Kenneth D. West
| Kenneth D. West | |
|---|---|
| Born | 1953 (age 63–64) |
| Nationality | United States |
| Institution | University of Wisconsin–Madison |
| Field | Econometrics and Economics |
| Alma mater |
MIT (Ph.D.) Wesleyan University (B.A.) |
| Doctoral advisor |
Stanley Fischer |
| Contributions | Newey–West estimator |
| Information at IDEAS / RePEc | |
Kenneth David West (born 1953) is the John D. MacArthur and Ragnar Frisch Professor of Economics in the Department of Economics at the University of Wisconsin. He is best known for developing, with Whitney K. Newey, the Newey–West estimator, which robustly estimates the covariance matrix of a regression model when errors are heteroskedastic and .
West has since 2001 been a Co-Editor of the Journal of Money, Credit and Banking.
West has since 1985 been a research associate at the NBER.
West received a BA Economics and Mathematics from Wesleyan University in 1973 and a Ph.D. from the Massachusetts Institute of Technology in 1983.
...
Wikipedia