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 3 11 258
A Consistent Characteristic-Function-Based Test for Conditional Independence 0 0 0 15 2 3 12 111
A Flexible Nonparametric Test for Conditional Independence 0 0 0 41 0 1 4 93
A Flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA) 0 0 0 44 0 2 8 240
A Model Selection Approach to Real-Time Macroeconomic Forecasting Using Linear Models and Artificial Neural Networks 0 0 1 1,207 0 4 16 3,359
A Models Selection Approach to Real-Time Macroeconomic Forecasting Using Linear Models and Artificial Neural Networks 0 0 0 3 0 2 7 511
A Subsampling Approach to Estimating The Distribution of Diverging Statistics with Applications to Assessing Financial Market Risk 0 0 0 4 0 3 7 49
A Subsampling Approach to Estimating the Distribution of Diverging Statistics with Applications to Assessing Financial Markets Risks 0 0 0 8 0 1 2 36
A Unified Theory of Consistent Estimation for Parametric Models 0 0 0 0 0 2 7 167
A flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA) 0 0 0 70 0 1 7 336
A subsampling approach to estimating the distribution of diversing statistics with application to assessing financial market risks 0 0 0 179 0 1 8 1,008
A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators 0 0 0 47 0 1 5 204
A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators 0 0 0 0 0 5 16 21
An Extended Class of Instrumental Variables for the Estimation of Causal Effects 0 1 1 113 0 6 10 408
Asymptotic Properties of Some Projection-based Robbins-Monro Procedures in a Hilbert Space 0 0 1 13 0 1 6 62
Asymptotic and Bayesian Confidence Intervals for Sharpe Style Weights 0 0 1 14 1 6 11 81
Bootstrapping the Information Matrix Test 0 0 0 6 1 4 9 76
CLOSED FORM INTEGRATION OF ARTIFICIAL NEURAL NETWORKS WITH SOME APPLICATIONS TO FINANCE 0 0 0 249 0 1 10 720
Can mutual fund stars really pick stocks? New evidence from a bootstrap analysis 0 0 3 133 0 5 27 514
Causal Discourse in a Game of Incomplete Information 0 1 1 22 0 3 12 138
Causality, Conditional Independence, and Graphical Separation in Settable Systems 0 1 1 149 1 8 29 490
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 to Finance 0 0 0 138 0 1 6 310
Closed form integration of artificial neural networks with some applications 0 0 0 21 1 4 11 115
Comments on Testing Economic Theories and the Use of Model Selection Criteria 0 0 0 0 1 2 4 4
Constrained Information Processing and Individual Income Expectations 0 0 0 20 2 2 13 86
Dangers of Data-Driven Inference: The Case of Calendar Effects in Stock Returns 0 1 1 38 1 3 11 131
Data snooping, technical trading, rule performance, and the bootstrap 1 2 4 7 4 10 32 47
Data-Snooping, Technical Trading Rule Performance and the Bootstrap 0 0 2 342 2 12 28 1,112
Data-Snooping, Technical Trading, Rule Performance and the Bootstrap 0 1 3 1,034 1 12 49 2,758
Directionally Differentiable Econometric Models 0 0 0 55 2 12 30 125
Estimating average marginal effects in nonseparable structural systems 0 0 0 123 0 0 5 388
Estimation, Inference, and Specification Testing for Possibly Misspecified Quantile Regression 0 0 0 45 1 4 18 142
Flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA) 0 0 0 48 1 1 8 276
Forecast Evaluation with Shared Data Sets 0 0 0 121 0 5 13 385
Generalized Runs Test for the IID Hypothesis 0 0 0 201 1 3 24 873
Granger Causality, Exogeneity, Cointegration, and Economic Policy Analysis 0 0 0 144 2 6 24 577
Hypernormal Densities 0 0 0 100 1 1 16 574
