Halbert White
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- A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators (RePEc:azt:cemmap:11/12)
by Raffaella Giacomini & Dimitris N. Politis & Halbert White - Bootstrap Standard Error Estimates for Linear Regression (RePEc:bes:jnlasa:v:100:y:2005:p:970-979)
by Goncalves, Silvia & White, Halbert - James-Stein-Type Estimators in Large Samples With Application to the Least Absolute Deviations Estimator (RePEc:bes:jnlasa:v:96:y:2001:m:june:p:697-705)
by Kim T-H. & White H. - A Direct Test for Changing Trend (RePEc:bes:jnlbes:v:10:y:1992:i:3:p:289-99)
by Chu, Chia-Shang James & White, Halbert - A Model-Selection Approach to Assessing the Information in the Term Structure Using Linear Models and Artificial Neural Networks (RePEc:bes:jnlbes:v:13:y:1995:i:3:p:265-75)
by Swanson, Norman R & White, Halbert - A Major Collection Of Early Works On Political Economy (RePEc:bla:ecorec:v:28:y:1952:i:1-2:p:281-282)
by H. L. White - Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap (RePEc:bla:jfinan:v:54:y:1999:i:5:p:1647-1691)
by Ryan Sullivan & Allan Timmermann & Halbert White - Can Mutual Fund “Stars” Really Pick Stocks? New Evidence from a Bootstrap Analysis (RePEc:bla:jfinan:v:61:y:2006:i:6:p:2551-2595)
by Robert Kosowski & Allan Timmermann & Russ Wermers & Hal White - Specification Tests for the Variance of a Diffusion (RePEc:bla:jtsera:v:20:y:1999:i:3:p:253-270)
by Valentina Corradi & Halbert White - A Note on Computing the Heteroskedasticity Consistent Covariance Matrix Using Instrumental Variable Techniques (RePEc:bla:obuest:v:46:y:1984:i:2:p:181-84)
by Messer, Karen & White, Halbert - A Flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA) (RePEc:bla:obuest:v:65:y:2003:i:s1:p:821-838)
by Teodosio Perez‐Amaral & Giampiero M. Gallo & Halbert White - Tests of conditional predictive ability (RePEc:boc:bocoec:572)
by Raffaella Giacomini & Halbert White - Hypernormal Densities (RePEc:boc:bocoec:584)
by Raffaella Giacomini & Andreas Gottschling & Christian Haefke & Halbert White - Local Indirect Least Squares and Average Marginal Effects in Nonseparable Structural Systems (RePEc:boc:bocoec:680)
by Susanne Schennach & Halbert White & Karim Chalak - Causality, Conditional Independence, and Graphical Separation in Settable Systems (RePEc:boc:bocoec:689)
by Karim Chalak & Halbert White - An Extended Class of Instrumental Variables for the Estimation of Causal Effects (RePEc:boc:bocoec:692)
by Karim Chalak & Halbert White - Testing a Conditional Form of Exogeneity (RePEc:boc:bocoec:733)
by Halbert White & Karim Chalak - Identifying Structural Effects in Nonseparable Systems Using Covariates (RePEc:boc:bocoec:734)
by Halbert White & Karim Chalak - Linking Granger Causality and the Pearl Causal Model with Settable Systems (RePEc:boc:bocoec:744)
by Halbert White & Karim Chalak & Xun Lu - Nonparametric Identification in Nonseparable Panel Data Models with Generalized Fixed Effects (RePEc:boc:bocoec:746)
by Stefan Hoderlein & Halbert White - Testing Monotonicity in Unobservables with Panel Data (RePEc:boc:bocoec:892)
by Liangjun Su & Stefan Hoderlein & Halbert White - Constrained Information Processing and Individual Income Expectations (RePEc:boc:bocoec:898)
by Daniel Gutknecht & Stefan Hoderlein & Michael Peters - Testing for Monotonicity in Unobservables under Unconfoundedness (RePEc:boc:bocoec:899)
by Stefan Hoderlein & Liangjun Su & Halbert White & Thomas Tao Yang - An Alternative Proof That OLS is BLUE (RePEc:bpj:jecome:v:1:y:2012:i:1:p:107-107:n:7)
by White Halbert & Cho Jin Seo - Consideration of Trends in Time Series (RePEc:bpj:jtsmet:v:3:y:2011:i:1:n:2)
