Access Statistics for Halbert White

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparison of Complementary Automatic Modeling Methods: RETINA and PcGets 0 0 0 73 0 0 10 258
A Consistent Characteristic-Function-Based Test for Conditional Independence 0 0 0 15 1 3 13 112
A Flexible Nonparametric Test for Conditional Independence 0 0 0 41 0 1 5 94
A Flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA) 0 0 0 44 0 0 7 240
A Model Selection Approach to Real-Time Macroeconomic Forecasting Using Linear Models and Artificial Neural Networks 0 0 0 1,207 0 0 11 3,359
A Models Selection Approach to Real-Time Macroeconomic Forecasting Using Linear Models and Artificial Neural Networks 0 0 0 3 0 0 6 511
A Subsampling Approach to Estimating The Distribution of Diverging Statistics with Applications to Assessing Financial Market Risk 0 0 0 4 0 0 7 49
A Subsampling Approach to Estimating the Distribution of Diverging Statistics with Applications to Assessing Financial Markets Risks 0 0 0 8 0 0 2 36
A Unified Theory of Consistent Estimation for Parametric Models 0 0 0 0 0 0 6 167
A flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA) 0 0 0 70 0 0 7 336
A subsampling approach to estimating the distribution of diversing statistics with application to assessing financial market risks 0 0 0 179 0 0 7 1,008
A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators 0 0 0 0 1 1 16 22
A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators 0 0 0 47 1 2 7 206
An Extended Class of Instrumental Variables for the Estimation of Causal Effects 0 0 1 113 0 2 12 410
Asymptotic Properties of Some Projection-based Robbins-Monro Procedures in a Hilbert Space 0 0 0 13 1 1 4 63
Asymptotic and Bayesian Confidence Intervals for Sharpe Style Weights 0 0 1 14 0 2 12 82
Bootstrapping the Information Matrix Test 0 0 0 6 0 1 9 76
CLOSED FORM INTEGRATION OF ARTIFICIAL NEURAL NETWORKS WITH SOME APPLICATIONS TO FINANCE 0 0 0 249 0 0 9 720
Can mutual fund stars really pick stocks? New evidence from a bootstrap analysis 0 0 3 133 0 3 30 517
Causal Discourse in a Game of Incomplete Information 0 1 2 23 0 1 13 139
Causality, Conditional Independence, and Graphical Separation in Settable Systems 0 0 1 149 0 1 27 490
Closed Form Integration of Artificial Neural Networks with Some Applications to Finance 0 0 0 138 0 1 6 311
Closed Form Integration of Artificial Neural Networks with Some Applications to Finance 0 0 0 3 0 0 5 37
Closed form integration of artificial neural networks with some applications 0 1 1 22 0 2 12 116
Comments on Testing Economic Theories and the Use of Model Selection Criteria 1 1 1 1 1 2 5 5
Constrained Information Processing and Individual Income Expectations 0 0 0 20 0 2 13 86
Dangers of Data-Driven Inference: The Case of Calendar Effects in Stock Returns 0 1 2 39 0 2 12 132
Data snooping, technical trading, rule performance, and the bootstrap 1 4 6 10 11 19 44 62
Data-Snooping, Technical Trading Rule Performance and the Bootstrap 0 1 3 343 1 8 33 1,118
Data-Snooping, Technical Trading, Rule Performance and the Bootstrap 0 1 4 1,035 14 20 61 2,777
Directionally Differentiable Econometric Models 0 0 0 55 0 2 29 125
Estimating average marginal effects in nonseparable structural systems 0 0 0 123 0 1 6 389
Estimation, Inference, and Specification Testing for Possibly Misspecified Quantile Regression 0 0 0 45 1 2 18 143
Flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA) 0 0 0 48 0 2 6 277
Forecast Evaluation with Shared Data Sets 0 0 0 121 0 0 12 385
Generalized Runs Test for the IID Hypothesis 0 0 0 201 0 1 22 873
Granger Causality, Exogeneity, Cointegration, and Economic Policy Analysis 0 0 0 144 0 2 23 577
