Did you know that one of the pioneers in neural network was an econometrician? This was not an easy book to find, but it was well worth it. The book is a collection of articles written by Halbert White—as in *White* Standard Errors—that rigorously laid the theoretical foundation for the effectiveness of neural nets, including universal approximation, consistency and asymptotic normality of learned parameters. These results fill a much-needed gap for those with a background in statistics.