by White Halbert & Granger Clive W.J. - Asymptotic Properties of Some Projection-based Robbins-Monro Procedures in a Hilbert Space (RePEc:bpj:sndecm:v:6:y:2002:i:1:n:1)
by Chen Xiaohong & White Halbert - Granger Causality, Exogeneity, Cointegration, and Economic Policy Analysis (RePEc:brd:wpaper:36)
by Davide Pettenuzzo & Halbert White - Closed Form Integration of Artificial Neural Networks with Some Applications to Finance (RePEc:cdl:ucsdec:qt0wz7n7nm)
by Gottschling, Andreas & Haefke, Christian & White, Halbert - Bootstrapping the Information Matrix Test (RePEc:cdl:ucsdec:qt158451cr)
by Stomberg, Christopher & White, Halbert - Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models (RePEc:cdl:ucsdec:qt1bj657ff)
by Goncalves, Silvia & White, Halbert - A Subsampling Approach to Estimating The Distribution of Diverging Statistics with Applications to Assessing Financial Market Risk (RePEc:cdl:ucsdec:qt1nk340cd)
by Bertail, Patrice & Haefke, Christian & Politis, D N & White, Halbert - Estimation, Inference, and Specification Testing for Possibly Misspecified Quantile Regression (RePEc:cdl:ucsdec:qt1s38s0dn)
by White, Halbert & Kim, Tae-Hwan - Dangers of Data-Driven Inference: The Case of Calendar Effects in Stock Returns (RePEc:cdl:ucsdec:qt2z02z6d9)
by Sullivan, Ryan & Timmermann, Allan & White, Halbert - Testing Conditional Independence Via Empirical Likelihood (RePEc:cdl:ucsdec:qt35v8g0fm)
by Su, Liangjun & White, Halbert - James-Stein Type Estimator in Large Samples with Application to the Least Absolute Deviations Estimator (RePEc:cdl:ucsdec:qt3mn102zs)
by Kim, Tae-Hwan & White, Halbert - A Flexible Nonparametric Test for Conditional Independence (RePEc:cdl:ucsdec:qt3pt89204)
by Huang, Meng & Sun, Yixiao & White, Hal - A Consistent Characteristic-Function-Based Test for Conditional Independence (RePEc:cdl:ucsdec:qt4dv0837f)
by Su, Liangjun & White, Halbert - Asymptotic Properties of Some Projection-based Robbins-Monro Procedures in a Hilbert Space (RePEc:cdl:ucsdec:qt4z4380t7)
by Chen, Xiaohong & White, Halbert - James-Stein Type Estimators in Large Samples with Application to the Least Absolute Deviations Estimator (RePEc:cdl:ucsdec:qt4zq9k3qh)
by Kim, Tae-Hwan & White, Halbert - Asymptotic and Bayesian Confidence Intervals for Sharpe Style Weights (RePEc:cdl:ucsdec:qt5h98h28m)
by Kim, Tae-Hwan & White, Halbert & Stone, Douglas - Tests of Conditional Predictive Ability (RePEc:cdl:ucsdec:qt5jk0j5jh)
by Giacomini, Raffaella & White, Halbert - On More Robust Estimation of Skewness and Kurtosis: Simulation and Application to the S&P500 Index (RePEc:cdl:ucsdec:qt7b52v07p)
by Kim, Tae-Hwan & White, Halbert - Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models (RePEc:cdl:ucsdec:qt8hx21540)
by Goncalves, Silvia & White, Halbert - James-Stein Type Estimators in Large Samples with Application to the Least Absolute Deviations Estimator (RePEc:cdl:ucsdec:qt9914w10r)
by Kim, Tae-Hwan & White, Halbert - M-Testing Using Finite and Infinite Dimensional Parameter Estimators (RePEc:cdl:ucsdec:qt9qz123ng)
by White, Halbert & Hong, Yongmiao - Hypernormal Densities (RePEc:cdl:ucsdec:qt9wr373nt)
by Giacomini, Raffaella & Haefke, Christian & White, Halbert & Gottschling, Andreas - The Bootstrap of the Mean for Dependent Heterogeneous Arrays (RePEc:cir:cirwor:2001s-19)
by Silvia Gonçalves & Halbert White - Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models (RePEc:cir:cirwor:2002s-41)
by Silvia Gonçalves & Halbert White - Viewpoint: An extended class of instrumental variables for the estimation of causal effects (RePEc:cje:issued:v:44:y:2011:i:1:p:1-51)
by Karim Chalak & Halbert White - Data-Snooping, Technical Trading Rule Performance and the Bootstrap (RePEc:cpr:ceprdp:1976)
