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 6 248
A Consistent Characteristic-Function-Based Test for Conditional Independence 0 0 0 15 0 0 0 99
A Flexible Nonparametric Test for Conditional Independence 0 0 0 41 0 0 0 89
A Flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA) 0 0 0 44 1 1 2 233
A Model Selection Approach to Real-Time Macroeconomic Forecasting Using Linear Models and Artificial Neural Networks 0 0 1 1,206 3 3 5 3,346
A Models Selection Approach to Real-Time Macroeconomic Forecasting Using Linear Models and Artificial Neural Networks 0 0 0 3 1 2 3 505
A Subsampling Approach to Estimating The Distribution of Diverging Statistics with Applications to Assessing Financial Market Risk 0 0 0 4 0 0 0 42
A Subsampling Approach to Estimating the Distribution of Diverging Statistics with Applications to Assessing Financial Markets Risks 0 0 0 8 0 0 0 34
A Unified Theory of Consistent Estimation for Parametric Models 0 0 0 0 1 2 3 161
A flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA) 0 0 0 70 0 0 0 329
A subsampling approach to estimating the distribution of diversing statistics with application to assessing financial market risks 0 0 1 179 1 1 2 1,001
A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators 0 0 0 0 0 0 2 5
A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators 0 0 0 47 0 0 0 199
An Extended Class of Instrumental Variables for the Estimation of Causal Effects 0 0 1 112 0 0 6 398
Asymptotic Properties of Some Projection-based Robbins-Monro Procedures in a Hilbert Space 0 0 0 12 2 2 4 58
Asymptotic and Bayesian Confidence Intervals for Sharpe Style Weights 0 0 0 13 0 0 2 70
Bootstrapping the Information Matrix Test 0 0 0 6 0 0 1 67
CLOSED FORM INTEGRATION OF ARTIFICIAL NEURAL NETWORKS WITH SOME APPLICATIONS TO FINANCE 0 0 0 249 0 0 1 710
Can mutual fund stars really pick stocks? New evidence from a bootstrap analysis 0 1 3 130 0 1 7 487
Causal Discourse in a Game of Incomplete Information 0 0 0 21 0 1 3 126
Causality, Conditional Independence, and Graphical Separation in Settable Systems 0 0 1 148 1 2 4 462
Closed Form Integration of Artificial Neural Networks with Some Applications to Finance 0 0 0 138 1 1 1 305
Closed Form Integration of Artificial Neural Networks with Some Applications to Finance 0 0 0 3 0 1 2 32
Closed form integration of artificial neural networks with some applications 0 0 0 21 0 0 7 104
Constrained Information Processing and Individual Income Expectations 0 1 1 20 0 2 3 73
Dangers of Data-Driven Inference: The Case of Calendar Effects in Stock Returns 0 0 0 37 0 0 3 120
Data snooping, technical trading, rule performance, and the bootstrap 0 0 2 3 0 1 7 15
Data-Snooping, Technical Trading Rule Performance and the Bootstrap 0 1 4 340 0 1 17 1,084
Data-Snooping, Technical Trading, Rule Performance and the Bootstrap 0 2 7 1,031 4 7 21 2,713
Directionally Differentiable Econometric Models 0 0 0 55 1 1 1 96
Estimating average marginal effects in nonseparable structural systems 0 0 0 123 0 0 1 383
Estimation, Inference, and Specification Testing for Possibly Misspecified Quantile Regression 0 0 1 45 1 1 4 125
Flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA) 0 0 0 48 3 3 3 271
Forecast Evaluation with Shared Data Sets 0 0 0 121 1 1 6 373
Generalized Runs Test for the IID Hypothesis 0 0 0 201 1 1 1 850
Granger Causality, Exogeneity, Cointegration, and Economic Policy Analysis 0 0 0 144 1 2 5 554
