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 72 1 4 15 235
A Consistent Characteristic-Function-Based Test for Conditional Independence 0 0 0 14 0 1 4 89
A Flexible Nonparametric Test for Conditional Independence 0 0 1 40 0 1 4 80
A Flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA) 0 0 1 43 1 2 11 222
A Model Selection Approach to Real-Time Macroeconomic Forecasting Using Linear Models and Artificial Neural Networks 0 1 9 1,194 2 5 27 3,307
A Models Selection Approach to Real-Time Macroeconomic Forecasting Using Linear Models and Artificial Neural Networks 0 0 0 3 2 6 22 432
A Subsampling Approach to Estimating The Distribution of Diverging Statistics with Applications to Assessing Financial Market Risk 0 0 1 3 0 3 7 36
A Subsampling Approach to Estimating the Distribution of Diverging Statistics with Applications to Assessing Financial Markets Risks 0 0 0 8 0 0 3 31
A Unified Theory of Consistent Estimation for Parametric Models 0 0 0 0 0 1 4 153
A flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA) 0 0 1 68 0 0 5 315
A subsampling approach to estimating the distribution of diversing statistics with application to assessing financial market risks 0 0 0 177 0 0 3 990
A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators 0 1 4 45 2 4 18 187
An Extended Class of Instrumental Variables for the Estimation of Causal Effects 0 0 4 106 1 3 14 370
Asymptotic Properties of Some Projection-based Robbins-Monro Procedures in a Hilbert Space 1 1 1 12 1 2 5 47
Asymptotic and Bayesian Confidence Intervals for Sharpe Style Weights 0 0 0 11 0 1 5 56
Bootstrapping the Information Matrix Test 0 0 0 6 0 0 1 57
CLOSED FORM INTEGRATION OF ARTIFICIAL NEURAL NETWORKS WITH SOME APPLICATIONS TO FINANCE 0 1 1 246 0 2 7 704
Can mutual fund stars really pick stocks? New evidence from a bootstrap analysis 1 3 5 115 4 21 37 334
Causal Discourse in a Game of Incomplete Information 0 1 2 19 0 3 6 115
Causality, Conditional Independence, and Graphical Separation in Settable Systems 0 0 0 139 1 4 7 436
Closed Form Integration of Artificial Neural Networks with Some Applications to Finance 0 0 0 3 0 1 3 27
Closed Form Integration of Artificial Neural Networks with Some Applications to Finance 0 0 4 137 0 1 13 301
Closed form integration of artificial neural networks with some applications 0 0 1 19 0 0 6 92
Constrained Information Processing and Individual Income Expectations 0 0 1 18 0 5 15 57
Dangers of Data-Driven Inference: The Case of Calendar Effects in Stock Returns 0 0 4 33 1 1 19 103
Data-Snooping, Technical Trading Rule Performance and the Bootstrap 0 0 6 324 4 7 20 1,001
Data-Snooping, Technical Trading, Rule Performance and the Bootstrap 3 6 21 987 5 15 62 2,558
Directionally Differentiable Econometric Models 0 0 2 52 0 3 17 84
Estimating average marginal effects in nonseparable structural systems 0 0 0 121 3 3 12 362
Estimation, Inference, and Specification Testing for Possibly Misspecified Quantile Regression 0 0 3 39 2 3 11 101
Flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA) 0 0 1 47 0 0 9 260
Forecast Evaluation with Shared Data Sets 0 1 1 120 0 3 11 359
Generalized Runs Test for the IID Hypothesis 0 0 2 197 0 1 9 786
Granger Causality, Exogeneity, Cointegration, and Economic Policy Analysis 0 0 5 138 0 5 18 451
Hypernormal Densities 0 0 0 3 0 1 3 30
Hypernormal Densities 0 0 0 98 0 3 11 539
Hypernormal densities 0 0 0 201 0 4 10 771
Identifying Structural Effects in Nonseparable Systems Using Covariates 0 0 0 31 1 2 7 126
James-Stein Type Estimator in Large Samples with Application to the Least Absolute Deviations Estimator 0 0 0 4 0 2 6 53
James-Stein Type Estimators in Large Samples with Application to the Least Absolute Deviations Estimator 0 0 0 4 1 4 8 39
James-Stein Type Estimators in Large Samples with Application to the Least Absolute Deviations Estimator 0 0 1 5 0 3 18 73
Linking Granger Causality and the Pearl Causal Model with Settable Systems 1 2 8 142 5 6 31 342
Local Indirect Least Squares and Average Marginal Effects in Nonseparable Structural Systems 0 0 0 92 1 4 14 419
M-Testing Using Finite and Infinite Dimensional Parameter Estimators 0 0 0 6 2 4 7 50