by Sullivan, Ryan & Timmermann, Allan G & White, Halbert - Forecast Evaluation with Shared Data Sets (RePEc:cpr:ceprdp:3060)
by White, Halbert & Timmermann, Allan & Sullivan, Ryan - A Subsampling Approach to Estimating the Distribution of Diverging Statistics with Applications to Assessing Financial Markets Risks (RePEc:crs:wpaper:2002-40)
by Patrice Bertail & Christian Haefke & Dimitris N, Politis & Halbert White - Dynamic Econometric Modeling (RePEc:cup:cbooks:9780521023405)
by None - Estimation, Inference and Specification Analysis (RePEc:cup:cbooks:9780521252805)
by White,Halbert - Dynamic Econometric Modeling (RePEc:cup:cbooks:9780521333955)
by None - Estimation, Inference and Specification Analysis (RePEc:cup:cbooks:9780521574464)
by White,Halbert - Laws of Large Numbers for Hilbert Space-Valued Mixingales with Applications (RePEc:cup:etheor:v:12:y:1996:i:02:p:284-304_00)
by Chen, Xiaohong & White, Halbert - Central Limit And Functional Central Limit Theorems For Hilbert-Valued Dependent Heterogeneous Arrays With Applications (RePEc:cup:etheor:v:14:y:1998:i:02:p:260-284_14)
by Chen, Xiaohong & White, Halbert - Consistent Specification Testing With Nuisance Parameters Present Only Under The Alternative (RePEc:cup:etheor:v:14:y:1998:i:03:p:295-325_14)
by Stinchcombe, Maxwell B. & White, Halbert - The Bootstrap Of The Mean For Dependent Heterogeneous Arrays (RePEc:cup:etheor:v:18:y:2002:i:06:p:1367-1384_18)
by Gonçalves, Sílvia & White, Halbert - Abstracts of Working Papers in Economics: A Computer Searchable On-line Data Base (RePEc:cup:etheor:v:1:y:1985:i:01:p:147-149_01)
by White, Halbert - A Unified Theory of Consistent Estimation for Parametric Models (RePEc:cup:etheor:v:1:y:1985:i:02:p:151-178_01)
by Bates, Charles & White, Halbert - A COMPARISON OF COMPLEMENTARY AUTOMATIC MODELING METHODS: RETINA AND PcGets (RePEc:cup:etheor:v:21:y:2005:i:01:p:262-277_05)
by Perez-Amaral, Teodosio & Gallo, Giampiero M. & White, Halbert - A Nonparametric Hellinger Metric Test For Conditional Independence (RePEc:cup:etheor:v:24:y:2008:i:04:p:829-864_08)
by Su, Liangjun & White, Halbert - Testing Structural Change In Partially Linear Models (RePEc:cup:etheor:v:26:y:2010:i:06:p:1761-1806_99)
by Su, Liangjun & White, Halbert - Some Extensions Of A Lemma Of Kotlarski (RePEc:cup:etheor:v:28:y:2012:i:04:p:925-932_00)
by Evdokimov, Kirill & White, Halbert - A Warp-Speed Method For Conducting Monte Carlo Experiments Involving Bootstrap Estimators (RePEc:cup:etheor:v:29:y:2013:i:03:p:567-589_00)
by Giacomini, Raffaella & Politis, Dimitris N. & White, Halbert - A Flexible Nonparametric Test For Conditional Independence (RePEc:cup:etheor:v:32:y:2016:i:06:p:1434-1482_00)
by Huang, Meng & Sun, Yixiao & White, Halbert - Directionally Differentiable Econometric Models (RePEc:cup:etheor:v:34:y:2018:i:05:p:1101-1131_00)
by Cho, Jin Seo & White, Halbert - Some Invariance Principles and Central Limit Theorems for Dependent Heterogeneous Processes (RePEc:cup:etheor:v:4:y:1988:i:02:p:210-230_01)
by Wooldridge, Jeffrey M. & White, Halbert - Determination of Estimators with Minimum Asymptotic Covariance Matrices (RePEc:cup:etheor:v:9:y:1993:i:04:p:633-648_00)
by Bates, Charles E. & White, Halbert - Modeling autoregressive conditional skewness and kurtosis with multi-quantile CAViaR (RePEc:ecb:ecbwps:2008957)
by Manganelli, Simone & White, Halbert & Kim, Tae-Hwan - VAR for VaR: measuring tail dependence using multivariate regression quantiles (RePEc:ecb:ecbwps:20151814)
by Manganelli, Simone & White, Halbert & Kim, Tae-Hwan - Optimum Trade Restrictions and Their Consequences (RePEc:ecm:emetrp:v:44:y:1976:i:4:p:777-86)
by Thurow, Lester C & White, Halbert - Nonlinear Regression on Cross-Section Data (RePEc:ecm:emetrp:v:48:y:1980:i:3:p:721-46)
