fbpx
Wikipedia

Halbert White

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 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.[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 is based in Washington, D.C..[9]

Selected publications

  • 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
  • White, Halbert (1982), "Maximum Likelihood Estimation of Misspecified Models", Econometrica, 50 (1): 1–25, doi:10.2307/1912526, hdl:10338.dmlcz/142956, JSTOR 1912526

References

  1. ^ a b c Hausman, Jerry (2013), "Hal White: Time at MIT and Early Life Days of Research", in Chen, Xiaohong; Swanson, Norman R. (eds.), 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. ^ . James D. Hamilton, UCSD Department of Economics. Archived from the original on October 14, 2012. Retrieved April 1, 2012.
  4. ^ a b StataCorp (2013). Stata User's Guide: Release 13 (PDF). College Station, TX: StataCorp LP. p. 310. Retrieved 9 August 2014.
  5. ^ My Journey to UC San Diego 2015-05-15 at the Wayback Machine
  6. ^ . Archived from the original on 2009-07-27. Retrieved 2010-02-15.
  7. ^ 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.
  8. ^ White, Halbert (1982). "Maximum Likelihood Estimation of Misspecified Models". Econometrica. 50 (1): 1–25. doi:10.2307/1912526. hdl:10338.dmlcz/142956. JSTOR 1912526.
  9. ^ "Our Firm".

External links

  • 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. Retrieved March 5, 2019.


halbert, white, this, article, relies, excessively, references, primary, sources, please, improve, this, article, adding, secondary, tertiary, sources, find, sources, news, newspapers, books, scholar, jstor, december, 2011, learn, when, remove, this, template,. This article relies excessively on references to primary sources Please improve this article by adding secondary or tertiary sources Find sources Halbert White news newspapers books scholar JSTOR December 2011 Learn how and when to remove this template message 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 Halbert Lynn WhiteBorn 1950 11 19 November 19 1950Kansas City MissouriDiedMarch 31 2012 2012 03 31 aged 61 San Diego CaliforniaNationalityAmericanInstitutionUniversity of California San Diego University of RochesterFieldEconometricsAlma materMassachusetts Institute of TechnologyDoctoraladvisorJerry A Hausman 1 Robert Solow 1 Lester Thurow 1 DoctoralstudentsJeffrey WooldridgeContributionsWhite testHeteroscedasticity consistent standard errorsHe 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 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 is based in Washington D C 9 Selected publications EditWhite 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 White Halbert 1982 Maximum Likelihood Estimation of Misspecified Models Econometrica 50 1 1 25 doi 10 2307 1912526 hdl 10338 dmlcz 142956 JSTOR 1912526References Edit a b c Hausman Jerry 2013 Hal White Time at MIT and Early Life Days of Research in Chen Xiaohong Swanson Norman R eds Recent Advances and Future Directions in Causality Prediction and Specification Analysis New York Springer pp 209 218 ISBN 978 1 4614 1652 4 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 Archived from the original on October 14 2012 Retrieved April 1 2012 a b StataCorp 2013 Stata User s Guide Release 13 PDF College Station TX StataCorp LP p 310 Retrieved 9 August 2014 My Journey to UC San Diego Archived 2015 05 15 at the Wayback Machine Bates White Professionals Halbert White PhD Archived from the original on 2009 07 27 Retrieved 2010 02 15 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 White Halbert 1982 Maximum Likelihood Estimation of Misspecified Models Econometrica 50 1 1 25 doi 10 2307 1912526 hdl 10338 dmlcz 142956 JSTOR 1912526 Our Firm External links EditFaculty 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 Retrieved March 5 2019 This biography of an American economist is a stub You can help Wikipedia by expanding it vte Retrieved from https en wikipedia org w index php title Halbert White amp oldid 1133885145, wikipedia, wiki, book, books, library,

article

, read, download, free, free download, mp3, video, mp4, 3gp, jpg, jpeg, gif, png, picture, music, song, movie, book, game, games.