Whitney K. Newey
Author
Alternate names W. K. Newey, Whitney Newey, Whitney K. Newey
Past institutions National Bureau of Economic Research, Massachusetts Institute of Technology, Institute of Economics, University College London, Bridge University +5 more
H-index: 71
I10-index: 164
Works count: 342
Citations count: 64,850
A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
1987 · Whitney K. Newey, Kenneth D. West · Econometrica
A Simple, Positive Semi-Definite, Heteroskedasticity and AutocorrelationConsistent Covariance Matrix
1986 · Whitney K. Newey, Kenneth D. West
Estimating Vector Autoregressions with Panel Data
1988 · Douglas Holtz‐Eakin, Whitney K. Newey, et al. · Econometrica