Hypernormal Densities 0 0 0 3 0 0 1 32
Hypernormal Densities 0 0 2 100 1 1 5 559
Hypernormal densities 0 0 0 201 0 0 1 778
Identifying Structural Effects in Nonseparable Systems Using Covariates 0 0 0 31 0 0 3 139
James-Stein Type Estimator in Large Samples with Application to the Least Absolute Deviations Estimator 0 0 0 4 0 0 0 56
James-Stein Type Estimators in Large Samples with Application to the Least Absolute Deviations Estimator 0 0 0 5 2 3 3 84
James-Stein Type Estimators in Large Samples with Application to the Least Absolute Deviations Estimator 0 0 0 4 0 0 1 42
Linking Granger Causality and the Pearl Causal Model with Settable Systems 0 0 5 166 0 2 12 422
Local Indirect Least Squares and Average Marginal Effects in Nonseparable Structural Systems 0 0 2 98 1 2 6 443
M-Testing Using Finite and Infinite Dimensional Parameter Estimators 0 0 0 7 1 1 1 56
Mathematical Proofs for "Testing for Neglected Nonlinearity Using Twofold Unidentified Models under the Null and Hexic Expansions" 0 0 0 19 0 0 0 93
Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models 0 0 0 9 0 0 2 83
Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models 0 0 0 17 0 0 0 81
Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models 0 0 0 329 0 0 4 1,338
Mixtures of t-distributions for Finance and Forecasting 0 0 0 221 0 0 0 548
Modeling autoregressive conditional skewness and kurtosis with multi-quantile CAViaR 0 1 1 191 1 2 5 633
Nonparametric Identification in Nonseparable Panel Data Models with Generalized Fixed Effects 0 0 0 17 0 0 2 104
Nonparametric identification in nonseparable panel data models with generalized fixed effects 0 0 1 89 1 1 4 216
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 2 62
On More Robust Estimation of Skewness and Kurtosis: Simulation and Application to the S&P500 Index 1 1 2 83 1 1 5 221
Some Further Results on Tests for Model Specification in the Presence of Alternative Hypotheses 0 0 0 0 0 0 1 165
Some Heteroskedasticity Consistent Covariance Matrix Estimators with Improved Finite Sample Properties 1 1 4 483 2 4 12 1,417
Strong Convergence of Recursive M-Estimators for Models with Dynamic Latent Variables 0 0 0 0 1 1 1 347
Subsampling the distribution of diverging statistics with applications to finance 0 0 0 0 1 1 1 4
Supplements to "Directionally Differentiable Econometric Models" 0 0 0 28 0 0 1 58
Testing Conditional Independence Via Empirical Likelihood 0 0 0 17 1 1 1 107
Testing Monotonicity in Unobservables with Panel Data 0 0 0 39 1 1 3 74
Testing a Conditional Form of Exogeneity 0 0 0 67 1 2 10 198
Testing a Constant Mean Function Using Functional Regression 0 0 1 171 2 3 6 62
Testing for Monotonicity in Unobservables under Unconfoundedness 0 0 0 35 0 0 1 103
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 0 174
Testing for Stationarity-Ergodicity and for Comovements Between Nonlinear Discrete Time Markov Processes 0 0 0 0 0 0 0 757
Testing for Unobserved Heterogeneity in Exponential and Weibull Duration Models 0 0 0 129 0 0 1 557
Testing for a Constant Mean Function using Functional Regression 0 0 0 106 0 0 0 628
Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing 0 0 0 88 1 1 1 124
Tests of Conditional Predictive Ability 1 1 3 528 1 1 9 1,232
Tests of Conditional Predictive Ability 0 0 1 32 1 1 5 174
Tests of conditional predictive ability 0 3 6 534 0 3 10 1,533
The Bootstrap of Mean for Dependent Heterogeneous Arrays 0 0 0 0 1 1 2 196
