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

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.

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, doi:10.2307/1912934, JSTOR 1912934
  • White, Halbert (1982), "Maximum Likelihood Estimation of Misspecified Models", Econometrica, 50 (1): 1-25, doi:10.2307/1912526, JSTOR 1912526


  1. ^ a b c Hausman, Jerry (2013), "Hal White: Time at MIT and Early Life Days of Research", in Chen, Xiaohong; Swanson, Norman R., Recent Advances and Future Directions in Causality, Prediction, and Specification Analysis, New York: Springer, pp. 209-218, ISBN 978-1-4614-1652-4.
  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 2012.
  4. ^ a b StataCorp (2013). Stata User's Guide: Release 13 (PDF). College Station, TX: StataCorp LP. p. 310. Retrieved 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 .
  7. ^ White, Halbert (1980). "A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity". Econometrica. 48 (4): 817-838. CiteSeerX 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. JSTOR 1912526.
  9. ^ http://www.bateswhite.com/about.php

External links

  This article uses material from the Wikipedia page available here. It is released under the Creative Commons Attribution-Share-Alike License 3.0.



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