Hypernormal Densities 0 0 0 3 0 0 6 38
Hypernormal Densities 0 0 0 100 0 1 15 574
Hypernormal densities 0 0 0 201 0 0 8 786
Identifying Structural Effects in Nonseparable Systems Using Covariates 0 1 3 34 0 1 15 154
James-Stein Type Estimator in Large Samples with Application to the Least Absolute Deviations Estimator 0 0 0 4 0 1 4 60
James-Stein Type Estimators in Large Samples with Application to the Least Absolute Deviations Estimator 0 0 0 4 0 0 9 51
James-Stein Type Estimators in Large Samples with Application to the Least Absolute Deviations Estimator 0 0 0 5 0 0 5 89
Linking Granger Causality and the Pearl Causal Model with Settable Systems 0 0 2 168 0 1 33 455
Local Indirect Least Squares and Average Marginal Effects in Nonseparable Structural Systems 0 0 0 98 0 3 25 468
M-Testing Using Finite and Infinite Dimensional Parameter Estimators 0 0 0 8 0 2 9 66
Mathematical Proofs for "Testing for Neglected Nonlinearity Using Twofold Unidentified Models under the Null and Hexic Expansions" 0 0 0 19 0 0 8 101
Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models 0 0 0 329 0 0 10 1,348
Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models 0 0 0 9 0 0 5 88
Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models 0 0 0 18 0 1 6 88
Mixtures of t-distributions for Finance and Forecasting 0 0 0 221 0 1 14 562
Modeling autoregressive conditional skewness and kurtosis with multi-quantile CAViaR 0 0 0 191 0 0 27 660
Nonparametric Identification in Nonseparable Panel Data Models with Generalized Fixed Effects 0 0 0 17 0 0 12 117
Nonparametric identification in nonseparable panel data models with generalized fixed effects 0 0 0 89 1 3 10 226
Notations in "Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing" by Cho and White (2014) 0 0 0 24 0 1 7 69
On More Robust Estimation of Skewness and Kurtosis: Simulation and Application to the S&P500 Index 0 0 0 83 0 0 8 229
Some Further Results on Tests for Model Specification in the Presence of Alternative Hypotheses 0 0 0 0 0 1 11 176
Some Heteroskedasticity Consistent Covariance Matrix Estimators with Improved Finite Sample Properties 3 5 8 491 6 16 55 1,473
Strong Convergence of Recursive M-Estimators for Models with Dynamic Latent Variables 0 0 0 0 0 1 9 356
Subsampling the distribution of diverging statistics with applications to finance 0 0 0 0 0 0 3 7
Supplements to "Directionally Differentiable Econometric Models" 0 0 1 29 0 0 15 73
Testing Conditional Independence Via Empirical Likelihood 0 0 0 17 0 1 11 118
Testing Monotonicity in Unobservables with Panel Data 0 0 0 39 1 2 15 89
Testing a Conditional Form of Exogeneity 0 0 1 68 0 3 23 221
Testing a Constant Mean Function Using Functional Regression 0 0 0 171 0 0 14 78
Testing for Monotonicity in Unobservables under Unconfoundedness 0 0 0 35 1 2 7 110
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 Terasvirta. Eds. Niels Haldrup, Mika Meitz, and Pentti Saikkonen (2014). Oxford: Oxford University Press.) 0 0 0 37 0 1 8 182
Testing for Stationarity-Ergodicity and for Comovements Between Nonlinear Discrete Time Markov Processes 0 0 0 0 0 1 13 770
Testing for Unobserved Heterogeneity in Exponential and Weibull Duration Models 0 0 0 129 0 2 11 568
Testing for a Constant Mean Function using Functional Regression 0 0 0 106 0 0 3 632
Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing 0 0 0 88 2 7 21 145
Tests of Conditional Predictive Ability 0 0 2 34 0 3 15 191
Tests of Conditional Predictive Ability 0 3 7 535 2 17 56 1,292
Tests of conditional predictive ability 1 4 9 543 3 14 52 1,586
