People

Whitney Newey

Jane Berkowitz Carlton and Dennis William Carlton Professor

Economics

Whitney Newey is an Econometrician at MIT. He is best known for co-developing the Newey–West estimator, which robustly estimates the covariance matrix of a regression model when errors are heteroskedastic and autocorrelated. He is an Elected Fellow of the American Academy of Arts and Sciences and of the Econometrics Society.