Halbert Lynn White Jr.
Halbert Lynn White | |
---|---|
Born | |
Died | March 31, 2012 | (aged 61)
Nationality | American |
Academic career | |
Institution | University of Rochester University of California, San Diego |
Field | Econometrics |
Alma mater | Princeton University Massachusetts Institute of Technology |
Doctoral advisor | Jerry A. Hausman Robert Solow Lester Thurow |
Doctoral students | Jeffrey Wooldridge |
Contributions | White test Heteroscedasticity-consistent standard errors |
White, a native of Kansas City, Missouri, graduated salutatorian from Southwest High School in 1968. He went on to study at Princeton University, receiving his BA in economics in 1972. He earned his PhD 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.
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. 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 is based in Washington, D.C..
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