The Bootstrap of Mean for Dependent Heterogeneous Arrays 0 0 0 0 0 1 8 204
The Bootstrap of Mean for Dependent Heterogeneous Arrays 0 0 0 43 0 0 17 292
The Bootstrap of the Mean for Dependent Heterogeneous Arrays 0 0 0 152 0 0 7 758
The Dangers of Data-Driven Inference: The Case of Calendar Effects in Stock Returns 0 0 1 238 0 3 14 767
The dangers of data-driven inference: the case of calender effects in stock returns 0 0 0 0 0 0 10 11
Unanticipated Money, Output, and Prices in the Small Economy 0 0 0 0 0 0 3 7
VAR for VaR: measuring systemic risk using multivariate regression quantiles 0 1 2 139 0 4 27 420
VAR for VaR: measuring tail dependence using multivariate regression quantiles 0 0 1 63 2 4 27 334
Total Working Papers 6 24 62 9,321 50 182 1,218 33,397
2 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A COMPARISON OF COMPLEMENTARY AUTOMATIC MODELING METHODS: RETINA AND PcGets 0 0 0 12 0 1 10 128
A Direct Test for Changing Trend 0 0 0 0 0 0 12 332
A FLEXIBLE NONPARAMETRIC TEST FOR CONDITIONAL INDEPENDENCE 0 0 0 6 0 0 14 54
A Flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA)* 0 0 0 22 0 0 5 133
A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity 11 41 99 6,645 28 130 387 20,314
A MAJOR COLLECTION OF EARLY WORKS ON POLITICAL ECONOMY 0 0 0 4 1 2 5 22
A Model Selection Approach To Real-Time Macroeconomic Forecasting Using Linear Models And Artificial Neural Networks 0 0 2 422 0 1 12 1,181
A Model-Selection Approach to Assessing the Information in the Term Structure Using Linear Models and Artificial Neural Networks 0 0 0 0 1 2 15 512
A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE 0 0 0 72 1 1 8 216
A Note on Computing the Heteroskedasticity Consistent Covariance Matrix Using Instrumental Variable Techniques 0 0 0 0 1 1 8 195
A Reality Check for Data Snooping 0 0 0 11 34 63 135 2,957
A Unified Theory of Consistent Estimation for Parametric Models 0 0 0 24 1 1 7 81
A WARP-SPEED METHOD FOR CONDUCTING MONTE CARLO EXPERIMENTS INVOLVING BOOTSTRAP ESTIMATORS 0 0 0 41 0 1 14 146
A consistent characteristic function-based test for conditional independence 0 0 3 70 0 2 24 299
A two-stage procedure for partially identified models 0 0 0 12 1 3 15 89
Abstracts of Working Papers in Economics: A Computer Searchable On-line Data Base 0 0 0 1 0 1 4 38
Adaptive Learning with Nonlinear Dynamics Driven by Dependent Processes 0 0 1 85 1 1 18 411
An Alternative Proof That OLS is BLUE 0 0 0 49 1 1 10 230
An efficient algorithm to compute maximum entropy densities 0 0 0 134 1 2 20 343
Asymptotic Distribution Theory for Nonparametric Entropy Measures of Serial Dependence 0 0 0 168 1 3 12 615
Asymptotic Properties of Some Projection-based Robbins-Monro Procedures in a Hilbert Space 0 0 0 61 0 0 17 315
Automatic Block-Length Selection for the Dependent Bootstrap 2 4 8 168 5 18 71 520
Bootstrap Standard Error Estimates for Linear Regression 0 0 0 211 0 0 11 577
CENTRAL LIMIT AND FUNCTIONAL CENTRAL LIMIT THEOREMS FOR HILBERT-VALUED DEPENDENT HETEROGENEOUS ARRAYS WITH APPLICATIONS 0 0 1 47 0 1 13 145
CONSISTENT SPECIFICATION TESTING WITH NUISANCE PARAMETERS PRESENT ONLY UNDER THE ALTERNATIVE 1 2 3 125 3 5 23 271
Can Mutual Fund “Stars” Really Pick Stocks? New Evidence from a Bootstrap Analysis 0 0 9 349 3 14 61 1,120
Causal Diagrams for Treatment Effect Estimation with Application to Efficient Covariate Selection 0 0 0 94 1 3 9 233
Causal discourse in a game of incomplete information 0 0 1 16 1 1 8 77
Comments on testing economic theories and the use of model selection criteria 0 0 0 222 0 1 3 592
Conditional distributions of earnings, wages and hours for blacks and whites 0 0 0 8 0 0 2 50
