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] White, a native of Kansas City, Missouri, graduated salutatorian from Southwest High School in 1968.
He earned his PhD in economics at the Massachusetts Institute of Technology in 1976, under the supervision of Jerry A. Hausman and Robert Solow.
[2] 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.
[6][7] A 1982 paper by White contributed strongly to the development of quasi-maximum likelihood estimation.