by White, Halbert - A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity (RePEc:ecm:emetrp:v:48:y:1980:i:4:p:817-38)
by White, Halbert - Maximum Likelihood Estimation of Misspecified Models (RePEc:ecm:emetrp:v:50:y:1982:i:1:p:1-25)
by White, Halbert - Instrumental Variables Regression with Independent Observations (RePEc:ecm:emetrp:v:50:y:1982:i:2:p:483-99)
by White, Halbert - Corrigendum [Maximum Likelihood Estimation of Misspecified Models] (RePEc:ecm:emetrp:v:51:y:1983:i:2:p:513)
by White, Halbert - Nonlinear Regression with Dependent Observations (RePEc:ecm:emetrp:v:52:y:1984:i:1:p:143-61)
by White, Halbert & Domowitz, Ian - Adaptive Learning with Nonlinear Dynamics Driven by Dependent Processes (RePEc:ecm:emetrp:v:62:y:1994:i:5:p:1087-1114)
by Kuan, Chung-Ming & White, Halbert - Consistent Specification Testing via Nonparametric Series Regression (RePEc:ecm:emetrp:v:63:y:1995:i:5:p:1133-59)
by Hong, Yongmiao & White, Halbert - Monitoring Structural Change (RePEc:ecm:emetrp:v:64:y:1996:i:5:p:1045-65)
by Chu, Chia-Shang James & Stinchcombe, Maxwell & White, Halbert - High Breakdown Point Conditional Dispersion Estimation with Application to S&P 500 Daily Returns Volatility (RePEc:ecm:emetrp:v:66:y:1998:i:3:p:529-568)
by Shinichi Sakata & Halbert White - A Reality Check for Data Snooping (RePEc:ecm:emetrp:v:68:y:2000:i:5:p:1097-1126)
by Halbert White - Asymptotic Distribution Theory for Nonparametric Entropy Measures of Serial Dependence (RePEc:ecm:emetrp:v:73:y:2005:i:3:p:837-901)
by Yongmiao Hong & Halbert White - Tests of Conditional Predictive Ability (RePEc:ecm:emetrp:v:74:y:2006:i:6:p:1545-1578)
by Raffaella Giacomini & Halbert White - Testing for Regime Switching (RePEc:ecm:emetrp:v:75:y:2007:i:6:p:1671-1720)
by Jin Seo Cho & Halbert White - Closed Form Integration of Artificial Neural Networks with Some Applications to Finance (RePEc:ecm:wc2000:1080)
by Andreas Gottschling & Christian Haefke & Halbert White - Approximate Nonlinear Forecasting Methods (RePEc:eee:ecofch:1-09)
by White, Halbert - Testing a conditional form of exogeneity (RePEc:eee:ecolet:v:109:y:2010:i:2:p:88-90)
by White, Halbert & Chalak, Karim - Unanticipated money, output, and prices in the small economy (RePEc:eee:ecolet:v:1:y:1978:i:1:p:23-27)
by Michael Cox, W. & White, Halbert - S-estimation of nonlinear regression models with dependent and heterogeneous observations (RePEc:eee:econom:v:103:y:2001:i:1-2:p:5-72)
by Sakata, Shinichi & White, Halbert - Dangers of data mining: The case of calendar effects in stock returns (RePEc:eee:econom:v:105:y:2001:i:1:p:249-286)
by Sullivan, Ryan & Timmermann, Allan & White, Halbert - Maximum likelihood and the bootstrap for nonlinear dynamic models (RePEc:eee:econom:v:119:y:2004:i:1:p:199-219)
by Goncalves, Silvia & White, Halbert - Subsampling the distribution of diverging statistics with applications to finance (RePEc:eee:econom:v:120:y:2004:i:2:p:295-326)
by Bertail, Patrice & Haefke, Christian & Politis, D.N.Dimitris N. & White, Halbert - Time-series estimation of the effects of natural experiments (RePEc:eee:econom:v:135:y:2006:i:1-2:p:527-566)
by White, Halbert - A consistent characteristic function-based test for conditional independence (RePEc:eee:econom:v:141:y:2007:i:2:p:807-834)
by Su, Liangjun & White, Halbert - Mixtures of t-distributions for finance and forecasting (RePEc:eee:econom:v:144:y:2008:i:1:p:175-192)
by Giacomini, Raffaella & Gottschling, Andreas & Haefke, Christian & White, Halbert - The construction of empirical credit scoring rules based on maximization principles (RePEc:eee:econom:v:157:y:2010:i:1:p:110-119)
by Lieli, Robert P. & White, Halbert - Testing for unobserved heterogeneity in exponential and Weibull duration models (RePEc:eee:econom:v:157:y:2010:i:2:p:458-480)
