| 词条 | Whitney K. Newey |
| 释义 |
| name = Whitney K. Newey | school_tradition = | color = | image = | image_size = | caption = | birth_date = {{Birth date and age|1954|7|17|mf=y}} | birth_place = | death_date = | death_place = | nationality = United States | institution = MIT | field = Econometrics | alma_mater = MIT (Ph.D.) BYU (B.A.) | doctoral_advisor = Jerry A. Hausman[1] | academic_advisors= | doctoral_students= Yacine Ait-Sahalia[2] Alberto Abadie[3] | notable_students = | influences = | influenced = | contributions = Newey–West estimator | awards = | signature = | repec_prefix = f | repec_id = pne241 }} 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] References1. ^[https://dspace.mit.edu/bitstream/handle/1721.1/15496/11246206-MIT.pdf?sequence=2 Specification testing and estimation using a generalized method of moments] 2. ^[https://dspace.mit.edu/handle/1721.1/12689 Nonparametric functional estimation with applications to financial models] 3. ^{{cite thesis |last= Abadie |first= Alberto |date= 1999 |title= Semiparametric Instrumental Variable Methods for Causal Response Model |type= Ph.D. |chapter= |publisher= MIT |docket= |oclc= |url= https://dspace.mit.edu/bitstream/handle/1721.1/38857/43838892-MIT.pdf?sequence=2 |access-date= 10 March 2017 }} 4. ^http://economics.mit.edu/faculty/wnewey/cv External links
9 : 21st-century American economists|Massachusetts Institute of Technology faculty|Fellows of the Econometric Society|Econometricians|Living people|Fellows of the American Academy of Arts and Sciences|1954 births|Brigham Young University alumni|Massachusetts Institute of Technology alumni |
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