Hypernormal Densities 0 0 0 3 0 1 6 38
Hypernormal densities 0 0 0 201 0 0 8 786
Identifying Structural Effects in Nonseparable Systems Using Covariates 1 2 3 34 1 8 15 154
James-Stein Type Estimator in Large Samples with Application to the Least Absolute Deviations Estimator 0 0 0 4 0 2 3 59
James-Stein Type Estimators in Large Samples with Application to the Least Absolute Deviations Estimator 0 0 0 4 0 1 9 51
James-Stein Type Estimators in Large Samples with Application to the Least Absolute Deviations Estimator 0 0 0 5 0 2 7 89
Linking Granger Causality and the Pearl Causal Model with Settable Systems 0 0 2 168 0 7 32 454
Local Indirect Least Squares and Average Marginal Effects in Nonseparable Structural Systems 0 0 0 98 1 7 24 466
M-Testing Using Finite and Infinite Dimensional Parameter Estimators 0 0 1 8 2 5 11 66
Mathematical Proofs for "Testing for Neglected Nonlinearity Using Twofold Unidentified Models under the Null and Hexic Expansions" 0 0 0 19 0 1 8 101
Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models 0 0 1 18 1 2 7 88
Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models 0 0 0 9 0 2 5 88
Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models 0 0 0 329 0 1 10 1,348
Mixtures of t-distributions for Finance and Forecasting 0 0 0 221 1 5 14 562
Modeling autoregressive conditional skewness and kurtosis with multi-quantile CAViaR 0 0 0 191 0 3 28 660
Nonparametric Identification in Nonseparable Panel Data Models with Generalized Fixed Effects 0 0 0 17 0 3 13 117
Nonparametric identification in nonseparable panel data models with generalized fixed effects 0 0 0 89 2 3 10 225
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 3 6 68
On More Robust Estimation of Skewness and Kurtosis: Simulation and Application to the S&P500 Index 0 0 1 83 0 2 9 229
Some Further Results on Tests for Model Specification in the Presence of Alternative Hypotheses 0 0 0 0 0 3 10 175
Some Heteroskedasticity Consistent Covariance Matrix Estimators with Improved Finite Sample Properties 1 3 5 487 6 18 48 1,463
Strong Convergence of Recursive M-Estimators for Models with Dynamic Latent Variables 0 0 0 0 1 2 10 356
Subsampling the distribution of diverging statistics with applications to finance 0 0 0 0 0 1 4 7
Supplements to "Directionally Differentiable Econometric Models" 0 0 1 29 0 7 15 73
Testing Conditional Independence Via Empirical Likelihood 0 0 0 17 1 4 12 118
Testing Monotonicity in Unobservables with Panel Data 0 0 0 39 1 4 15 88
Testing a Conditional Form of Exogeneity 0 1 1 68 2 6 23 220
Testing a Constant Mean Function Using Functional Regression 0 0 0 171 0 7 18 78
Testing for Monotonicity in Unobservables under Unconfoundedness 0 0 0 35 1 1 6 109
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 2 7 181
Testing for Stationarity-Ergodicity and for Comovements Between Nonlinear Discrete Time Markov Processes 0 0 0 0 1 4 13 770
Testing for Unobserved Heterogeneity in Exponential and Weibull Duration Models 0 0 0 129 2 3 11 568
Testing for a Constant Mean Function using Functional Regression 0 0 0 106 0 2 4 632
Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing 0 0 0 88 2 7 17 140
Tests of Conditional Predictive Ability 0 1 2 34 0 6 15 188
Tests of Conditional Predictive Ability 0 2 5 532 8 22 52 1,283
Tests of conditional predictive ability 1 1 6 540 3 17 42 1,575
The Bootstrap of Mean for Dependent Heterogeneous Arrays 0 0 0 0 1 2 9 204
The Bootstrap of Mean for Dependent Heterogeneous Arrays 0 0 0 43 0 8 17 292
