Halbert White
Halbert L. White (1950-2012) was an influential econometrician at the University of California, San Diego, best known for heteroskedasticity-robust standard errors. For this vault his key contribution is “A Reality Check for Data Snooping” (Econometrica, 2000), the first general bootstrap test of the null that the best model found in a specification search has no predictive superiority over a benchmark. His Reality Check — later sharpened into Hansen’s Superior Predictive Ability test — is the canonical statistical defence against data-snooping bias in trading-strategy research.