Background
Newey, Whitney K. was born on July 17, 1954.
economist university professor
Newey, Whitney K. was born on July 17, 1954.
Bachelor in Economics, Brigham Young University, 1978. Doctor of Philosophy, Massachusetts Institute of Technology, 1983.
He is best known for developing, with Kenneth Doctorate. West, the Newey–West estimator, which robustly estimates the covariance matrix of a regression model when errors are heteroskedastic and autocorrelated. Newey received his Bachelor of Arts from Brigham Young University in 1978, and his Doctor of Philosophy from the Massachusetts Institute of Technology in 1983.
Fellow: American Academy Arts & Sciences.
Married; 5 children.