The Bootstrap of the Mean for Dependent Heterogeneous Arrays 0 0 0 152 0 0 9 758
The Dangers of Data-Driven Inference: The Case of Calendar Effects in Stock Returns 0 1 1 238 2 6 14 766
The dangers of data-driven inference: the case of calender effects in stock returns 0 0 0 0 0 2 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 1 138 2 8 25 418
VAR for VaR: measuring tail dependence using multivariate regression quantiles 0 0 1 63 0 4 27 330
Total Working Papers 4 19 50 9,301 66 345 1,182 33,281
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 1 2 10 128
A Direct Test for Changing Trend 0 0 0 0 0 1 13 332
A FLEXIBLE NONPARAMETRIC TEST FOR CONDITIONAL INDEPENDENCE 0 0 0 6 0 5 15 54
A Flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA)* 0 0 0 22 0 1 5 133
A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity 17 35 81 6,621 52 144 327 20,236
A MAJOR COLLECTION OF EARLY WORKS ON POLITICAL ECONOMY 0 0 0 4 1 2 4 21
A Model Selection Approach To Real-Time Macroeconomic Forecasting Using Linear Models And Artificial Neural Networks 0 0 3 422 0 2 14 1,180
A Model-Selection Approach to Assessing the Information in the Term Structure Using Linear Models and Artificial Neural Networks 0 0 0 0 0 4 13 510
A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE 0 0 1 72 0 0 8 215
A Note on Computing the Heteroskedasticity Consistent Covariance Matrix Using Instrumental Variable Techniques 0 0 0 0 0 2 8 194
A Reality Check for Data Snooping 0 0 0 11 12 45 85 2,906
A Unified Theory of Consistent Estimation for Parametric Models 0 0 1 24 0 1 8 80
A WARP-SPEED METHOD FOR CONDUCTING MONTE CARLO EXPERIMENTS INVOLVING BOOTSTRAP ESTIMATORS 0 0 0 41 1 3 15 146
A consistent characteristic function-based test for conditional independence 0 0 4 70 2 7 26 299
A two-stage procedure for partially identified models 0 0 0 12 2 5 17 88
Abstracts of Working Papers in Economics: A Computer Searchable On-line Data Base 0 0 0 1 0 2 4 37
Adaptive Learning with Nonlinear Dynamics Driven by Dependent Processes 0 0 1 85 0 3 19 410
An Alternative Proof That OLS is BLUE 0 0 0 49 0 2 10 229
An efficient algorithm to compute maximum entropy densities 0 0 0 134 1 7 22 342
Asymptotic Distribution Theory for Nonparametric Entropy Measures of Serial Dependence 0 0 0 168 2 5 12 614
Asymptotic Properties of Some Projection-based Robbins-Monro Procedures in a Hilbert Space 0 0 1 61 0 2 19 315
Automatic Block-Length Selection for the Dependent Bootstrap 1 2 5 165 6 20 61 508
Bootstrap Standard Error Estimates for Linear Regression 0 0 1 211 0 4 12 577
CENTRAL LIMIT AND FUNCTIONAL CENTRAL LIMIT THEOREMS FOR HILBERT-VALUED DEPENDENT HETEROGENEOUS ARRAYS WITH APPLICATIONS 0 0 1 47 1 6 15 145
CONSISTENT SPECIFICATION TESTING WITH NUISANCE PARAMETERS PRESENT ONLY UNDER THE ALTERNATIVE 0 0 1 123 1 5 19 267
Can Mutual Fund “Stars” Really Pick Stocks? New Evidence from a Bootstrap Analysis 0 1 9 349 6 19 59 1,112
Causal Diagrams for Treatment Effect Estimation with Application to Efficient Covariate Selection 0 0 0 94 1 1 8 231
Causal discourse in a game of incomplete information 0 1 1 16 0 3 10 76
Comments on testing economic theories and the use of model selection criteria 0 0 0 222 1 1 4 592
Conditional distributions of earnings, wages and hours for blacks and whites 0 0 0 8 0 1 2 50
Consequences of Model Misspecification for Maximum Likelihood Estimation with Missing Data 0 0 2 9 2 6 21 112
Consideration of Trends in Time Series 0 1 10 312 0 3 22 651
