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 9 258
A Consistent Characteristic-Function-Based Test for Conditional Independence 0 0 0 15 0 1 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 1 1 8 241
A Model Selection Approach to Real-Time Macroeconomic Forecasting Using Linear Models and Artificial Neural Networks 0 0 0 1,207 0 0 10 3,359
A Models Selection Approach to Real-Time Macroeconomic Forecasting Using Linear Models and Artificial Neural Networks 0 0 0 3 0 0 5 511
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 1 1 8 337
A subsampling approach to estimating the distribution of diversing statistics with application to assessing financial market risks 0 0 0 179 0 0 5 1,008
A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators 0 0 0 0 1 2 16 23
A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators 0 0 0 47 0 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 0 1 4 63
Asymptotic and Bayesian Confidence Intervals for Sharpe Style Weights 0 0 1 14 0 1 12 82
Bootstrapping the Information Matrix Test 0 0 0 6 0 0 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 1 4 28 518
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 0 27 490
Closed Form Integration of Artificial Neural Networks with Some Applications to Finance 0 0 0 3 0 0 4 37
Closed Form Integration of Artificial Neural Networks with Some Applications to Finance 0 0 0 138 2 3 7 313
Closed form integration of artificial neural networks with some applications 0 1 1 22 0 1 12 116
Comments on Testing Economic Theories and the Use of Model Selection Criteria 0 1 1 1 1 2 6 6
Constrained Information Processing and Individual Income Expectations 0 0 0 20 0 0 11 86
Dangers of Data-Driven Inference: The Case of Calendar Effects in Stock Returns 0 1 2 39 10 11 22 142
Data snooping, technical trading, rule performance, and the bootstrap 3 6 9 13 13 28 57 75
Data-Snooping, Technical Trading Rule Performance and the Bootstrap 1 2 4 344 5 11 36 1,123
Data-Snooping, Technical Trading, Rule Performance and the Bootstrap 4 5 8 1,039 20 39 81 2,797
Directionally Differentiable Econometric Models 0 0 0 55 1 1 30 126
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 0 1 18 143
Flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA) 0 0 0 48 0 1 6 277
Forecast Evaluation with Shared Data Sets 0 0 0 121 0 0 12 385
Generalized Runs Test for the IID Hypothesis 1 1 1 202 2 2 24 875
Granger Causality, Exogeneity, Cointegration, and Economic Policy Analysis 0 0 0 144 2 2 25 579
Hypernormal Densities 0 0 0 100 1 1 16 575
Hypernormal Densities 0 0 0 3 1 1 7 39
Hypernormal densities 0 0 0 201 0 0 8 786
Identifying Structural Effects in Nonseparable Systems Using Covariates 0 0 2 34 1 1 15 155
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 5 0 0 5 89
James-Stein Type Estimators in Large Samples with Application to the Least Absolute Deviations Estimator 0 0 0 4 1 1 10 52
Linking Granger Causality and the Pearl Causal Model with Settable Systems 0 0 2 168 1 2 31 456
Local Indirect Least Squares and Average Marginal Effects in Nonseparable Structural Systems 0 0 0 98 1 3 26 469
M-Testing Using Finite and Infinite Dimensional Parameter Estimators 0 0 0 8 0 0 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 18 1 1 7 89
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 1 1 6 89
Mixtures of t-distributions for Finance and Forecasting 0 0 0 221 0 0 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 1 1 12 118
Nonparametric identification in nonseparable panel data models with generalized fixed effects 0 0 0 89 1 2 11 227
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 3 4 14 179
Some Heteroskedasticity Consistent Covariance Matrix Estimators with Improved Finite Sample Properties 1 5 9 492 8 18 61 1,481
Strong Convergence of Recursive M-Estimators for Models with Dynamic Latent Variables 0 0 0 0 0 0 9 356
Subsampling the distribution of diverging statistics with applications to finance 0 0 0 0 1 1 4 8
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 0 11 118
Testing Monotonicity in Unobservables with Panel Data 0 0 0 39 1 2 13 90
Testing a Conditional Form of Exogeneity 0 0 1 68 0 1 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 2 3 8 112
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 1 1 14 771
Testing for Unobserved Heterogeneity in Exponential and Weibull Duration Models 0 0 0 129 1 1 10 569
Testing for a Constant Mean Function using Functional Regression 0 0 0 106 1 1 4 633
Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing 0 0 0 88 0 5 21 145