The Bootstrap of Mean for Dependent Heterogeneous Arrays 0 0 0 43 0 0 0 275
The Bootstrap of the Mean for Dependent Heterogeneous Arrays 0 0 0 152 2 3 3 751
The Dangers of Data-Driven Inference: The Case of Calendar Effects in Stock Returns 0 0 0 237 1 1 1 753
The dangers of data-driven inference: the case of calender effects in stock returns 0 0 0 0 0 0 0 1
Unanticipated Money, Output, and Prices in the Small Economy 0 0 0 0 0 0 0 4
VAR for VaR: measuring systemic risk using multivariate regression quantiles 0 0 2 137 0 1 5 393
VAR for VaR: measuring tail dependence using multivariate regression quantiles 0 1 1 62 2 6 13 305
Total Working Papers 3 13 53 9,254 50 82 277 32,149
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 2 118
A Direct Test for Changing Trend 0 0 0 0 0 0 2 319
A FLEXIBLE NONPARAMETRIC TEST FOR CONDITIONAL INDEPENDENCE 0 0 0 6 1 1 1 40
A Flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA)* 0 0 0 22 0 0 2 128
A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity 4 13 64 6,544 8 37 196 19,917
A MAJOR COLLECTION OF EARLY WORKS ON POLITICAL ECONOMY 0 0 0 4 0 0 0 17
A Model Selection Approach To Real-Time Macroeconomic Forecasting Using Linear Models And Artificial Neural Networks 0 0 6 419 1 4 16 1,167
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 3 497
A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE 0 0 0 71 0 0 2 207
A Note on Computing the Heteroskedasticity Consistent Covariance Matrix Using Instrumental Variable Techniques 0 0 0 0 1 1 3 187
A Reality Check for Data Snooping 0 0 0 11 0 1 11 2,821
A Unified Theory of Consistent Estimation for Parametric Models 1 1 1 24 2 3 3 74
A WARP-SPEED METHOD FOR CONDUCTING MONTE CARLO EXPERIMENTS INVOLVING BOOTSTRAP ESTIMATORS 0 0 0 41 0 0 4 131
A consistent characteristic function-based test for conditional independence 1 1 2 67 1 2 5 274
A two-stage procedure for partially identified models 0 0 0 12 1 2 4 72
Abstracts of Working Papers in Economics: A Computer Searchable On-line Data Base 0 0 0 1 1 1 2 34
Adaptive Learning with Nonlinear Dynamics Driven by Dependent Processes 0 0 0 84 2 3 9 393
An Alternative Proof That OLS is BLUE 0 0 2 49 1 1 7 220
An efficient algorithm to compute maximum entropy densities 0 0 1 134 1 1 3 321
Asymptotic Distribution Theory for Nonparametric Entropy Measures of Serial Dependence 0 0 0 168 1 1 3 603
Asymptotic Properties of Some Projection-based Robbins-Monro Procedures in a Hilbert Space 0 0 0 60 1 1 1 297
Automatic Block-Length Selection for the Dependent Bootstrap 0 1 5 160 1 3 17 448
Bootstrap Standard Error Estimates for Linear Regression 0 1 5 210 0 1 12 565
CENTRAL LIMIT AND FUNCTIONAL CENTRAL LIMIT THEOREMS FOR HILBERT-VALUED DEPENDENT HETEROGENEOUS ARRAYS WITH APPLICATIONS 0 0 2 46 1 1 4 131
CONSISTENT SPECIFICATION TESTING WITH NUISANCE PARAMETERS PRESENT ONLY UNDER THE ALTERNATIVE 0 0 7 122 0 0 13 248
Can Mutual Fund “Stars” Really Pick Stocks? New Evidence from a Bootstrap Analysis 0 1 8 340 4 9 29 1,057
Causal Diagrams for Treatment Effect Estimation with Application to Efficient Covariate Selection 0 0 2 94 0 1 4 223
Causal discourse in a game of incomplete information 0 0 2 15 2 2 4 68
Comments on testing economic theories and the use of model selection criteria 0 0 2 222 1 1 7 589
Conditional distributions of earnings, wages and hours for blacks and whites 0 0 1 8 0 0 2 48
Consequences of Model Misspecification for Maximum Likelihood Estimation with Missing Data 0 0 0 7 0 1 12 91