Consistent Specification Testing via Nonparametric Series Regression 0 0 1 127 3 4 18 428
Correction to “Automatic Block-Length Selection for the Dependent Bootstrap” by D. Politis and H. White 0 3 7 98 1 16 35 341
Corrigendum [Maximum Likelihood Estimation of Misspecified Models] 0 0 0 2 2 4 13 231
DIRECTIONALLY DIFFERENTIABLE ECONOMETRIC MODELS 0 0 1 4 2 6 17 55
Dangers of data mining: The case of calendar effects in stock returns 1 1 5 1,176 1 5 30 2,991
Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap 9 16 30 382 34 68 158 1,057
Determination of Estimators with Minimum Asymptotic Covariance Matrices 0 0 0 15 0 1 9 66
Differencing as a Test of Specification 0 0 0 42 1 2 13 224
Disclosure incentives when competing firms have common ownership 1 1 2 80 5 19 45 284
Editor's introduction 0 0 0 5 0 1 2 19
Editor's introduction 0 0 0 3 0 3 5 37
Estimating nonseparable models with mismeasured endogenous variables 0 0 3 57 0 0 14 177
Finite Lag Estimation of Non-Markovian Processes 0 0 0 0 0 2 8 8
Forecast evaluation with shared data sets 0 0 0 71 0 2 7 201
Forecasting economic time series using flexible versus fixed specification and linear versus nonlinear econometric models 0 0 2 133 2 6 21 520
Generalized Information Matrix Tests for Detecting Model Misspecification 0 0 1 9 2 8 20 97
Generalized runs tests for the IID hypothesis 0 0 0 45 0 1 8 186
Granger Causality and Dynamic Structural Systems 0 1 2 77 0 5 17 541
Granger causality, exogeneity, cointegration, and economic policy analysis 0 0 1 56 1 4 11 308
High Breakdown Point Conditional Dispersion Estimation with Application to S&P 500 Daily Returns Volatility 0 0 0 2 1 2 7 613
Identification and Identification Failure for Treatment Effects Using Structural Systems 0 0 0 53 0 3 12 150
Inference on Risk-Neutral Measures for Incomplete Markets 0 0 0 27 2 5 13 283
Information criteria for selecting possibly misspecified parametric models 0 2 7 401 3 9 36 907
Instrumental Variables Regression with Independent Observations 0 1 1 216 0 3 10 731
Interval forecasting: An analysis based upon ARCH-quantile estimators 0 0 1 218 1 2 10 502
James-Stein-Type Estimators in Large Samples With Application to the Least Absolute Deviations Estimator 0 0 0 31 0 1 7 117
Laws of Large Numbers for Hilbert Space-Valued Mixingales with Applications 1 1 1 41 2 4 16 135
Learning in recurrent neural networks 0 0 1 69 0 2 10 155
Local indirect least squares and average marginal effects in nonseparable structural systems 0 1 1 45 1 6 27 312
Maximum Likelihood Estimation of Misspecified Models 2 2 10 1,856 9 25 57 4,452
Maximum likelihood and the bootstrap for nonlinear dynamic models 0 0 2 291 0 3 20 677
Misspecified models with dependent observations 0 1 2 129 0 2 11 275
Mixtures of t-distributions for finance and forecasting 0 0 0 49 0 3 17 170
Monitoring Structural Change 0 1 12 308 0 13 36 874
Nonlinear Regression on Cross-Section Data 1 1 5 320 1 3 14 968
Nonlinear Regression with Dependent Observations 1 1 4 331 2 3 17 864
Nonparametric Adaptive Learning with Feedback 0 0 1 64 1 3 11 171
Nonparametric identification in nonseparable panel data models with generalized fixed effects 0 0 2 65 0 4 13 247
On more robust estimation of skewness and kurtosis 0 1 5 374 3 6 33 880
Optimal Investment in Schooling when Incomes are Risky 0 0 0 51 1 3 10 151
Optimum Trade Restrictions and Their Consequences 0 0 0 33 1 3 10 205
Regularity conditions for cox's test of non-nested hypotheses 0 0 2 76 2 3 24 233