Mathematical Proofs for "Testing for Neglected Nonlinearity Using Twofold Unidentified Models under the Null and Hexic Expansions" 0 0 1 19 0 0 3 92
Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models 0 0 0 328 0 2 10 1,325
Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models 0 0 0 15 0 1 4 76
Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models 0 0 0 7 0 1 8 65
Mixtures of t-distributions for Finance and Forecasting 0 0 0 220 0 3 9 542
Modeling autoregressive conditional skewness and kurtosis with multi-quantile CAViaR 0 0 6 184 2 6 27 541
Nonparametric Identification in Nonseparable Panel Data Models with Generalized Fixed Effects 0 0 0 15 2 3 12 97
Nonparametric identification in nonseparable panel data models with generalized fixed effects 0 1 2 87 2 6 11 206
Notations in "Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing" by Cho and White (2014) 0 1 1 20 0 1 2 55
On More Robust Estimation of Skewness and Kurtosis: Simulation and Application to the S&P500 Index 2 3 8 64 2 6 21 177
Some Further Results on Tests for Model Specification in the Presence of Alternative Hypotheses 0 0 0 0 0 2 6 156
Some Heteroskedasticity Consistent Covariance Matrix Estimators with Improved Finite Sample Properties 1 2 17 447 1 6 34 1,326
Strong Convergence of Recursive M-Estimators for Models with Dynamic Latent Variables 0 0 0 0 0 2 4 337
Supplements to "Directionally Differentiable Econometric Models" 0 0 1 27 0 0 7 47
Testing Conditional Independence Via Empirical Likelihood 0 1 1 16 0 5 9 91
Testing Monotonicity in Unobservables with Panel Data 0 0 0 35 0 3 6 54
Testing a Conditional Form of Exogeneity 0 0 1 65 1 2 16 177
Testing for Monotonicity in Unobservables under Unconfoundedness 0 0 0 32 0 0 11 62
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 36 1 1 4 168
Testing for Stationarity-Ergodicity and for Comovements Between Nonlinear Discrete Time Markov Processes 0 0 0 0 0 0 3 753
Testing for Unobserved Heterogeneity in Exponential and Weibull Duration Models 0 0 0 126 1 1 5 542
Testing for a Constant Mean Function using Functional Regression 0 0 0 105 1 1 9 618
Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing 0 0 1 77 0 0 5 104
Tests of Conditional Predictive Ability 0 5 12 475 4 15 44 1,034
Tests of Conditional Predictive Ability 0 0 2 27 0 7 18 140
Tests of conditional predictive ability 2 4 8 510 2 11 30 1,453
The Bootstrap of Mean for Dependent Heterogeneous Arrays 0 0 0 42 0 1 5 269
The Bootstrap of Mean for Dependent Heterogeneous Arrays 0 0 0 0 0 0 4 188
The Bootstrap of the Mean for Dependent Heterogeneous Arrays 0 0 0 148 0 4 8 733
The Dangers of Data-Driven Inference: The Case of Calendar Effects in Stock Returns 0 0 2 234 2 5 18 734
Unanticipated Money, Output, and Prices in the Small Economy 0 0 0 0 0 0 1 1
VAR for VaR: measuring systemic risk using multivariate regression quantiles 0 1 8 124 2 8 26 331
VAR for VaR: measuring tail dependence using multivariate regression quantiles 0 0 6 49 7 13 58 180
Total Working Papers 11 35 167 8,676 70 260 983 29,854
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 6 112
A Direct Test for Changing Trend 0 0 0 0 0 1 4 308
A FLEXIBLE NONPARAMETRIC TEST FOR CONDITIONAL INDEPENDENCE 0 0 0 4 0 0 0 32
A Flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA)* 0 0 1 21 0 0 4 117
A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity 21 53 267 6,031 65 167 752 18,330
A MAJOR COLLECTION OF EARLY WORKS ON POLITICAL ECONOMY 0 0 0 3 0 0 0 13
A Model Selection Approach To Real-Time Macroeconomic Forecasting Using Linear Models And Artificial Neural Networks 0 0 13 378 4 9 43 1,039
A Model-Selection Approach to Assessing the Information in the Term Structure Using Linear Models and Artificial Neural Networks 0 0 0 0 0 0 7 475
A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE 0 0 1 64 0 1 3 188
A Note on Computing the Heteroskedasticity Consistent Covariance Matrix Using Instrumental Variable Techniques 0 0 0 0 0 0 5 165
A Reality Check for Data Snooping 0 0 0 11 7 14 48 2,700
A Unified Theory of Consistent Estimation for Parametric Models 0 0 1 22 0 2 5 64
A WARP-SPEED METHOD FOR CONDUCTING MONTE CARLO EXPERIMENTS INVOLVING BOOTSTRAP ESTIMATORS 0 0 1 32 0 0 7 94
A consistent characteristic function-based test for conditional independence 0 0 1 63 0 1 7 256
A two-stage procedure for partially identified models 0 0 0 11 0 0 1 59
Adaptive Learning with Nonlinear Dynamics Driven by Dependent Processes 1 1 4 72 3 3 13 350
An Alternative Proof That OLS is BLUE 1 1 2 39 3 5 34 161
An efficient algorithm to compute maximum entropy densities 0 0 2 130 0 1 4 308
Asymptotic Distribution Theory for Nonparametric Entropy Measures of Serial Dependence 0 0 0 168 2 4 7 585
Asymptotic Properties of Some Projection-based Robbins-Monro Procedures in a Hilbert Space 0 0 0 60 0 0 5 285
Automatic Block-Length Selection for the Dependent Bootstrap 1 4 9 129 5 8 30 354
Bootstrap Standard Error Estimates for Linear Regression 0 2 8 181 0 5 16 481
CENTRAL LIMIT AND FUNCTIONAL CENTRAL LIMIT THEOREMS FOR HILBERT-VALUED DEPENDENT HETEROGENEOUS ARRAYS WITH APPLICATIONS 0 0 3 43 0 0 6 117
CONSISTENT SPECIFICATION TESTING WITH NUISANCE PARAMETERS PRESENT ONLY UNDER THE ALTERNATIVE 0 0 3 89 0 0 5 190
Can Mutual Fund “Stars” Really Pick Stocks? New Evidence from a Bootstrap Analysis 2 4 15 305 8 14 49 935
Causal Diagrams for Treatment Effect Estimation with Application to Efficient Covariate Selection 0 20 24 76 0 33 42 188
Causal discourse in a game of incomplete information 0 0 1 12 0 0 3 63
Comments on testing economic theories and the use of model selection criteria 1 1 4 214 1 2 15 567
Conditional distributions of earnings, wages and hours for blacks and whites 0 0 0 7 0 0 4 46
Consequences of Model Misspecification for Maximum Likelihood Estimation with Missing Data 0 0 0 0 1 3 13 14
Consideration of Trends in Time Series 3 4 17 267 4 10 36 553
Consistent Specification Testing via Nonparametric Series Regression 0 0 3 115 3 6 13 362
Correction to “Automatic Block-Length Selection for the Dependent Bootstrap” by D. Politis and H. White 1 3 7 68 2 6 19 245
Corrigendum [Maximum Likelihood Estimation of Misspecified Models] 0 0 0 2 2 3 13 199
DIRECTIONALLY DIFFERENTIABLE ECONOMETRIC MODELS 0 0 1 2 1 2 12 30
Dangers of data mining: The case of calendar effects in stock returns 3 5 39 1,062 6 14 108 2,683
Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap 0 1 6 283 2 4 24 729
Determination of Estimators with Minimum Asymptotic Covariance Matrices 0 0 1 13 0 1 4 52
Differencing as a Test of Specification 0 0 1 42 1 1 9 205
Disclosure incentives when competing firms have common ownership 0 1 15 18 6 13 56 63
Editor's introduction 0 0 0 3 0 0 3 28
Editor's introduction 0 0 0 5 0 0 0 17
Estimating nonseparable models with mismeasured endogenous variables 1 2 9 35 1 3 22 110
Forecast evaluation with shared data sets 0 0 3 58 0 2 7 164
Forecasting economic time series using flexible versus fixed specification and linear versus nonlinear econometric models 0 0 0 115 3 5 11 452
Generalized Information Matrix Tests for Detecting Model Misspecification 0 0 1 6 1 6 14 58
Generalized runs tests for the IID hypothesis 0 0 0 40 1 1 5 163
Granger Causality and Dynamic Structural Systems 0 0 1 55 0 1 7 477
Granger causality, exogeneity, cointegration, and economic policy analysis 0 0 0 49 0 3 15 221
High Breakdown Point Conditional Dispersion Estimation with Application to S&P 500 Daily Returns Volatility 0 0 0 2 2 4 8 589
Identification and Identification Failure for Treatment Effects Using Structural Systems 0 0 0 44 2 3 4 119
Inference on Risk-Neutral Measures for Incomplete Markets 0 0 0 26 0 0 3 265
Information criteria for selecting possibly misspecified parametric models 1 3 13 335 1 3 22 771
Instrumental Variables Regression with Independent Observations 1 1 10 205 2 4 25 689
Interval forecasting: An analysis based upon ARCH-quantile estimators 0 0 1 205 1 1 4 460
James-Stein-Type Estimators in Large Samples With Application to the Least Absolute Deviations Estimator 0 0 0 30 0 1 7 109
Laws of Large Numbers for Hilbert Space-Valued Mixingales with Applications 0 1 3 33 1 2 5 96
Learning in recurrent neural networks 0 0 4 58 0 0 9 128