by Cho, Jin Seo & White, Halbert - Generalized runs tests for the IID hypothesis (RePEc:eee:econom:v:162:y:2011:i:2:p:326-344)
by Cho, Jin Seo & White, Halbert - Local indirect least squares and average marginal effects in nonseparable structural systems (RePEc:eee:econom:v:166:y:2012:i:2:p:282-302)
by Schennach, Susanne & White, Halbert & Chalak, Karim - Nonparametric identification in nonseparable panel data models with generalized fixed effects (RePEc:eee:econom:v:168:y:2012:i:2:p:300-314)
by Hoderlein, Stefan & White, Halbert - Robustness checks and robustness tests in applied economics (RePEc:eee:econom:v:178:y:2014:i:p1:p:194-206)
by Lu, Xun & White, Halbert - Granger causality, exogeneity, cointegration, and economic policy analysis (RePEc:eee:econom:v:178:y:2014:i:p2:p:316-330)
by White, Halbert & Pettenuzzo, Davide - Conditional distributions of earnings, wages and hours for blacks and whites (RePEc:eee:econom:v:17:y:1981:i:3:p:263-285)
by White, Halbert & Olson, Lawrence - Testing for separability in structural equations (RePEc:eee:econom:v:182:y:2014:i:1:p:14-26)
by Lu, Xun & White, Halbert - Testing conditional independence via empirical likelihood (RePEc:eee:econom:v:182:y:2014:i:1:p:27-44)
by Su, Liangjun & White, Halbert - Causal discourse in a game of incomplete information (RePEc:eee:econom:v:182:y:2014:i:1:p:45-58)
by White, Halbert & Xu, Haiqing & Chalak, Karim - A two-stage procedure for partially identified models (RePEc:eee:econom:v:182:y:2014:i:1:p:5-13)
by Kaido, Hiroaki & White, Halbert - VAR for VaR: Measuring tail dependence using multivariate regression quantiles (RePEc:eee:econom:v:187:y:2015:i:1:p:169-188)
by White, Halbert & Kim, Tae-Hwan & Manganelli, Simone - Testing for monotonicity in unobservables under unconfoundedness (RePEc:eee:econom:v:193:y:2016:i:1:p:183-202)
by Hoderlein, Stefan & Su, Liangjun & White, Halbert & Yang, Thomas Tao - Regularity conditions for cox's test of non-nested hypotheses (RePEc:eee:econom:v:19:y:1982:i:2-3:p:301-318)
by White, Halbert - Editor's introduction (RePEc:eee:econom:v:20:y:1982:i:1:p:1-2)
by White, Halbert - Misspecified models with dependent observations (RePEc:eee:econom:v:20:y:1982:i:1:p:35-58)
by Domowitz, Ian & White, Halbert - Editor's introduction (RePEc:eee:econom:v:21:y:1983:i:1:p:1-3)
by White, Halbert - Tests for model specification in the presence of alternative hypotheses : Some further results (RePEc:eee:econom:v:21:y:1983:i:1:p:53-70)
by MacKinnon, James G. & White, Halbert & Davidson, Russell - Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties (RePEc:eee:econom:v:29:y:1985:i:3:p:305-325)
by MacKinnon, James G. & White, Halbert - Interval forecasting : An analysis based upon ARCH-quantile estimators (RePEc:eee:econom:v:40:y:1989:i:1:p:87-96)
by Granger, C. W. J. & White, Halbert & Kamstra, Mark - Testing for neglected nonlinearity in time series models : A comparison of neural network methods and alternative tests (RePEc:eee:econom:v:56:y:1993:i:3:p:269-290)
by Lee, Tae-Hwy & White, Halbert & Granger, Clive W. J. - Comments on testing economic theories and the use of model selection criteria (RePEc:eee:econom:v:67:y:1995:i:1:p:173-187)
by Granger, Clive W. J. & King, Maxwell L. & White, Halbert - Information criteria for selecting possibly misspecified parametric models (RePEc:eee:econom:v:71:y:1996:i:1-2:p:207-225)
by Sin, Chor-Yiu & White, Halbert - Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes (RePEc:eee:econom:v:96:y:2000:i:1:p:39-73)
by Corradi, Valentina & Swanson, Norman R. & White, Halbert - Trends in unit energy consumption: The performance of end-use models (RePEc:eee:energy:v:14:y:1989:i:12:p:943-960)