Consequences of Model Misspecification for Maximum Likelihood Estimation with Missing Data 0 0 2 9 0 2 19 112
Consideration of Trends in Time Series 0 0 10 312 2 3 24 654
Consistent Specification Testing via Nonparametric Series Regression 0 0 1 127 0 4 19 429
Correction to “Automatic Block-Length Selection for the Dependent Bootstrap” by D. Politis and H. White 0 0 6 98 8 12 42 352
Corrigendum [Maximum Likelihood Estimation of Misspecified Models] 0 0 0 2 1 6 16 235
DIRECTIONALLY DIFFERENTIABLE ECONOMETRIC MODELS 0 0 0 4 0 2 16 55
Dangers of data mining: The case of calendar effects in stock returns 3 6 10 1,181 13 22 47 3,012
Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap 3 17 33 390 87 195 308 1,218
Determination of Estimators with Minimum Asymptotic Covariance Matrices 0 0 0 15 0 0 8 66
Differencing as a Test of Specification 0 0 0 42 0 2 12 225
Disclosure incentives when competing firms have common ownership 0 1 2 80 3 11 49 290
Editor's introduction 0 0 0 3 1 1 6 38
Editor's introduction 0 0 0 5 0 0 2 19
Estimating nonseparable models with mismeasured endogenous variables 0 0 3 57 0 0 13 177
Finite Lag Estimation of Non-Markovian Processes 0 0 0 0 2 2 10 10
Forecast evaluation with shared data sets 0 0 0 71 1 1 7 202
Forecasting economic time series using flexible versus fixed specification and linear versus nonlinear econometric models 0 0 0 133 0 2 17 520
Generalized Information Matrix Tests for Detecting Model Misspecification 0 0 1 9 1 5 23 100
Generalized runs tests for the IID hypothesis 0 0 0 45 0 0 8 186
Granger Causality and Dynamic Structural Systems 0 1 2 78 0 2 17 543
Granger causality, exogeneity, cointegration, and economic policy analysis 0 0 1 56 0 1 11 308
High Breakdown Point Conditional Dispersion Estimation with Application to S&P 500 Daily Returns Volatility 0 0 0 2 1 2 7 614
Identification and Identification Failure for Treatment Effects Using Structural Systems 0 1 1 54 1 3 14 153
Inference on Risk-Neutral Measures for Incomplete Markets 0 0 0 27 1 3 14 284
Information criteria for selecting possibly misspecified parametric models 1 2 7 403 3 10 39 914
Instrumental Variables Regression with Independent Observations 0 1 2 217 1 3 12 734
Interval forecasting: An analysis based upon ARCH-quantile estimators 0 0 1 218 1 2 11 503
James-Stein-Type Estimators in Large Samples With Application to the Least Absolute Deviations Estimator 0 0 0 31 0 0 6 117
Laws of Large Numbers for Hilbert Space-Valued Mixingales with Applications 0 2 2 42 1 4 17 137
Learning in recurrent neural networks 0 0 1 69 1 2 11 157
Local indirect least squares and average marginal effects in nonseparable structural systems 0 0 1 45 1 2 25 313
Maximum Likelihood Estimation of Misspecified Models 3 7 13 1,861 10 24 67 4,467
Maximum likelihood and the bootstrap for nonlinear dynamic models 1 1 3 292 1 2 19 679
Misspecified models with dependent observations 0 0 2 129 0 0 9 275
Mixtures of t-distributions for finance and forecasting 0 0 0 49 0 0 15 170
Monitoring Structural Change 3 4 12 312 4 9 40 883
Nonlinear Regression on Cross-Section Data 0 1 4 320 0 2 13 969
Nonlinear Regression with Dependent Observations 0 1 3 331 0 2 14 864
Nonparametric Adaptive Learning with Feedback 0 0 1 64 1 3 11 173
Nonparametric identification in nonseparable panel data models with generalized fixed effects 0 0 0 65 0 0 11 247
On more robust estimation of skewness and kurtosis 2 2 6 376 5 8 35 885
Optimal Investment in Schooling when Incomes are Risky 0 0 0 51 1 2 11 152
Optimum Trade Restrictions and Their Consequences 0 0 0 33 0 1 9 205
Regularity conditions for cox's test of non-nested hypotheses 0 0 1 76 0 2 23 233
