Halbert White

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Halbert L. White, Jr. (November 19, 1950 – March 31, 2012)[1][2] 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 Academy of Arts and Sciences. 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.[3] 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.[4]

Selected publications[edit]

  • 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 

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