Halbert White

Halbert Lynn White Jr. (November 19, 1950 – March 31, 2012)[2][3] was the Chancellor’s Associates Distinguished Professor of Economics at the University of California, San Diego, and a Fellow of the Econometric Society and the American Academy of Arts and Sciences.[4] A native of Kansas City, Missouri, White graduated salutatorian from Southwest High School in 1968.[5] He earned his PhD in Economics at the Massachusetts Institute of Technology in 1976, and spent his first years as an assistant professor in the University of Rochester before moving to UCSD in 1979.

Halbert Lynn White
Born(1950-11-19)November 19, 1950
Kansas City, Missouri
DiedMarch 31, 2012(2012-03-31) (aged 61)
San Diego, California
NationalityAmerican
InstitutionUniversity of California, San Diego, University of Rochester
FieldEconometrics
Alma materMassachusetts Institute of Technology
Doctoral
advisor		Jerry A. Hausman[1]
Robert Solow[1]
Lester Thurow[1]
Doctoral
students		Jeffrey Wooldridge
ContributionsWhite test
Heteroscedasticity-consistent standard errors

He was well known in the field of econometrics for his 1980 paper on robust standard errors (which is the most-cited paper in economics since 1970), and for the heteroscedasticity-consistent estimator and the test for heteroskedascity that are named after him.[6][7] A 1982 paper by White contributed strongly to the development of quasi-maximum likelihood estimation.[4][8] He also contributed to numerous other areas such as neural networks and medicine. In 1999, White co-founded an economic consulting firm, Bates White, which has offices in Washington, D.C. and San Diego, California.[9]

Selected publications
  • White, Halbert (1980), "A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity", Econometrica, 48 (4): 817–838, CiteSeerX 10.1.1.11.7646, doi:10.2307/1912934, JSTOR 1912934
  • White, Halbert (1982), "Maximum Likelihood Estimation of Misspecified Models", Econometrica, 50 (1): 1–25, doi:10.2307/1912526, hdl:10338.dmlcz/142956, JSTOR 1912526
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References
  1. Hausman, Jerry (2013), "Hal White: Time at MIT and Early Life Days of Research", in Chen, Xiaohong; Swanson, Norman R. (eds.), Recent Advances and Future Directions in Causality, Prediction, and Specification Analysis, New York: Springer, pp. 209–218, ISBN 978-1-4614-1652-4.CS1 maint: ref=harv (link)
  2. "Halbert L. White, University of California, San Diego, Professor and Founder of Bates White Economic Consulting, dies at age 61". Bates White. April 2, 2012.
  3. "Halbert L. White Jr., 1950–2012". James D. Hamilton, UCSD Department of Economics. Archived from the original on October 14, 2012. Retrieved April 1, 2012.
  4. StataCorp (2013). Stata User's Guide: Release 13 (PDF). College Station, TX: StataCorp LP. p. 310. Retrieved 9 August 2014.
  5. My Journey to UC San Diego Archived 2015-05-15 at the Wayback Machine
  6. "Archived copy". Archived from the original on 2009-07-27. Retrieved 2010-02-15.CS1 maint: archived copy as title (link)
  7. White, Halbert (1980). "A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity". Econometrica. 48 (4): 817–838. CiteSeerX 10.1.1.11.7646. doi:10.2307/1912934. JSTOR 1912934.
  8. White, Halbert (1982). "Maximum Likelihood Estimation of Misspecified Models". Econometrica. 50 (1): 1–25. doi:10.2307/1912526. hdl:10338.dmlcz/142956. JSTOR 1912526.
  9. "Our Firm".


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