| 主讲人简介： | Whitney Newey is the Ford Professor of Economics and an econometrician at MIT. He is an elected fellow of the American Academy of Arts and Sciences, of the Center for Advanced Study in the Behavioral Sciences and the Econometric Society, and an international fellow of CEMMAP, University College London. He also serves in the Executive Committee of the Econometric Society and the Council of the Econometric Society.
Professor Newey 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. |
