Sneha Girap (Editor)

Kenneth D West

Updated on
Edit
Like
Comment
Share on FacebookTweet on TwitterShare on LinkedInShare on Reddit
Nationality
  
United States


Name
  
Kenneth West

Fields
  
Econometrics, Economics


Institution
  
University of Wisconsin–Madison

Alma mater
  
MIT (Ph.D.) Wesleyan University (B.A.)

Education
  
Massachusetts Institute of Technology, Wesleyan University

Contributions
  
Newey–West estimator

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 autocorrelated.

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.

Selected publications

  • Newey, Whitney K.; West, Kenneth D. (1987). "A Simple, Positive Semi-definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix". Econometrica. 55 (3): 703–708. JSTOR 1913610. doi:10.2307/1913610. 

    • References

    Kenneth D. West Wikipedia
    (Text) CC BY-SA