Halbert White
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Halbert Lynn 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 American Academy of Arts and Sciences.[3]
Education and career
White, a native of Kansas City, Missouri, graduated salutatorian from Southwest High School in 1968.[4] He went on to study at Princeton University, receiving his B.A. in economics in 1972. He earned his Ph.D. in economics at the Massachusetts Institute of Technology in 1976, under the supervision of Jerry A. Hausman and Robert Solow. White spent his first years as an assistant professor in the University of Rochester before moving to University of California, San Diego (UCSD) in 1979. He remained at UCSD until his untimely death from cancer.[1]
Research
White was well known in the field of econometrics for his 1980 paper on robust standard errors (which is among the most-cited paper in economics since 1970), and for the heteroscedasticity-consistent estimator and the test for heteroskedasticity that are named after him.[5][6] A 1982 paper by White contributed strongly to the development of quasi-maximum likelihood estimation.[3][7] 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 is based in Washington, D.C.[8]
Bibliography
Books
- Page Module:Citation/CS1/styles.css has no content.White, Halbert (1992). Artificial neural networks : approximation and learning theory. Oxford, UK. ISBN 1-55786-329-6. OCLC 25202646.
{{cite book}}: CS1 maint: location missing publisher (link) - Page Module:Citation/CS1/styles.css has no content.White, Halbert (1994). Estimation, inference, and specification analysis. Cambridge: Cambridge University Press. ISBN 0-521-25280-6. OCLC 26673547.
- Page Module:Citation/CS1/styles.css has no content.White, Halbert (1998). Advances in Econometric Theory: The selected works of Halbert White. Cheltenham, UK: E. Elgar. ISBN 1-85898-222-7. OCLC 38485926.
- Page Module:Citation/CS1/styles.css has no content.White, Halbert (2001). Asymptotic theory for econometricians (Rev. ed.). San Diego: Academic Press. ISBN 0-12-746652-5. OCLC 46634737.
- Page Module:Citation/CS1/styles.css has no content.White, Halbert (2004). New perspectives in econometric theory: The selected works of Halbert White. Cheltenham: Edward Elgar. ISBN 1-84376-586-1. OCLC 53458595.
Selected papers
- Page Module:Citation/CS1/styles.css has no content.White, Halbert (1982), "Maximum Likelihood Estimation of Misspecified Models", Econometrica, 50 (1): 1–25, doi:10.2307/1912526, hdl:10338.dmlcz/142956, JSTOR 1912526
- Page Module:Citation/CS1/styles.css has no content.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
- Page Module:Citation/CS1/styles.css has no content.Hornik, Kurt; Stinchcombe, Maxwell; White, Halbert (1989). "Multilayer feedforward networks are universal approximators". Neural Networks. 2 (5): 359–366. doi:10.1016/0893-6080(89)90020-8. ISSN 0893-6080. S2CID 2757547.
References
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- ^ a b Page Module:Citation/CS1/styles.css has no content."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.
- ^ Page Module:Citation/CS1/styles.css has no content."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.
- ^ a b Page Module:Citation/CS1/styles.css has no content.StataCorp (2013). Stata User's Guide: Release 13 (PDF). College Station, TX: StataCorp LP. p. 310. Retrieved August 9, 2014.
- ^ My Journey to UC San Diego Script error: No such module "webarchive".
- ^ Page Module:Citation/CS1/styles.css has no content."Bates White | Professionals | Halbert White, PhD". Archived from the original on July 27, 2009. Retrieved February 15, 2010.
- ^ Page Module:Citation/CS1/styles.css has no content.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.
- ^ Page Module:Citation/CS1/styles.css has no content.White, Halbert (1982). "Maximum Likelihood Estimation of Misspecified Models". Econometrica. 50 (1): 1–25. doi:10.2307/1912526. hdl:10338.dmlcz/142956. JSTOR 1912526.
- ^ Page Module:Citation/CS1/styles.css has no content."Our Firm".
External links
- Faculty profile at the University of California, San Diego's website
- Halbert Lynn White Jr. at the Mathematics Genealogy ProjectTemplate:EditAtWikidata
- Page Module:Citation/CS1/styles.css has no content.Robbins, Gary (October 9–10, 2011). "UCSD doesn't get Nobel Prize in economics". U-T San Diego. Retrieved March 5, 2019.
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