Tests of Conditional Predictive Ability 0 0 2 34 0 3 15 191
Tests of Conditional Predictive Ability 1 4 8 536 2 11 56 1,294
Tests of conditional predictive ability 1 4 10 544 5 16 56 1,591
The Bootstrap of Mean for Dependent Heterogeneous Arrays 0 0 0 0 0 0 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 3 3 10 761
The Dangers of Data-Driven Inference: The Case of Calendar Effects in Stock Returns 0 0 1 238 4 5 18 771
The dangers of data-driven inference: the case of calender effects in stock returns 1 1 1 1 1 1 11 12
Unanticipated Money, Output, and Prices in the Small Economy 0 0 0 0 1 1 4 8
VAR for VaR: measuring systemic risk using multivariate regression quantiles 0 1 2 139 0 2 27 420
VAR for VaR: measuring tail dependence using multivariate regression quantiles 1 1 2 64 2 6 28 336
Total Working Papers 14 34 75 9,335 106 222 1,292 33,503
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 0 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 1 1 6 134
A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity 13 37 110 6,658 32 110 408 20,346
A MAJOR COLLECTION OF EARLY WORKS ON POLITICAL ECONOMY 0 0 0 4 0 1 5 22
A Model Selection Approach To Real-Time Macroeconomic Forecasting Using Linear Models And Artificial Neural Networks 0 0 2 422 0 1 10 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 0 2 15 512
A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE 0 0 0 72 0 1 8 216
A Note on Computing the Heteroskedasticity Consistent Covariance Matrix Using Instrumental Variable Techniques 0 0 0 0 0 1 8 195
A Reality Check for Data Snooping 0 0 0 11 61 112 195 3,018
A Unified Theory of Consistent Estimation for Parametric Models 1 1 1 25 1 2 8 82
A WARP-SPEED METHOD FOR CONDUCTING MONTE CARLO EXPERIMENTS INVOLVING BOOTSTRAP ESTIMATORS 0 0 0 41 0 0 14 146
A consistent characteristic function-based test for conditional independence 0 0 3 70 0 0 22 299
A two-stage procedure for partially identified models 1 1 1 13 2 3 16 91
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 1 1 2 86 1 2 19 412
An Alternative Proof That OLS is BLUE 0 0 0 49 0 1 10 230
An efficient algorithm to compute maximum entropy densities 0 0 0 134 1 2 21 344
Asymptotic Distribution Theory for Nonparametric Entropy Measures of Serial Dependence 0 0 0 168 0 1 12 615
Asymptotic Properties of Some Projection-based Robbins-Monro Procedures in a Hilbert Space 0 0 0 61 1 1 17 316
Automatic Block-Length Selection for the Dependent Bootstrap 1 4 9 169 9 21 77 529
Bootstrap Standard Error Estimates for Linear Regression 1 1 1 212 1 1 12 578
CENTRAL LIMIT AND FUNCTIONAL CENTRAL LIMIT THEOREMS FOR HILBERT-VALUED DEPENDENT HETEROGENEOUS ARRAYS WITH APPLICATIONS 0 0 1 47 1 1 14 146
CONSISTENT SPECIFICATION TESTING WITH NUISANCE PARAMETERS PRESENT ONLY UNDER THE ALTERNATIVE 1 3 3 126 1 5 23 272
Can Mutual Fund “Stars” Really Pick Stocks? New Evidence from a Bootstrap Analysis 0 0 9 349 8 16 67 1,128
Causal Diagrams for Treatment Effect Estimation with Application to Efficient Covariate Selection 0 0 0 94 0 2 9 233
Causal discourse in a game of incomplete information 0 0 1 16 0 1 8 77
Comments on testing economic theories and the use of model selection criteria 0 0 0 222 1 1 4 593
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 0 17 112
Consideration of Trends in Time Series 0 0 10 312 2 5 26 656
Consistent Specification Testing via Nonparametric Series Regression 0 0 1 127 0 1 19 429
Correction to “Automatic Block-Length Selection for the Dependent Bootstrap” by D. Politis and H. White 3 3 9 101 14 25 56 366
Corrigendum [Maximum Likelihood Estimation of Misspecified Models] 0 0 0 2 4 8 20 239
DIRECTIONALLY DIFFERENTIABLE ECONOMETRIC MODELS 0 0 0 4 0 0 16 55
Dangers of data mining: The case of calendar effects in stock returns 0 5 10 1,181 8 29 54 3,020
Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap 4 12 36 394 138 299 440 1,356
Determination of Estimators with Minimum Asymptotic Covariance Matrices 0 0 0 15 0 0 7 66
Differencing as a Test of Specification 0 0 0 42 0 1 12 225
Disclosure incentives when competing firms have common ownership 0 0 2 80 6 12 55 296
Editor's introduction 0 0 0 3 0 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 12 12 25 189
Finite Lag Estimation of Non-Markovian Processes 0 0 0 0 0 2 9 10
Forecast evaluation with shared data sets 0 0 0 71 0 1 6 202
Forecasting economic time series using flexible versus fixed specification and linear versus nonlinear econometric models 0 0 0 133 0 0 17 520
Generalized Information Matrix Tests for Detecting Model Misspecification 0 0 1 9 17 20 40 117