by Granger, Clive W.J. & Chung-Ming, Kuan & Matthew, Mattson & White, Halbert - On more robust estimation of skewness and kurtosis (RePEc:eee:finlet:v:1:y:2004:i:1:p:56-73)
by Kim, Tae-Hwan & White, Halbert - Forecasting economic time series using flexible versus fixed specification and linear versus nonlinear econometric models (RePEc:eee:intfor:v:13:y:1997:i:4:p:439-461)
by Swanson, Norman R. & White, Halbert - Forecast evaluation with shared data sets (RePEc:eee:intfor:v:19:y:2003:i:2:p:217-227)
by Sullivan, Ryan & Timmermann, Allan & White, Halbert - Disclosure incentives when competing firms have common ownership (RePEc:eee:jaecon:v:67:y:2019:i:2:p:387-415)
by Park, Jihwon & Sani, Jalal & Shroff, Nemit & White, Hal - Nonparametric Adaptive Learning with Feedback (RePEc:eee:jetheo:v:82:y:1998:i:1:p:190-222)
by Chen, Xiaohong & White, Halbert - Learning in recurrent neural networks (RePEc:eee:matsoc:v:22:y:1991:i:1:p:102-103)
by White, Halbert - The dangers of data-driven inference: the case of calender effects in stock returns (RePEc:ehl:lserod:119142)
by Sullivan, Ryan & Timmermann, Allan & White, Halbert - Data snooping, technical trading, rule performance, and the bootstrap (RePEc:ehl:lserod:119144)
by Sullivan, Ryan & Timmermann, Allan & White, Halbert - New Perspectives in Econometric Theory (RePEc:elg:eebook:3245)
by Halbert White - Advances in Econometric Theory (RePEc:elg:eebook:827)
by Halbert White - Estimation, Inference, And Specification Testing For Possibly Misspecified Quantile Regression (RePEc:eme:aecozz:s0731-9053(03)17005-3)
by Tae-Hwan Kim & Halbert White - Conditional Independence Specification Testing for Dependent Processes with Local Polynomial Quantile Regression (RePEc:eme:aecozz:s0731-9053(2012)0000029018)
by Liangjun Su & Halbert L. White - Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing☆A glossary of notation and the program codes written in GAUSS for our simulations are available at (RePEc:eme:aecozz:s0731-905320140000033014)
by Jin Seo Cho & Halbert White - A Flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA) (RePEc:fir:econom:wp2003_04)
by Teodosio Perez-Amaral & Giampiero M. Gallo & Halbert L. White - A Comparison of Complementary Automatic Modeling Methods: RETINA and PcGets (RePEc:fir:econom:wp2004_12)
by Teodosio Perez-Amaral & Giampiero M. Gallo & Halbert L. White - Data-Snooping, Technical Trading, Rule Performance and the Bootstrap (RePEc:fmg:fmgdps:dp303)
by Allan Timmermann & Halbert White & Ryan Sullivan - The Dangers of Data-Driven Inference: The Case of Calendar Effects in Stock Returns (RePEc:fmg:fmgdps:dp304)
by Allan Timmermann & Halbert White & Ryan Sullivan - A Models Selection Approach to Real-Time Macroeconomic Forecasting Using Linear Models and Artificial Neural Networks (RePEc:fth:pensta:04-95-12)
by Swanson, N.R. & White, H. - Testing for Stationarity-Ergodicity and for Comovements Between Nonlinear Discrete Time Markov Processes (RePEc:fth:pensta:4-96-6)
by Corradi, V. & Swanson, N. & White, H. - Strong Convergence of Recursive M-Estimators for Models with Dynamic Latent Variables (RePEc:fth:stante:25)
by Kuan, C.M. & White, H. - Generalized Information Matrix Tests for Detecting Model Misspecification (RePEc:gam:jecnmx:v:4:y:2016:i:4:p:46-:d:82838)
by Richard M. Golden & Steven S. Henley & Halbert White & T. Michael Kashner - Consequences of Model Misspecification for Maximum Likelihood Estimation with Missing Data (RePEc:gam:jecnmx:v:7:y:2019:i:3:p:37-:d:264548)
by Richard M. Golden & Steven S. Henley & Halbert White & T. Michael Kashner - Subsampling the distribution of diverging statistics with applications to finance (RePEc:hal:journl:hal-03148840)
