Whitney Newey

Jane Berkowitz Carlton and Dennis William Carlton Professor of Economics and Department head


Whitney Newey is and econometrician and heads the department of Economics 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.