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Halbert White

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Nationality
  
American

Fields
  
Influenced
  
Died
  
March 31, 2012

Name
  
Halbert White


Halbert White ucsdnewsucsdedunewsuploadswhiteDSC3731jpg

Born
  
November 19, 1950 (
1950-11-19
)

Contributions
  
White testHeteroscedasticity-consistent standard errors

Books
  
Asymptotic theory for econometricians

Awards
  
Guggenheim Fellowship for Social Sciences, US & Canada

Uc san diego economist halbert white talks about his research


Halbert Lynn White Jr. (November 19, 1950 – March 31, 2012) 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. A native of Kansas City, Missouri, White graduated salutatorian from Southwest High School in 1968. 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.

Contents

Halbert White econbrowsercomwpcontentuploads201204HalWhi

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. A 1982 paper by White contributed strongly to the development of quasi-maximum likelihood estimation. 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.

Selected publications

  • White, Halbert (1980), "A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity", Econometrica, 48 (4): 817–838, JSTOR 1912934, doi:10.2307/1912934 
  • White, Halbert (1982), "Maximum Likelihood Estimation of Misspecified Models", Econometrica, 50 (1): 1–25, JSTOR 1912526, doi:10.2307/1912526 
  • References

    Halbert White Wikipedia


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