Concepedia

Kenneth D. West

KD

Statistics

Publications

64

Citations

32K

H-Index

37

Active since

1983

Affiliations

University of Wisconsin–Madison(Current)

National Bureau of Economic Research

Princeton University

Federal Reserve Board of Governors

Bank of America

Kenneth D. West is an author at University of Wisconsin–Madison specializing in economics, econometrics, and social sciences.

Publications per year

1983–2022

64

Publications

64

A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix

Whitney K. Newey, Kenneth D. West · Econometrica · 1987 · 17.1K citations

Social Sciences, Economics, Econometrics +10

Automatic Lag Selection in Covariance Matrix Estimation

Whitney K. Newey, Kenneth D. West · The Review of Economic Studies · 1994 · 3.3K citations

Social Sciences, Business Economics, Economics +11

Approximately normal tests for equal predictive accuracy in nested models

Todd E. Clark, Kenneth D. West · Journal of Econometrics · 2006 · 2.4K citations

Computing, Biostatistics, Predictive Analytics +13

Hypothesis Testing with Efficient Method of Moments Estimation

Whitney K. Newey, Kenneth D. West · International Economic Review · 1987 · 1.9K citations

Social Sciences, Economics, Econometrics +16

Exchange Rates and Fundamentals

Charles Engel, Kenneth D. West · Journal of Political Economy · 2005 · 770 citations

Social Sciences, Economics, Asset Pricing +8

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