleyan University in 1973 and a Doctor of Philosophy from the Massachusetts Institute of Technology in 1983.
