Hal White RIP

I am feeling particularly sad today as I heard this morning that Hal White, Professor Halbert White Jr of UCSD, passed away last Saturday morning.  James Hamilton has written a brief appreciation about him  here.

I had the privilege of meeting Hal at the Clive Granger Memorial Conference back in May 2010. I can only concur with what others have said and written about him - he was both an extremely good econometrician and a very friendly and delightful man.

I shall be singing Heteroskedasticity Blues in memory of him later today.