by Patrice Bertail & Dimitris Politis & Haeffke Christian & Halbert White - Testing for Unobserved Heterogeneity in Exponential and Weibull Duration Models (RePEc:iek:wpaper:0912)
by Jin Seo Cho & Halbert White - Generalized Runs Test for the IID Hypothesis (RePEc:iek:wpaper:0913)
by Jin Seo Cho & Halbert White - Testing for a Constant Mean Function using Functional Regression (RePEc:iek:wpaper:0915)
by Jin Seo Cho & Meng Huang & Halbert White - Using Least Squares to Approximate Unknown Regression Functions (RePEc:ier:iecrev:v:21:y:1980:i:1:p:149-70)
by White, Halbert - Differencing as a Test of Specification (RePEc:ier:iecrev:v:23:y:1982:i:3:p:535-52)
by Plosser, Charles I & Schwert, G William & White, Halbert - A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators (RePEc:ifs:cemmap:11/12)
by Raffaella Giacomini & Dimitris N. Politis & Halbert White - Estimating average marginal effects in nonseparable structural systems (RePEc:ifs:cemmap:31/07)
by Susanne M. Schennach & Halbert White & Karim Chalak - Nonparametric identification in nonseparable panel data models with generalized fixed effects (RePEc:ifs:cemmap:33/09)
by Stefan Hoderlein & Halbert White - Mixtures of t-distributions for Finance and Forecasting (RePEc:ihs:ihsesp:216)
by Giacomini, Raffaella & Gottschling, Andreas & Haefke, Christian & White, Halbert - A Unified Theory of Consistent Estimation for Parametric Models (RePEc:mit:worpap:359)
by Charles Bates & Halbert White - The Bootstrap of Mean for Dependent Heterogeneous Arrays (RePEc:mtl:montde:2001-19)
by GONÇALVES, Silvia & WHITE, Halbert - The Bootstrap of Mean for Dependent Heterogeneous Arrays (RePEc:mtl:montec:2001-19)
by Goncalves, S. & White, H. - Inference on Risk-Neutral Measures for Incomplete Markets (RePEc:oup:jfinec:v:7:y:2009:i:3:p:199-246)
by Hiroaki Kaido & Halbert White - Remarks for the Clive Granger Memorial, July 31, 2009 (RePEc:oup:jfinec:v:8:y:2010:i:2:p:160-161)
by Halbert L. White - Granger Causality and Dynamic Structural Systems (RePEc:oup:jfinec:v:8:y:2010:i:2:p:193-243)
by Halbert White & Xun Lu - Some Measurability Results for Extrema of Random Functions Over Random Sets (RePEc:oup:restud:v:59:y:1992:i:3:p:495-514.)
by Maxwell B. Stinchcombe & Halbert White - Cointegration, Causality, and Forecasting: Festschrift in Honour of Clive W. J. Granger (RePEc:oxp:obooks:9780198296836)
by None - VAR for VaR: measuring systemic risk using multivariate regression quantiles (RePEc:pra:mprapa:35372)
by White, Halbert & Kim, Tae-Hwan & Manganelli, Simone - Some Further Results on Tests for Model Specification in the Presence of Alternative Hypotheses (RePEc:qed:wpaper:491)
by James G. MacKinnon & Halbert White & Russell Davidson - Some Heteroskedasticity Consistent Covariance Matrix Estimators with Improved Finite Sample Properties (RePEc:qed:wpaper:537)
by James G. MacKinnon & Halbert White - Closed Form Integration Of Artificial Neural Networks With Some Applications To Finance (RePEc:sce:scecf0:366)
by Christian Haefke & Halbert White & Andreas Gottschling - Testing for Monotonicity in Unobservables under Unconfoundedness (RePEc:siu:wpaper:03-2016)
by Stefan Hoderlein & Liangjun Su & Halbert White & Thomas Tao Yang - Granger Causality and Structural Causality in Cross-Section and Panel Data (RePEc:siu:wpaper:04-2016)
by Xun Lu & Liangjun Su & Halbert White - An efficient algorithm to compute maximum entropy densities (RePEc:taf:emetrv:v:18:y:1999:i:2:p:127-140)
by D. Ormoneit & H. White - Automatic Block-Length Selection for the Dependent Bootstrap (RePEc:taf:emetrv:v:23:y:2004:i:1:p:53-70)
by Dimitris Politis & Halbert White - Correction to “Automatic Block-Length Selection for the Dependent Bootstrap” by D. Politis and H. White (RePEc:taf:emetrv:v:28:y:2009:i:4:p:372-375)
