How to delete a row if a cell value in one sheet is not present in other sheet

How to delete a row if a cell value in one sheet is not present in other
sheet

I have a workbook with two sheets one is "New Data" and the other is
"Final Data". Column A to Column D have same headers in both sheets. The
First column in both sheet contains the Names of individuals. I have to
input the new exported data in sheet "New Data" everyday.
What I want to check if a Name in column A in "Final Data" sheet does not
exist in column A of "New Data" sheet, I want to delete the whole row for
that name from "Final Data" sheet.
Is there any way to get this done with Excel VBA?
If so, please guide me, it will be a great help to me.
Thanks.
Note: Both sheets may have different no. of rows in total.