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 4 242
A Consistent Characteristic-Function-Based Test for Conditional Independence 0 0 0 15 0 0 3 99
A Flexible Nonparametric Test for Conditional Independence 0 0 0 41 0 0 0 88
A Flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA) 0 0 1 44 0 2 4 230
A Model Selection Approach to Real-Time Macroeconomic Forecasting Using Linear Models and Artificial Neural Networks 1 1 1 1,198 1 1 9 3,323
A Models Selection Approach to Real-Time Macroeconomic Forecasting Using Linear Models and Artificial Neural Networks 0 0 0 3 3 10 25 471
A Subsampling Approach to Estimating The Distribution of Diverging Statistics with Applications to Assessing Financial Market Risk 0 0 0 4 0 0 0 40
A Subsampling Approach to Estimating the Distribution of Diverging Statistics with Applications to Assessing Financial Markets Risks 0 0 0 8 0 0 0 33
A Unified Theory of Consistent Estimation for Parametric Models 0 0 0 0 0 0 2 156
A flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA) 0 0 0 68 0 0 1 324
A subsampling approach to estimating the distribution of diversing statistics with application to assessing financial market risks 0 0 0 177 0 1 2 998
A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators 0 0 0 46 0 0 0 196
An Extended Class of Instrumental Variables for the Estimation of Causal Effects 0 0 0 107 0 1 2 385
Asymptotic Properties of Some Projection-based Robbins-Monro Procedures in a Hilbert Space 0 0 0 12 1 2 3 53
Asymptotic and Bayesian Confidence Intervals for Sharpe Style Weights 0 0 1 13 0 0 5 67
Bootstrapping the Information Matrix Test 0 0 0 6 0 0 1 63
CLOSED FORM INTEGRATION OF ARTIFICIAL NEURAL NETWORKS WITH SOME APPLICATIONS TO FINANCE 0 0 1 247 0 0 1 707
Can mutual fund stars really pick stocks? New evidence from a bootstrap analysis 2 2 7 124 5 15 49 422
Causal Discourse in a Game of Incomplete Information 1 1 1 20 2 2 5 121
Causality, Conditional Independence, and Graphical Separation in Settable Systems 0 1 2 143 0 2 6 452
Closed Form Integration of Artificial Neural Networks with Some Applications to Finance 0 0 0 138 0 0 0 304
Closed Form Integration of Artificial Neural Networks with Some Applications to Finance 0 0 0 3 0 0 0 29
Closed form integration of artificial neural networks with some applications 0 0 2 21 0 0 2 94
Constrained Information Processing and Individual Income Expectations 0 0 1 19 0 0 6 67
Dangers of Data-Driven Inference: The Case of Calendar Effects in Stock Returns 0 0 0 35 0 1 2 109
Data-Snooping, Technical Trading Rule Performance and the Bootstrap 0 0 0 329 1 1 9 1,043
Data-Snooping, Technical Trading, Rule Performance and the Bootstrap 0 1 7 1,010 2 7 35 2,642
Directionally Differentiable Econometric Models 0 0 2 54 0 0 4 92
Estimating average marginal effects in nonseparable structural systems 0 0 2 123 0 0 4 379
Estimation, Inference, and Specification Testing for Possibly Misspecified Quantile Regression 0 0 0 40 1 2 6 109
Flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA) 0 0 1 48 0 0 3 268
Forecast Evaluation with Shared Data Sets 0 1 1 121 0 1 1 366
Generalized Runs Test for the IID Hypothesis 0 0 0 198 1 2 5 844
Granger Causality, Exogeneity, Cointegration, and Economic Policy Analysis 1 1 2 142 3 4 23 498
Hypernormal Densities 0 0 0 98 1 2 5 548
Hypernormal Densities 0 0 0 3 0 0 0 31
Hypernormal densities 0 0 0 201 0 1 1 774