by Andrew Patton & Dimitris Politis & Halbert White - Identification and Identification Failure for Treatment Effects Using Structural Systems (RePEc:taf:emetrv:v:32:y:2013:i:3:p:273-317)
by Halbert White & Karim Chalak - Causal Discourse in a Game of Incomplete Information (RePEc:tex:wpaper:130912)
by Halbert White & Haiqing Xu & Karim Chalak - A Model Selection Approach To Real-Time Macroeconomic Forecasting Using Linear Models And Artificial Neural Networks (RePEc:tpr:restat:v:79:y:1997:i:4:p:540-550)
by Norman R. Swanson & Halbert White - Causal Diagrams for Treatment Effect Estimation with Application to Efficient Covariate Selection (RePEc:tpr:restat:v:93:y:2011:i:4:p:1453-1459)
by Halbert White & Xun Lu - A flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA) (RePEc:ucm:doicae:0201)
by Halbert L. White & Giampiero M. Gallo & Teodosio Pérez Amaral - Flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA) (RePEc:ucm:doicae:0309)
by Teodosio Perez-Amaral & Giampiero M. Gallo & Halbert White - Optimal Investment in Schooling when Incomes are Risky (RePEc:ucp:jpolec:v:87:y:1979:i:3:p:522-39)
by Olson, Lawrence & White, Halbert & Shefrin, H M - A subsampling approach to estimating the distribution of diversing statistics with application to assessing financial market risks (RePEc:upf:upfgen:599)
by Patrice Bertail & Christian Haefke & Dimitris N. Politis & Halbert White - Hypernormal densities (RePEc:upf:upfgen:638)
by Raffaella Giacomini & Andreas Gottschling & Christian Haefke & Halbert White - Unanticipated Money, Output, and Prices in the Small Economy (RePEc:uwo:uwowop:7827)
by W. Michael Cox & Halbert White - Viewpoint: An extended class of instrumental variables for the estimation of causal effects (RePEc:wly:canjec:v:44:y:2011:i:1:p:1-51)
by Karim Chalak & Halbert White - Estimating nonseparable models with mismeasured endogenous variables (RePEc:wly:quante:v:6:y:2015:i:3:p:749-794)
by Suyong Song & Susanne M. Schennach & Halbert White - Tests of Conditional Predictive Ability (RePEc:wpa:wuwpem:0308001)
by Raffaella Giacomini & Halbert White - A Model Selection Approach to Real-Time Macroeconomic Forecasting Using Linear Models and Artificial Neural Networks (RePEc:wpa:wuwpma:9503004)
by Norman R. Swanson & Halbert White - Testing for Neglected Nonlinearity Using Twofold Unidentified Models under the Null and Hexic Expansions (published in: Essays in Nonlinear Time Series Econometrics, Festschrift in Honor of Timo Teras (RePEc:yon:wpaper:2013rwp-55)
by Jin Seo Cho & Isao Ishida & Halbert White - Mathematical Proofs for "Testing for Neglected Nonlinearity Using Twofold Unidentified Models under the Null and Hexic Expansions" (RePEc:yon:wpaper:2013rwp-55a)
by Jin Seo Cho & Isao Ishida & Halbert White - Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing (RePEc:yon:wpaper:2014rwp-67)
by Jin Seo Cho & Halbert White - Notations in "Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing" by Cho and White (2014) (RePEc:yon:wpaper:2014rwp-67a)
by Jin Seo Cho & Halbert White - Directionally Differentiable Econometric Models (RePEc:yon:wpaper:2017rwp-103)
by Jin Seo Cho & Halbert White - Supplements to "Directionally Differentiable Econometric Models" (RePEc:yon:wpaper:2017rwp-103a)
by Jin Seo Cho & Halbert White - Testing a Constant Mean Function Using Functional Regression (RePEc:yon:wpaper:2021rwp-190)
by Jin Seo Cho & Meng Huang & Halbert White - Can mutual fund stars really pick stocks? New evidence from a bootstrap analysis (RePEc:zbw:cfrwps:0514)
by Kosowski, Robert & Timmermann, Allan & Wermers, Russ & White, Hal - Closed form integration of artificial neural networks with some applications (RePEc:zbw:dbrrns:999)
by Gottschling, Andreas & Haefke, Christian & White, Halbert