Half White

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Halbert Lynn White, Jr. (born November 19, 1950 in Kansas City , † March 31, 2012 ) was an American economist .

Live and act

White studied at Princeton University and made his Artium Baccalaureus (AB) with summa cum laude in 1972 as a valedictorian (best of his class) . In 1976 he received his Ph.D. from the Massachusetts Institute of Technology. PhD . He was Professor of Economics at the University of California, San Diego .

White worked on econometrics , statistics , artificial neural networks , forecasting, and financial markets . The White test was named after him.

Awards

  • 1972 Wolf Balleison Prize in Economics ( Princeton University )
  • 1988–1989 Guggenheim Fellow (Guggenheim Memorial Foundation)
  • 1996–1997 Best Paper Award (International Journal of Forecasting)
  • 1997 and 2005 Econometric Theory Multa Scripsit Award
  • 1998 Citation of Excellence, Anbar Electronic Intelligence
  • 2002 Chancellor's Associates Award of Excellence in Research in Arts, Humanities, and Social Sciences ( UCSD )
  • 2004 Roger F. Murray Prize (Institute for Quantitative Research in Finance)
  • 2008 Honorary Doctorate ( Complutense University Madrid )

Memberships

Works

  • Halbert White: Asymptotic Theory For Econometricians. Academic Press, San Diego 1984, ISBN 0-12-746650-9
  • A. Ronald Gallant and Halbert White: A Unified Theory of Estimation and Inference for Nonlinear Dynamic Models. Basil Blackwell, Oxford 1988, ISBN 0-631-15765-4
  • Halbert White: Estimation, Inference and Specification Analysis. Cambridge University Press, Cambridge [u. a.] 1994, ISBN 0-521-25280-6

Web links

Individual evidence

  1. ^ Alice Catt Armstrong, Who's Who Historical Society (Calif.): Who's Who in California, Volume 21 , p. 473, Who's Who Historical Society, 1996
  2. Halbert L. White, Jr., 1950-2012 ( Memento of the original from October 14, 2012 in the Internet Archive ) Info: The archive link was inserted automatically and has not yet been checked. Please check the original and archive link according to the instructions and then remove this notice.  @1@ 2Template: Webachiv / IABot / www.econbrowser.com
  3. Halbert White: A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity. In: Econometrica. Volume 48, No. 4, pp. 817-838 ( digitized from Jstor ).