Consideration of Trends in Time Series 0 2 6 302 1 4 12 630
Consistent Specification Testing via Nonparametric Series Regression 0 0 0 126 0 1 2 410
Correction to “Automatic Block-Length Selection for the Dependent Bootstrap” by D. Politis and H. White 1 1 2 92 3 5 12 309
Corrigendum [Maximum Likelihood Estimation of Misspecified Models] 0 0 0 2 0 1 5 218
DIRECTIONALLY DIFFERENTIABLE ECONOMETRIC MODELS 1 1 1 4 1 1 3 39
Dangers of data mining: The case of calendar effects in stock returns 0 2 10 1,171 2 11 34 2,963
Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap 3 7 16 355 8 16 43 907
Determination of Estimators with Minimum Asymptotic Covariance Matrices 0 0 0 15 0 0 0 57
Differencing as a Test of Specification 0 0 0 42 1 1 2 212
Disclosure incentives when competing firms have common ownership 0 1 7 78 0 2 16 239
Editor's introduction 0 0 0 3 0 0 1 32
Editor's introduction 0 0 0 5 0 0 0 17
Estimating nonseparable models with mismeasured endogenous variables 0 1 2 54 1 6 7 164
Finite Lag Estimation of Non-Markovian Processes 0 0 0 0 0 0 0 0
Forecast evaluation with shared data sets 0 0 0 71 1 1 2 195
Forecasting economic time series using flexible versus fixed specification and linear versus nonlinear econometric models 2 2 3 133 3 4 10 502
Generalized Information Matrix Tests for Detecting Model Misspecification 0 0 0 8 0 1 2 77
Generalized runs tests for the IID hypothesis 0 0 1 45 0 0 1 178
Granger Causality and Dynamic Structural Systems 1 2 5 76 2 4 13 526
Granger causality, exogeneity, cointegration, and economic policy analysis 0 0 1 55 0 1 5 297
High Breakdown Point Conditional Dispersion Estimation with Application to S&P 500 Daily Returns Volatility 0 0 0 2 0 0 2 606
Identification and Identification Failure for Treatment Effects Using Structural Systems 0 0 3 53 0 1 5 138
Inference on Risk-Neutral Measures for Incomplete Markets 0 0 1 27 0 0 2 270
Information criteria for selecting possibly misspecified parametric models 2 4 14 396 3 5 21 874
Instrumental Variables Regression with Independent Observations 0 1 2 215 1 2 8 722
Interval forecasting: An analysis based upon ARCH-quantile estimators 0 0 2 217 0 0 3 492
James-Stein-Type Estimators in Large Samples With Application to the Least Absolute Deviations Estimator 0 0 0 31 1 1 1 111
Laws of Large Numbers for Hilbert Space-Valued Mixingales with Applications 0 0 3 40 1 2 8 120
Learning in recurrent neural networks 0 0 2 68 1 1 3 146
Local indirect least squares and average marginal effects in nonseparable structural systems 0 0 2 44 3 4 9 288
Maximum Likelihood Estimation of Misspecified Models 1 4 11 1,847 2 6 30 4,397
Maximum likelihood and the bootstrap for nonlinear dynamic models 0 2 8 289 1 3 13 658
Misspecified models with dependent observations 0 0 1 127 1 2 8 265
Mixtures of t-distributions for finance and forecasting 0 0 0 49 0 0 0 153
Monitoring Structural Change 1 2 8 297 2 5 19 840
Nonlinear Regression on Cross-Section Data 1 1 5 316 2 3 8 956
Nonlinear Regression with Dependent Observations 0 0 4 327 1 2 10 848
Nonparametric Adaptive Learning with Feedback 0 3 3 63 1 4 5 161
Nonparametric identification in nonseparable panel data models with generalized fixed effects 1 1 1 64 1 2 7 235
On more robust estimation of skewness and kurtosis 1 1 2 370 3 8 12 850
Optimal Investment in Schooling when Incomes are Risky 0 0 0 51 0 0 0 141
Optimum Trade Restrictions and Their Consequences 0 0 0 33 1 1 1 196
