|
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.〔http://www.ssc.wisc.edu/~kwest/ West's faculty page at the University of Wisconsin (Accessed Aug 2011)〕 West has since 2001 been a Co-Editor of the ''Journal of Money, Credit and Banking''.〔http://onlinelibrary.wiley.com/journal/10.1111/(ISSN)1538-4616 ''Journal of Money, Credit and Banking'' (Accessed Aug 2011)〕 West has since 1985 been a research associate at the NBER.〔http://www.nber.org/people/kenneth_west NBER Kenneth West(Accessed Aug 2011)〕 West received a BA Economics and Mathematics from Wesleyan University in 1973 and a Ph.D. from the Massachusetts Institute of Technology in 1983.〔http://www.ssc.wisc.edu/~kwest/west.kd.CV.pdf West's CV at the University of Wisconsin (Accessed Aug 2011)〕 == Selected publications == * 抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』 ■ウィキペディアで「Kenneth D. West」の詳細全文を読む スポンサード リンク
|