Remarks for the Clive Granger Memorial, July 31, 2009 0 0 0 12 0 0 7 45
Robustness checks and robustness tests in applied economics 3 18 63 3,913 21 79 327 32,058
S-estimation of nonlinear regression models with dependent and heterogeneous observations 0 0 0 61 0 0 4 196
SOME EXTENSIONS OF A LEMMA OF KOTLARSKI 0 0 0 32 0 2 12 97
Some Invariance Principles and Central Limit Theorems for Dependent Heterogeneous Processes 0 0 3 112 0 0 10 229
Some Measurability Results for Extrema of Random Functions Over Random Sets 0 0 3 63 0 0 12 279
Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties 2 17 54 697 25 79 261 2,000
Specification Tests for the Variance of a Diffusion 0 0 0 2 0 1 5 14
Subsampling the distribution of diverging statistics with applications to finance 0 0 0 37 0 1 7 193
TESTING STRUCTURAL CHANGE IN PARTIALLY LINEAR MODELS 0 0 0 20 1 1 12 76
THE BOOTSTRAP OF THE MEAN FOR DEPENDENT HETEROGENEOUS ARRAYS 0 0 2 36 0 1 17 127
Testing a conditional form of exogeneity 0 0 0 38 0 1 9 140
Testing conditional independence via empirical likelihood 0 0 3 21 0 2 24 138
Testing for Regime Switching 0 0 0 210 0 2 48 672
Testing for monotonicity in unobservables under unconfoundedness 0 0 0 4 2 4 18 111
Testing for neglected nonlinearity in time series models: A comparison of neural network methods and alternative tests 2 2 3 633 2 5 36 1,477
Testing for separability in structural equations 0 0 0 17 0 0 11 95
Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes 0 0 0 82 0 1 17 357
Testing for unobserved heterogeneity in exponential and Weibull duration models 0 0 0 34 1 1 11 190
Tests for model specification in the presence of alternative hypotheses: Some further results 0 1 1 279 1 4 16 657
Tests of Conditional Predictive Ability 2 5 7 746 8 20 62 2,269
The construction of empirical credit scoring rules based on maximization principles 0 1 1 60 0 2 19 269
Time-series estimation of the effects of natural experiments 1 1 1 117 1 2 14 316
Trends in unit energy consumption: The performance of end-use models 0 0 0 4 0 0 6 53
Unanticipated money, output, and prices in the small economy 0 0 0 7 0 0 2 25
Using Least Squares to Approximate Unknown Regression Functions 1 1 3 294 2 4 19 710
VAR for VaR: Measuring tail dependence using multivariate regression quantiles 0 1 6 73 1 2 31 313
Viewpoint: An extended class of instrumental variables for the estimation of causal effects 1 1 2 3 2 3 21 34
Viewpoint: An extended class of instrumental variables for the estimation of causal effects 0 0 1 58 0 0 9 188
Total Journal Articles 42 142 411 24,528 304 835 3,107 98,403

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Advances in Econometric Theory 0 0 1 23 0 0 6 54
Estimation, Inference and Specification Analysis 0 0 0 0 0 6 22 500
Estimation, Inference and Specification Analysis 0 0 0 0 1 6 47 852
New Perspectives in Econometric Theory 1 2 5 18 1 2 11 47
Total Books 1 2 6 41 2 14 86 1,453

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Approximate Nonlinear Forecasting Methods 0 0 4 393 2 2 33 1,198
Conditional Independence Specification Testing for Dependent Processes with Local Polynomial Quantile Regression 0 0 0 3 0 1 16 23
ESTIMATION, INFERENCE, AND SPECIFICATION TESTING FOR POSSIBLY MISSPECIFIED QUANTILE REGRESSION 0 0 0 7 0 1 11 42
Nonparametric Estimation of Conditional Quantiles Using Neural Networks 0 0 0 0 0 1 4 4
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:http://web.yonsei.ac.kr/jinseocho/research.htm 1 1 1 4 2 5 11 86
Total Chapters 1 1 5 407 4 10 75 1,353

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Statistics updated 2026-08-07