Whitney K. Newey

American economist
The basics

Quick Facts

IntroAmerican economist
PlacesUnited States of America
isEconomist Educator
Work fieldAcademia Finance
Gender
Male
Birth17 July 1954
Age70 years
The details

Biography

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.

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