Regularity conditions for cox's test of non-nested hypotheses 1 2 3 75 1 2 4 210
Remarks for the Clive Granger Memorial, July 31, 2009 0 0 0 12 0 0 0 38
Robustness checks and robustness tests in applied economics 2 9 34 3,846 25 48 154 31,715
S-estimation of nonlinear regression models with dependent and heterogeneous observations 0 0 2 61 0 0 5 191
SOME EXTENSIONS OF A LEMMA OF KOTLARSKI 0 1 2 32 1 2 7 85
Some Invariance Principles and Central Limit Theorems for Dependent Heterogeneous Processes 0 0 4 108 0 1 12 218
Some Measurability Results for Extrema of Random Functions Over Random Sets 1 1 3 60 1 1 7 263
Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties 4 7 22 640 15 23 71 1,731
Specification Tests for the Variance of a Diffusion 0 0 0 2 0 0 2 9
Subsampling the distribution of diverging statistics with applications to finance 0 0 0 37 0 0 1 185
TESTING STRUCTURAL CHANGE IN PARTIALLY LINEAR MODELS 0 0 0 20 0 0 1 64
THE BOOTSTRAP OF THE MEAN FOR DEPENDENT HETEROGENEOUS ARRAYS 1 1 2 33 2 2 4 109
Testing a conditional form of exogeneity 0 0 0 37 0 0 1 127
Testing conditional independence via empirical likelihood 0 0 1 18 1 1 4 114
Testing for Regime Switching 0 0 0 210 0 0 3 624
Testing for monotonicity in unobservables under unconfoundedness 0 0 0 4 1 1 1 92
Testing for neglected nonlinearity in time series models: A comparison of neural network methods and alternative tests 2 4 7 630 4 7 19 1,441
Testing for separability in structural equations 0 0 0 17 0 0 1 84
Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes 0 0 1 82 0 1 3 340
Testing for unobserved heterogeneity in exponential and Weibull duration models 0 0 0 34 0 1 1 178
Tests for model specification in the presence of alternative hypotheses: Some further results 0 0 1 278 1 3 7 640
Tests of Conditional Predictive Ability 0 3 8 738 2 11 38 2,202
The construction of empirical credit scoring rules based on maximization principles 0 0 2 59 1 1 6 248
Time-series estimation of the effects of natural experiments 0 0 1 116 0 1 3 302
Trends in unit energy consumption: The performance of end-use models 0 0 0 4 0 0 0 47
Unanticipated money, output, and prices in the small economy 0 0 0 7 0 0 0 23
Using Least Squares to Approximate Unknown Regression Functions 0 1 2 291 0 3 9 691
VAR for VaR: Measuring tail dependence using multivariate regression quantiles 1 2 6 67 4 7 17 279
Viewpoint: An extended class of instrumental variables for the estimation of causal effects 0 0 0 1 1 1 3 12
Viewpoint: An extended class of instrumental variables for the estimation of causal effects 0 0 0 57 1 2 4 178
Total Journal Articles 33 87 337 24,092 140 309 1,116 95,184


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 21 1 1 4 47
Estimation, Inference and Specification Analysis 0 0 0 0 3 10 45 798
Estimation, Inference and Specification Analysis 0 0 0 0 0 9 36 476
New Perspectives in Econometric Theory 0 0 1 12 0 0 1 35
Total Books 0 0 2 33 4 20 86 1,356


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Approximate Nonlinear Forecasting Methods 0 1 3 389 0 2 7 1,164
Conditional Independence Specification Testing for Dependent Processes with Local Polynomial Quantile Regression 0 1 1 2 0 1 2 5
ESTIMATION, INFERENCE, AND SPECIFICATION TESTING FOR POSSIBLY MISSPECIFIED QUANTILE REGRESSION 0 0 2 7 2 5 14 30
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 0 0 1 75
Total Chapters 0 2 6 401 2 8 24 1,274


Statistics updated 2025-07-04