Halbert White (1950 - 2012)
Halbert (Hal) White, an active member of the Info-Metrics Institute and member of its Advisory Board, passed away on March 31, 2012, following a four-year battle with cancer. Hal was a true scholar, one of the world's leading econometricians, and a kind and humble person. His numerous contributions in econometrics include original and path-breaking work in, among other topics, neural networks, entropy and information, asymptotic theory, semi-parametric methods, causality, and robustness and mis-specification issues. His 1980 Econometrica paper, suggesting a method for computing robust standard errors and a related test statistic, made him a household name among the economics profession. Now commonly referred to as "White standard errors", this brilliant contribution is just one example of how he changed the direction of empirical work. He will be greatly missed.
In Memoriam: Halbert L. White, Jr., The Econometrician
Obituary by Essie Maasoumi
Oh Hal, another hasty departure, far too soon, leaving your friends and audience thirsty for more.
The last hug, just last May, at the conference in your honor, with those familiar piercing bright eyes, warm smile, a touch of shyness, and oh so full of all too generous words. You were so good at lifting others with kind words, making them feel comfortable, like they may be in the presence of just another "regular guy"!
We just toasted you on your 60th birthday. Many of your adoring former students, and so many delighted colleagues and friends, showing up at your conference in San Diego, aptly titled "Causality, Specification and Forecasting", a mere attempt to encapsulate your boundless interests and areas of influence. I took time from my own presentation to offer you some personal words of appreciation, time far better spent than to speak of my token contribution to the conference. I spoke of only three themes: your "teaching" your profession in the broadest terms, and through your over 53 PhD students, a stunning legacy, a "galaxy of stars", and "a beautiful thing, Hal, that nothing can take away" (not even death), and finally, the most faithful and consistent adherence to the truism that "all models are mis-specified". Almost everyone subscribes to that truism, but few, perhaps no other, has written in so much compliance to it. Information theory, and its little acknowledged contribution to the concept of "pseudo true" parameters, was well known to Hal and liberated his work and thoughts from "true models" from his earliest writings, and throughout his texts.
Hal became the personification of "rigorous econometrics" right off the gate. His influence in this respect, like so much else, went well beyond what he imparted to his minions of students and coworkers. Two or more textbooks on this topic witness Hal's desire to share widely and to guide. He led by example, and his most cited paper in economics, on robust estimation and testing for Heteroscedasticity of unknown form, is more than a classic. It set the standard for rigor and innovativeness, applied to a meaningful problem of interest to every econometrician, technical or empirical. There lied his genius, meaningful solutions to meaningful problems, with no compromise on rigorous statistical inference.
His model specification searches, through neural nets in which he led by some distance, and ingenious tests and proper "snooping methods", to some of the deepest forays into forecasting, causality and conditional (in) dependence, and to the last minutes with numerous ongoing papers and collaborations, he was a dizzying and stupendous productivity phenomenon.
Not often mentioned, perhaps, is Hal's enormous influence on the standards of statistical and economic consulting, mostly through the highly regarded enterprise, Bates and White, with Charlie Bates, whom I first met in Bloomington, Indiana, with a freshly completed PhD thesis (1983) under Hal, on International Trade (!), and some of the most rigorous work then on nonlinear econometrics! Hal had then recently moved to UC San Diego (from Rochester!), "mostly for the beach", as our other beloved departed colleague, Clive Granger, used to say. The "threesome", Clive, Rob Engle, and Hal put UCSD on the top of the econometrics map for a generation, surely an unmatched academic journey.
I heard you play your tune in May, with a good band, soulful, and as good as ever. It is not a little sad, and too restrained to say: we will miss you Hal.
Esfandiar (Essie) Maasoumi
Summaries of Hal's contributions can be found on the Web pages of the University of California, San-Diego: