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 1 1 10 259
A Consistent Characteristic-Function-Based Test for Conditional Independence 0 0 0 15 1 2 14 113
A Flexible Nonparametric Test for Conditional Independence 0 0 0 41 0 0 5 94
A Flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA) 0 0 0 44 0 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 1 1 1 5 1 1 8 50
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 1 8 337
A subsampling approach to estimating the distribution of diversing statistics with application to assessing financial market risks 0 0 0 179 1 1 6 1,009
A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators 0 0 0 0 3 5 18 26
A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators 0 0 0 47 0 1 7 206
An Extended Class of Instrumental Variables for the Estimation of Causal Effects 0 0 1 113 0 0 12 410
Asymptotic Properties of Some Projection-based Robbins-Monro Procedures in a Hilbert Space 0 0 0 13 1 2 5 64
Asymptotic and Bayesian Confidence Intervals for Sharpe Style Weights 0 0 1 14 0 0 12 82
Bootstrapping the Information Matrix Test 0 0 0 6 1 1 10 77
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 2 29 519
Causal Discourse in a Game of Incomplete Information 0 0 2 23 1 1 14 140
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 0 2 7 313
Closed form integration of artificial neural networks with some applications 0 0 1 22 0 0 10 116
Comments on Testing Economic Theories and the Use of Model Selection Criteria 0 1 1 1 0 2 6 6
Constrained Information Processing and Individual Income Expectations 0 0 0 20 0 0 10 86
Dangers of Data-Driven Inference: The Case of Calendar Effects in Stock Returns 0 0 2 39 5 15 27 147
Data snooping, technical trading, rule performance, and the bootstrap 3 7 12 16 24 48 80 99
Data-Snooping, Technical Trading Rule Performance and the Bootstrap 1 2 5 345 8 14 44 1,131
Data-Snooping, Technical Trading, Rule Performance and the Bootstrap 0 4 8 1,039 12 46 92 2,809
Directionally Differentiable Econometric Models 0 0 0 55 0 1 30 126
Estimating average marginal effects in nonseparable structural systems 0 0 0 123 0 0 6 389
Estimation, Inference, and Specification Testing for Possibly Misspecified Quantile Regression 0 0 0 45 0 1 17 143
Flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA) 0 0 0 48 0 0 5 277
Forecast Evaluation with Shared Data Sets 0 0 0 121 0 0 12 385
Generalized Runs Test for the IID Hypothesis 0 1 1 202 1 3 25 876
Granger Causality, Exogeneity, Cointegration, and Economic Policy Analysis 0 0 0 144 0 2 25 579
Hypernormal Densities 0 0 0 3 1 2 8 40
Hypernormal Densities 0 0 0 100 0 1 15 575
Hypernormal densities 0 0 0 201 1 1 9 787
Identifying Structural Effects in Nonseparable Systems Using Covariates 0 0 2 34 0 1 15 155
James-Stein Type Estimator in Large Samples with Application to the Least Absolute Deviations Estimator 0 0 0 4 0 0 4 60
James-Stein Type Estimators in Large Samples with Application to the Least Absolute Deviations Estimator 0 0 0 4 1 2 10 53
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 1 2 32 457
Local Indirect Least Squares and Average Marginal Effects in Nonseparable Structural Systems 0 0 0 98 0 1 25 469
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 2 8 90
Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models 0 0 0 9 0 1 6 89
Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models 0 0 0 329 0 0 10 1,348
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 0 1 12 118
Nonparametric identification in nonseparable panel data models with generalized fixed effects 0 0 0 89 1 3 12 228
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 0 7 69
On More Robust Estimation of Skewness and Kurtosis: Simulation and Application to the S&P500 Index 0 0 0 83 1 1 9 230
Some Further Results on Tests for Model Specification in the Presence of Alternative Hypotheses 0 0 0 0 0 3 14 179
Some Heteroskedasticity Consistent Covariance Matrix Estimators with Improved Finite Sample Properties 3 7 12 495 8 22 69 1,489
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 2 5 9
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 0 2 13 90
Testing a Conditional Form of Exogeneity 0 0 1 68 0 0 22 221
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 0 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 0 7 182
Testing for Stationarity-Ergodicity and for Comovements Between Nonlinear Discrete Time Markov Processes 0 0 0 0 0 1 14 771
Testing for Unobserved Heterogeneity in Exponential and Weibull Duration Models 0 0 0 129 1 2 11 570
Testing for a Constant Mean Function using Functional Regression 0 0 0 106 0 1 4 633
Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing 0 0 0 88 2 4 23 147
Tests of Conditional Predictive Ability 2 3 10 538 4 8 58 1,298
Tests of Conditional Predictive Ability 0 0 2 34 4 4 19 195
Tests of conditional predictive ability 1 3 10 545 17 25 72 1,608
The Bootstrap of Mean for Dependent Heterogeneous Arrays 0 0 0 43 1 1 18 293
The Bootstrap of Mean for Dependent Heterogeneous Arrays 0 0 0 0 1 1 9 205
The Bootstrap of the Mean for Dependent Heterogeneous Arrays 0 0 0 152 0 3 10 761
The Dangers of Data-Driven Inference: The Case of Calendar Effects in Stock Returns 1 1 2 239 4 8 22 775
The dangers of data-driven inference: the case of calender effects in stock returns 0 1 1 1 1 2 12 13
Unanticipated Money, Output, and Prices in the Small Economy 0 0 0 0 0 1 4 8
VAR for VaR: measuring systemic risk using multivariate regression quantiles 0 0 2 139 0 0 27 420
VAR for VaR: measuring tail dependence using multivariate regression quantiles 0 1 2 64 1 5 28 337
Total Working Papers 12 32 86 9,347 113 269 1,388 33,616
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 0 1 6 134
A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity 11 35 119 6,669 32 92 428 20,378
A MAJOR COLLECTION OF EARLY WORKS ON POLITICAL ECONOMY 0 0 0 4 0 1 4 22
A Model Selection Approach To Real-Time Macroeconomic Forecasting Using Linear Models And Artificial Neural Networks 0 0 2 422 0 0 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 1 15 512
A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE 0 0 0 72 1 2 9 217
A Note on Computing the Heteroskedasticity Consistent Covariance Matrix Using Instrumental Variable Techniques 0 0 0 0 1 2 9 196
A Reality Check for Data Snooping 0 0 0 11 52 147 245 3,070
A Unified Theory of Consistent Estimation for Parametric Models 0 1 1 25 0 2 8 82
A WARP-SPEED METHOD FOR CONDUCTING MONTE CARLO EXPERIMENTS INVOLVING BOOTSTRAP ESTIMATORS 0 0 0 41 2 2 16 148
A consistent characteristic function-based test for conditional independence 1 1 4 71 2 2 24 301
A two-stage procedure for partially identified models 0 1 1 13 2 5 18 93
Abstracts of Working Papers in Economics: A Computer Searchable On-line Data Base 0 0 0 1 0 0 4 38
Adaptive Learning with Nonlinear Dynamics Driven by Dependent Processes 0 1 2 86 1 3 20 413
An Alternative Proof That OLS is BLUE 0 0 0 49 0 1 9 230
An efficient algorithm to compute maximum entropy densities 0 0 0 134 0 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 2 3 19 318
Automatic Block-Length Selection for the Dependent Bootstrap 3 6 12 172 14 28 90 543
Bootstrap Standard Error Estimates for Linear Regression 0 1 1 212 1 2 13 579
CENTRAL LIMIT AND FUNCTIONAL CENTRAL LIMIT THEOREMS FOR HILBERT-VALUED DEPENDENT HETEROGENEOUS ARRAYS WITH APPLICATIONS 1 1 2 48 1 2 15 147
CONSISTENT SPECIFICATION TESTING WITH NUISANCE PARAMETERS PRESENT ONLY UNDER THE ALTERNATIVE 0 2 3 126 0 4 23 272
Can Mutual Fund “Stars” Really Pick Stocks? New Evidence from a Bootstrap Analysis 2 2 10 351 3 14 66 1,131
Causal Diagrams for Treatment Effect Estimation with Application to Efficient Covariate Selection 0 0 0 94 0 1 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 0 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 1 1 17 113
Consideration of Trends in Time Series 0 0 9 312 0 4 23 656
Consistent Specification Testing via Nonparametric Series Regression 0 0 1 127 0 0 19 429
Correction to “Automatic Block-Length Selection for the Dependent Bootstrap” by D. Politis and H. White 2 5 11 103 8 30 63 374
Corrigendum [Maximum Likelihood Estimation of Misspecified Models] 0 0 0 2 2 7 20 241
DIRECTIONALLY DIFFERENTIABLE ECONOMETRIC MODELS 0 0 0 4 1 1 17 56
Dangers of data mining: The case of calendar effects in stock returns 0 3 10 1,181 20 41 73 3,040
Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap 9 16 43 403 153 378 589 1,509
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 0 12 225
Disclosure incentives when competing firms have common ownership 0 0 2 80 5 14 59 301
Editor's introduction 0 0 0 3 1 2 7 39
Editor's introduction 0 0 0 5 0 0 2 19
Estimating nonseparable models with mismeasured endogenous variables 0 0 2 57 0 12 24 189
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 5 202
Forecasting economic time series using flexible versus fixed specification and linear versus nonlinear econometric models 0 0 0 133 1 1 18 521
Generalized Information Matrix Tests for Detecting Model Misspecification 0 0 1 9 2 20 42 119
Generalized runs tests for the IID hypothesis 0 0 0 45 0 0 7 186
Granger Causality and Dynamic Structural Systems 1 1 3 79 2 3 20 546
Granger causality, exogeneity, cointegration, and economic policy analysis 0 0 1 56 2 2 12 310
High Breakdown Point Conditional Dispersion Estimation with Application to S&P 500 Daily Returns Volatility 0 0 0 2 0 2 8 615
Identification and Identification Failure for Treatment Effects Using Structural Systems 0 0 1 54 1 2 14 154
Inference on Risk-Neutral Measures for Incomplete Markets 0 0 0 27 0 2 15 285
Information criteria for selecting possibly misspecified parametric models 0 1 5 403 1 4 32 915
Instrumental Variables Regression with Independent Observations 0 0 2 217 0 1 10 734
Interval forecasting: An analysis based upon ARCH-quantile estimators 0 0 1 218 0 1 9 503
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 0 2 42 0 1 16 137
Learning in recurrent neural networks 0 0 1 69 0 1 11 157
Local indirect least squares and average marginal effects in nonseparable structural systems 1 1 2 46 2 3 27 315
Maximum Likelihood Estimation of Misspecified Models 4 9 17 1,867 10 33 85 4,490
Maximum likelihood and the bootstrap for nonlinear dynamic models 0 2 4 293 0 2 19 680
Misspecified models with dependent observations 0 2 4 131 0 3 12 278
Mixtures of t-distributions for finance and forecasting 0 0 0 49 0 0 13 170
Monitoring Structural Change 3 6 12 315 7 14 46 893
Nonlinear Regression on Cross-Section Data 0 0 3 320 0 0 11 969
Nonlinear Regression with Dependent Observations 0 0 2 331 1 1 14 865
Nonparametric Adaptive Learning with Feedback 0 0 1 64 0 1 10 173
Nonparametric identification in nonseparable panel data models with generalized fixed effects 0 0 0 65 2 3 14 250
On more robust estimation of skewness and kurtosis 0 2 6 376 1 6 35 886
Optimal Investment in Schooling when Incomes are Risky 0 0 0 51 1 2 12 153
Optimum Trade Restrictions and Their Consequences 0 0 0 33 0 0 8 205
Regularity conditions for cox's test of non-nested hypotheses 0 0 1 76 0 0 22 233
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 4 10 65 3,920 17 58 341 32,095
S-estimation of nonlinear regression models with dependent and heterogeneous observations 0 0 0 61 1 2 6 198
SOME EXTENSIONS OF A LEMMA OF KOTLARSKI 0 0 0 32 0 0 12 97
Some Invariance Principles and Central Limit Theorems for Dependent Heterogeneous Processes 0 0 3 112 1 1 11 230
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 8 17 63 712 44 102 306 2,077
Specification Tests for the Variance of a Diffusion 0 0 0 2 0 0 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 1 2 13 77
THE BOOTSTRAP OF THE MEAN FOR DEPENDENT HETEROGENEOUS ARRAYS 0 0 2 36 0 0 17 127
Testing a conditional form of exogeneity 0 0 0 38 0 1 10 141
Testing conditional independence via empirical likelihood 0 0 3 21 1 1 25 139
Testing for Regime Switching 0 2 2 212 2 4 52 676
Testing for monotonicity in unobservables under unconfoundedness 0 0 0 4 1 4 20 113
Testing for neglected nonlinearity in time series models: A comparison of neural network methods and alternative tests 0 2 2 633 0 2 33 1,477
Testing for separability in structural equations 0 0 0 17 2 4 12 99
Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes 0 0 0 82 0 0 15 357
Testing for unobserved heterogeneity in exponential and Weibull duration models 0 0 0 34 0 2 12 191
Tests for model specification in the presence of alternative hypotheses: Some further results 0 0 1 279 2 4 18 660
Tests of Conditional Predictive Ability 5 8 12 752 24 40 90 2,301
The construction of empirical credit scoring rules based on maximization principles 0 0 1 60 0 0 18 269
Time-series estimation of the effects of natural experiments 0 1 1 117 0 2 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 1 3 18 711
VAR for VaR: Measuring tail dependence using multivariate regression quantiles 0 0 6 73 1 4 33 316
Viewpoint: An extended class of instrumental variables for the estimation of causal effects 0 1 1 3 0 3 21 35
Viewpoint: An extended class of instrumental variables for the estimation of causal effects 0 0 1 58 0 0 8 188
Total Journal Articles 55 141 476 24,627 436 1,160 3,782 99,259

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Advances in Econometric Theory 0 1 2 24 0 1 7 55
Estimation, Inference and Specification Analysis 0 0 0 0 0 2 21 502
Estimation, Inference and Specification Analysis 0 0 0 0 4 6 44 857
New Perspectives in Econometric Theory 0 1 3 18 0 1 9 47
Total Books 0 2 5 42 4 10 81 1,461

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 15 23
ESTIMATION, INFERENCE, AND SPECIFICATION TESTING FOR POSSIBLY MISSPECIFIED QUANTILE REGRESSION 0 0 0 7 2 2 13 44
Nonparametric Estimation of Conditional Quantiles Using Neural Networks 0 0 0 0 0 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 1 3 11 87
Total Chapters 0 1 5 407 3 8 77 1,357

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Statistics updated 2026-10-11