Identifying Structural Effects in Nonseparable Systems Using Covariates 0 0 0 31 0 0 2 133
James-Stein Type Estimator in Large Samples with Application to the Least Absolute Deviations Estimator 0 0 0 4 0 0 0 55
James-Stein Type Estimators in Large Samples with Application to the Least Absolute Deviations Estimator 0 0 0 5 0 0 2 79
James-Stein Type Estimators in Large Samples with Application to the Least Absolute Deviations Estimator 0 0 0 4 0 0 1 40
Linking Granger Causality and the Pearl Causal Model with Settable Systems 1 3 4 148 1 3 19 380
Local Indirect Least Squares and Average Marginal Effects in Nonseparable Structural Systems 0 1 3 96 0 1 4 436
M-Testing Using Finite and Infinite Dimensional Parameter Estimators 0 0 0 6 0 0 2 53
Mathematical Proofs for "Testing for Neglected Nonlinearity Using Twofold Unidentified Models under the Null and Hexic Expansions" 0 0 0 19 0 0 1 93
Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models 0 0 1 16 0 0 1 80
Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models 0 0 0 7 0 0 5 74
Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models 0 0 0 328 0 0 1 1,330
Mixtures of t-distributions for Finance and Forecasting 0 0 0 220 0 0 1 547
Modeling autoregressive conditional skewness and kurtosis with multi-quantile CAViaR 0 0 1 185 0 5 21 575
Nonparametric Identification in Nonseparable Panel Data Models with Generalized Fixed Effects 0 0 1 16 0 0 1 98
Nonparametric identification in nonseparable panel data models with generalized fixed effects 0 0 1 88 0 0 1 211
Notations in "Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing" by Cho and White (2014) 0 0 0 20 0 0 0 55
On More Robust Estimation of Skewness and Kurtosis: Simulation and Application to the S&P500 Index 0 0 5 78 1 2 16 210
Some Further Results on Tests for Model Specification in the Presence of Alternative Hypotheses 0 0 0 0 0 0 2 159
Some Heteroskedasticity Consistent Covariance Matrix Estimators with Improved Finite Sample Properties 0 1 6 468 0 1 13 1,373
Strong Convergence of Recursive M-Estimators for Models with Dynamic Latent Variables 0 0 0 0 0 0 0 343
Subsampling the distribution of diverging statistics with applications to finance 0 0 0 0 0 0 0 2
Supplements to "Directionally Differentiable Econometric Models" 0 0 0 27 0 0 4 56
Testing Conditional Independence Via Empirical Likelihood 0 0 0 17 0 0 1 100
Testing Monotonicity in Unobservables with Panel Data 0 0 2 38 0 0 5 69
Testing a Conditional Form of Exogeneity 0 0 0 65 0 0 0 182
Testing for Monotonicity in Unobservables under Unconfoundedness 0 0 1 34 1 2 17 85
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 0 0 1 173
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 2 128 1 2 5 555
Testing for a Constant Mean Function using Functional Regression 0 0 0 106 1 1 2 627
Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing 1 1 3 82 1 1 4 112
Tests of Conditional Predictive Ability 0 2 10 506 1 4 53 1,168
Tests of Conditional Predictive Ability 0 0 0 27 1 1 7 156
Tests of conditional predictive ability 0 0 6 522 0 1 18 1,501
The Bootstrap of Mean for Dependent Heterogeneous Arrays 0 0 0 0 0 1 2 194
The Bootstrap of Mean for Dependent Heterogeneous Arrays 0 0 0 42 0 0 0 274
The Bootstrap of the Mean for Dependent Heterogeneous Arrays 0 0 2 151 0 0 5 744
The Dangers of Data-Driven Inference: The Case of Calendar Effects in Stock Returns 0 0 1 237 0 0 3 744