Remarks for the Clive Granger Memorial, July 31, 2009 0 0 0 12 0 3 7 45
Robustness checks and robustness tests in applied economics 7 17 58 3,902 34 106 323 32,013
S-estimation of nonlinear regression models with dependent and heterogeneous observations 0 0 0 61 0 1 5 196
SOME EXTENSIONS OF A LEMMA OF KOTLARSKI 0 0 0 32 0 4 11 95
Some Invariance Principles and Central Limit Theorems for Dependent Heterogeneous Processes 0 1 4 112 0 1 11 229
Some Measurability Results for Extrema of Random Functions Over Random Sets 0 2 4 63 0 5 17 279
Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties 11 25 55 691 30 74 235 1,951
Specification Tests for the Variance of a Diffusion 0 0 0 2 0 1 4 13
Subsampling the distribution of diverging statistics with applications to finance 0 0 0 37 1 1 8 193
TESTING STRUCTURAL CHANGE IN PARTIALLY LINEAR MODELS 0 0 0 20 0 3 11 75
THE BOOTSTRAP OF THE MEAN FOR DEPENDENT HETEROGENEOUS ARRAYS 0 0 4 36 0 3 19 126
Testing a conditional form of exogeneity 0 0 1 38 1 3 13 140
Testing conditional independence via empirical likelihood 0 0 3 21 1 6 24 137
Testing for Regime Switching 0 0 0 210 1 8 47 671
Testing for monotonicity in unobservables under unconfoundedness 0 0 0 4 0 5 16 107
Testing for neglected nonlinearity in time series models: A comparison of neural network methods and alternative tests 0 0 3 631 1 11 36 1,473
Testing for separability in structural equations 0 0 0 17 0 2 11 95
Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes 0 0 0 82 1 7 17 357
Testing for unobserved heterogeneity in exponential and Weibull duration models 0 0 0 34 0 3 11 189
Tests for model specification in the presence of alternative hypotheses: Some further results 0 0 0 278 0 1 14 653
Tests of Conditional Predictive Ability 1 2 4 742 5 22 54 2,254
The construction of empirical credit scoring rules based on maximization principles 0 0 0 59 0 6 20 267
Time-series estimation of the effects of natural experiments 0 0 0 116 0 3 12 314
Trends in unit energy consumption: The performance of end-use models 0 0 0 4 0 2 6 53
Unanticipated money, output, and prices in the small economy 0 0 0 7 0 1 2 25
Using Least Squares to Approximate Unknown Regression Functions 0 1 2 293 1 5 16 707
VAR for VaR: Measuring tail dependence using multivariate regression quantiles 0 1 6 72 0 10 36 311
Viewpoint: An extended class of instrumental variables for the estimation of causal effects 0 0 1 2 1 4 21 32
Viewpoint: An extended class of instrumental variables for the estimation of causal effects 0 1 1 58 0 4 11 188
Total Journal Articles 53 124 380 24,439 253 887 2,777 97,821

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 2 23 0 2 8 54
Estimation, Inference and Specification Analysis 0 0 0 0 3 6 21 497
Estimation, Inference and Specification Analysis 0 0 0 0 3 9 54 849
New Perspectives in Econometric Theory 1 1 5 17 1 4 11 46
Total Books 1 1 7 40 7 21 94 1,446

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 0 2 32 1,196
Conditional Independence Specification Testing for Dependent Processes with Local Polynomial Quantile Regression 0 0 1 3 1 6 18 23
ESTIMATION, INFERENCE, AND SPECIFICATION TESTING FOR POSSIBLY MISSPECIFIED QUANTILE REGRESSION 0 0 0 7 0 1 13 41
Nonparametric Estimation of Conditional Quantiles Using Neural Networks 0 0 0 0 1 3 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 0 0 0 3 2 4 8 83
Total Chapters 0 0 5 406 4 16 75 1,347

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Statistics updated 2026-06-04