|This article relies too much on references to primary sources. (December 2011)|
November 19, 1950|
Kansas City, Missouri
|Died||March 31, 2012
San Diego, California
|Institution||University of California, San Diego|
|Alma mater||Massachusetts Institute of Technology|
Heteroscedasticity-consistent standard errors
Halbert L. 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. 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. 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.
- 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, JSTOR 1912526
- "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.
- "Halbert L. White, Jr., 1950-2012". James D. Hamilton, UCSD Department of Economics. Retrieved April 1, 2012.
- StataCorp (2013). Stata User's Guide: Release 13. College Station, TX: StataCorp LP. p. 310. Retrieved 9 August 2014.
- 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. JSTOR 1912526.
- Faculty profile at the University of California, San Diego's website
- Halbert Lynn White, Jr. at the Mathematics Genealogy Project
- Robbins, Gary (October 9–10, 2011). "UCSD doesn't get Nobel Prize in economics". U-T San Diego.
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