Unanticipated Money, Output, and Prices in the Small Economy 0 0 0 0 0 0 2 4
VAR for VaR: measuring systemic risk using multivariate regression quantiles 0 0 2 129 2 3 13 358
VAR for VaR: measuring tail dependence using multivariate regression quantiles 0 0 5 54 2 5 30 227
Total Working Papers 7 16 88 8,872 33 90 493 31,079
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 0 116
A Direct Test for Changing Trend 0 0 0 0 0 1 1 312
A FLEXIBLE NONPARAMETRIC TEST FOR CONDITIONAL INDEPENDENCE 0 0 1 5 0 0 2 35
A Flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA)* 0 0 0 21 0 0 3 124
A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity 4 17 109 6,313 20 66 355 19,247
A MAJOR COLLECTION OF EARLY WORKS ON POLITICAL ECONOMY 0 0 0 3 0 0 1 15
A Model Selection Approach To Real-Time Macroeconomic Forecasting Using Linear Models And Artificial Neural Networks 1 4 13 399 4 14 38 1,109
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 5 484
A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE 0 0 2 66 0 0 6 197
A Note on Computing the Heteroskedasticity Consistent Covariance Matrix Using Instrumental Variable Techniques 0 0 0 0 0 1 3 175
A Reality Check for Data Snooping 0 0 0 11 3 6 32 2,754
A Unified Theory of Consistent Estimation for Parametric Models 0 0 0 22 0 0 3 68
A WARP-SPEED METHOD FOR CONDUCTING MONTE CARLO EXPERIMENTS INVOLVING BOOTSTRAP ESTIMATORS 0 0 3 36 2 2 13 113
A consistent characteristic function-based test for conditional independence 0 0 1 64 0 2 7 266
A two-stage procedure for partially identified models 0 0 1 12 0 0 4 65
Abstracts of Working Papers in Economics: A Computer Searchable On-line Data Base 0 0 0 1 0 0 0 29
Adaptive Learning with Nonlinear Dynamics Driven by Dependent Processes 0 2 6 81 2 4 11 372
An Alternative Proof That OLS is BLUE 0 0 2 45 1 3 16 200
An efficient algorithm to compute maximum entropy densities 0 0 1 131 0 0 2 312
Asymptotic Distribution Theory for Nonparametric Entropy Measures of Serial Dependence 0 0 0 168 0 0 4 596
Asymptotic Properties of Some Projection-based Robbins-Monro Procedures in a Hilbert Space 0 0 0 60 1 3 4 292
Automatic Block-Length Selection for the Dependent Bootstrap 0 0 2 138 0 0 17 389
Bootstrap Standard Error Estimates for Linear Regression 0 0 6 189 0 1 21 524
CENTRAL LIMIT AND FUNCTIONAL CENTRAL LIMIT THEOREMS FOR HILBERT-VALUED DEPENDENT HETEROGENEOUS ARRAYS WITH APPLICATIONS 0 0 0 43 0 1 3 123
CONSISTENT SPECIFICATION TESTING WITH NUISANCE PARAMETERS PRESENT ONLY UNDER THE ALTERNATIVE 0 2 9 100 0 2 13 208
Can Mutual Fund “Stars” Really Pick Stocks? New Evidence from a Bootstrap Analysis 0 0 3 318 1 3 21 994
Causal Diagrams for Treatment Effect Estimation with Application to Efficient Covariate Selection 1 2 8 86 1 2 12 210
Causal discourse in a game of incomplete information 0 0 0 13 0 0 0 64
Comments on testing economic theories and the use of model selection criteria 0 0 2 218 1 1 5 576
Conditional distributions of earnings, wages and hours for blacks and whites 0 0 0 7 0 0 0 46
Consequences of Model Misspecification for Maximum Likelihood Estimation with Missing Data 1 3 4 6 1 6 22 55
Consideration of Trends in Time Series 0 1 13 289 0 1 23 601
Consistent Specification Testing via Nonparametric Series Regression 0 0 3 120 0 0 12 390
Correction to “Automatic Block-Length Selection for the Dependent Bootstrap” by D. Politis and H. White 0 0 4 76 1 2 15 274