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 1 3 18 544
Granger causality, exogeneity, cointegration, and economic policy analysis 0 0 1 56 0 0 10 308
High Breakdown Point Conditional Dispersion Estimation with Application to S&P 500 Daily Returns Volatility 0 0 0 2 1 2 8 615
Identification and Identification Failure for Treatment Effects Using Structural Systems 0 1 1 54 0 3 13 153
Inference on Risk-Neutral Measures for Incomplete Markets 0 0 0 27 1 2 15 285
Information criteria for selecting possibly misspecified parametric models 0 2 7 403 0 7 36 914
Instrumental Variables Regression with Independent Observations 0 1 2 217 0 3 11 734
Interval forecasting: An analysis based upon ARCH-quantile estimators 0 0 1 218 0 1 10 503
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 1 2 42 0 2 17 137
Learning in recurrent neural networks 0 0 1 69 0 2 11 157
Local indirect least squares and average marginal effects in nonseparable structural systems 0 0 1 45 0 1 25 313
Maximum Likelihood Estimation of Misspecified Models 2 7 14 1,863 13 28 76 4,480
Maximum likelihood and the bootstrap for nonlinear dynamic models 1 2 4 293 1 3 20 680
Misspecified models with dependent observations 2 2 4 131 3 3 12 278
Mixtures of t-distributions for finance and forecasting 0 0 0 49 0 0 14 170
Monitoring Structural Change 0 4 10 312 3 12 41 886
Nonlinear Regression on Cross-Section Data 0 0 3 320 0 1 12 969
Nonlinear Regression with Dependent Observations 0 0 2 331 0 0 13 864
Nonparametric Adaptive Learning with Feedback 0 0 1 64 0 2 10 173
Nonparametric identification in nonseparable panel data models with generalized fixed effects 0 0 0 65 1 1 12 248
On more robust estimation of skewness and kurtosis 0 2 6 376 0 5 34 885
Optimal Investment in Schooling when Incomes are Risky 0 0 0 51 0 1 11 152
Optimum Trade Restrictions and Their Consequences 0 0 0 33 0 0 9 205
Regularity conditions for cox's test of non-nested hypotheses 0 0 1 76 0 0 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 14 64 3,916 20 65 337 32,078
S-estimation of nonlinear regression models with dependent and heterogeneous observations 0 0 0 61 1 1 5 197
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 7 13 59 704 33 82 280 2,033
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 0 7 193
TESTING STRUCTURAL CHANGE IN PARTIALLY LINEAR MODELS 0 0 0 20 0 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 1 1 10 141
Testing conditional independence via empirical likelihood 0 0 3 21 0 1 24 138
Testing for Regime Switching 2 2 2 212 2 3 50 674
Testing for monotonicity in unobservables under unconfoundedness 0 0 0 4 1 5 19 112
Testing for neglected nonlinearity in time series models: A comparison of neural network methods and alternative tests 0 2 2 633 0 4 34 1,477
Testing for separability in structural equations 0 0 0 17 2 2 13 97
Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes 0 0 0 82 0 0 17 357
Testing for unobserved heterogeneity in exponential and Weibull duration models 0 0 0 34 1 2 12 191
Tests for model specification in the presence of alternative hypotheses: Some further results 0 1 1 279 1 5 16 658
Tests of Conditional Predictive Ability 1 5 8 747 8 23 69 2,277
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 0 1 1 117 1 3 15 317
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 0 1 3 294 0 3 17 710
VAR for VaR: Measuring tail dependence using multivariate regression quantiles 0 1 6 73 2 4 32 315
Viewpoint: An extended class of instrumental variables for the estimation of causal effects 0 0 1 58 0 0 8 188
Viewpoint: An extended class of instrumental variables for the estimation of causal effects 0 1 2 3 1 3 22 35
Total Journal Articles 44 133 441 24,572 420 1,002 3,441 98,823

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Advances in Econometric Theory 1 1 2 24 1 1 7 55
Estimation, Inference and Specification Analysis 0 0 0 0 2 5 23 502
Estimation, Inference and Specification Analysis 0 0 0 0 1 4 43 853
New Perspectives in Econometric Theory 0 1 4 18 0 1 10 47
Total Books 1 2 6 42 4 11 83 1,457

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 33 1,198
Conditional Independence Specification Testing for Dependent Processes with Local Polynomial Quantile Regression 0 0 0 3 0 0 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 1 1 5 5
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 1 1 4 0 3 10 86
Total Chapters 0 1 5 407 1 7 75 1,354

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Statistics updated 2026-09-10