Local indirect least squares and average marginal effects in nonseparable structural systems 0 1 2 30 3 6 13 240
Maximum Likelihood Estimation of Misspecified Models 2 3 16 1,782 6 13 75 4,184
Maximum likelihood and the bootstrap for nonlinear dynamic models 2 3 10 252 3 6 24 576
Misspecified models with dependent observations 1 2 14 112 1 3 23 228
Mixtures of t-distributions for finance and forecasting 0 0 1 46 0 2 5 146
Monitoring Structural Change 0 2 3 234 2 4 11 682
Nonlinear Regression on Cross-Section Data 2 3 7 300 4 7 15 917
Nonlinear Regression with Dependent Observations 3 3 12 302 5 6 27 793
Nonparametric Adaptive Learning with Feedback 0 0 0 53 0 0 1 139
Nonparametric identification in nonseparable panel data models with generalized fixed effects 1 1 6 45 3 7 21 174
On more robust estimation of skewness and kurtosis 3 10 23 335 5 16 54 735
Optimal Investment in Schooling when Incomes are Risky 0 0 0 49 1 1 4 128
Optimum Trade Restrictions and Their Consequences 0 0 0 32 1 2 5 192
Regularity conditions for cox's test of non-nested hypotheses 0 1 1 69 0 1 4 197
Remarks for the Clive Granger Memorial, July 31, 2009 0 0 0 12 0 0 1 37
Robustness checks and robustness tests in applied economics 26 105 604 3,338 252 850 4,932 26,982
S-estimation of nonlinear regression models with dependent and heterogeneous observations 0 0 1 56 0 0 6 179
SOME EXTENSIONS OF A LEMMA OF KOTLARSKI 1 2 4 20 1 2 5 56
Some Invariance Principles and Central Limit Theorems for Dependent Heterogeneous Processes 1 2 9 92 1 3 14 180
Some Measurability Results for Extrema of Random Functions Over Random Sets 0 0 0 51 1 2 7 243
Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties 1 10 71 443 9 38 191 1,147
Specification Tests for the Variance of a Diffusion 0 0 1 1 0 0 1 2
Subsampling the distribution of diverging statistics with applications to finance 0 0 0 36 0 1 5 176
TESTING STRUCTURAL CHANGE IN PARTIALLY LINEAR MODELS 1 1 2 18 1 1 5 56
THE BOOTSTRAP OF THE MEAN FOR DEPENDENT HETEROGENEOUS ARRAYS 0 0 3 19 0 2 9 74
Testing a conditional form of exogeneity 0 0 1 35 2 2 6 118
Testing conditional independence via empirical likelihood 0 1 1 13 0 4 7 92
Testing for Regime Switching 0 0 1 209 2 3 10 610
Testing for monotonicity in unobservables under unconfoundedness 0 0 0 3 2 3 9 63
Testing for neglected nonlinearity in time series models: A comparison of neural network methods and alternative tests 1 4 15 568 2 9 47 1,257
Testing for separability in structural equations 0 0 0 13 0 1 6 72
Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes 0 0 1 78 0 0 6 323
Testing for unobserved heterogeneity in exponential and Weibull duration models 0 0 0 31 1 2 6 164
Tests for model specification in the presence of alternative hypotheses: Some further results 3 3 13 255 4 8 33 553
Tests of Conditional Predictive Ability 1 10 26 676 11 40 86 2,005
The construction of empirical credit scoring rules based on maximization principles 0 0 2 50 0 2 8 205
Time-series estimation of the effects of natural experiments 0 1 2 103 0 2 7 270
Trends in unit energy consumption: The performance of end-use models 0 1 1 4 0 2 4 41
Unanticipated money, output, and prices in the small economy 0 0 0 7 0 0 2 23
Using Least Squares to Approximate Unknown Regression Functions 1 3 13 253 4 13 39 601
VAR for VaR: Measuring tail dependence using multivariate regression quantiles 1 1 7 42 4 9 40 161
Viewpoint: An extended class of instrumental variables for the estimation of causal effects 0 0 0 43 0 0 3 144
Total Journal Articles 88 280 1,368 21,463 472 1,445 7,380 83,798


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 1 12 1 1 2 27
Estimation, Inference and Specification Analysis 0 0 0 0 7 26 123 467
Estimation, Inference and Specification Analysis 0 0 0 0 2 12 40 330
New Perspectives in Econometric Theory 0 0 0 5 1 1 3 16
Total Books 1 1 1 17 11 40 168 840


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Approximate Nonlinear Forecasting Methods 1 3 6 365 2 4 14 1,114
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 1 1 1 8 61
Total Chapters 1 3 6 366 3 5 22 1,175


Statistics updated 2020-11-03