Kenneth West — SPARQNOW

At-a-Glance

Serves as the John D. MacArthur and Ragnar Frisch Professor of Economics at the University of Wisconsin
Co-developer of the Newey–West estimator, a statistical method used to robustly estimate the covariance matrix in regression models
Currently co-editor of the Journal of Money, Credit and Banking
A research associate at the National Bureau of Economic Research (NBER) since 1985
Holds a Ph.D. from the Massachusetts Institute of Technology (MIT)
Previously served as co-editor of the American Economic Review

Biography

Kenneth David West is the John D. MacArthur and Ragnar Frisch Professor of Economics in the Department of Economics at the University of Wisconsin. He is widely recognized for his contributions to macroeconomics, finance, international economics, and econometrics. West is best known for co-developing the Newey–West estimator with Whitney K.