Corrigendum [Maximum Likelihood Estimation of Misspecified Models] 0 0 0 2 0 1 7 211
DIRECTIONALLY DIFFERENTIABLE ECONOMETRIC MODELS 0 0 1 3 0 0 3 35
Dangers of data mining: The case of calendar effects in stock returns 1 4 31 1,113 3 9 58 2,826
Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap 1 1 7 304 2 5 23 785
Determination of Estimators with Minimum Asymptotic Covariance Matrices 0 0 1 14 1 1 3 55
Differencing as a Test of Specification 0 0 0 42 0 0 1 210
Disclosure incentives when competing firms have common ownership 0 3 22 53 4 12 56 162
Editor's introduction 0 0 0 5 0 0 0 17
Editor's introduction 0 0 0 3 0 0 2 30
Estimating nonseparable models with mismeasured endogenous variables 1 2 4 42 2 3 11 131
Forecast evaluation with shared data sets 0 1 2 65 0 2 7 179
Forecasting economic time series using flexible versus fixed specification and linear versus nonlinear econometric models 1 2 8 125 2 3 15 477
Generalized Information Matrix Tests for Detecting Model Misspecification 0 0 0 8 0 0 3 72
Generalized runs tests for the IID hypothesis 0 0 3 43 0 0 6 173
Granger Causality and Dynamic Structural Systems 2 2 4 64 2 2 7 495
Granger causality, exogeneity, cointegration, and economic policy analysis 0 0 2 53 2 8 19 259
High Breakdown Point Conditional Dispersion Estimation with Application to S&P 500 Daily Returns Volatility 0 0 0 2 0 0 1 598
Identification and Identification Failure for Treatment Effects Using Structural Systems 0 0 0 47 0 0 2 128
Inference on Risk-Neutral Measures for Incomplete Markets 0 0 0 26 0 0 0 265
Information criteria for selecting possibly misspecified parametric models 1 1 9 357 1 1 16 807
Instrumental Variables Regression with Independent Observations 0 2 2 209 0 2 3 703
Interval forecasting: An analysis based upon ARCH-quantile estimators 1 1 2 210 2 2 7 475
James-Stein-Type Estimators in Large Samples With Application to the Least Absolute Deviations Estimator 0 0 0 30 0 0 0 109
Laws of Large Numbers for Hilbert Space-Valued Mixingales with Applications 0 0 2 36 0 1 10 110
Learning in recurrent neural networks 0 0 1 61 0 0 3 137
Local indirect least squares and average marginal effects in nonseparable structural systems 0 2 8 39 1 3 18 268
Maximum Likelihood Estimation of Misspecified Models 2 3 11 1,810 3 9 50 4,294
Maximum likelihood and the bootstrap for nonlinear dynamic models 0 1 11 268 0 2 26 622
Misspecified models with dependent observations 0 0 3 117 1 1 8 244
Mixtures of t-distributions for finance and forecasting 0 0 2 48 0 0 2 148
Monitoring Structural Change 3 8 13 252 4 12 31 732
Nonlinear Regression on Cross-Section Data 0 0 2 304 0 2 11 937
Nonlinear Regression with Dependent Observations 0 0 2 307 2 3 9 812
Nonparametric Adaptive Learning with Feedback 1 2 2 56 2 3 5 148
Nonparametric identification in nonseparable panel data models with generalized fixed effects 0 0 7 58 1 4 20 206
On more robust estimation of skewness and kurtosis 0 0 3 357 1 4 25 810
Optimal Investment in Schooling when Incomes are Risky 0 0 0 49 0 1 4 135
Optimum Trade Restrictions and Their Consequences 0 0 0 33 0 0 0 194
Regularity conditions for cox's test of non-nested hypotheses 0 0 0 69 0 0 3 201
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 6 24 100 3,716 63 200 882 30,721
S-estimation of nonlinear regression models with dependent and heterogeneous observations 0 0 2 59 0 0 2 183
SOME EXTENSIONS OF A LEMMA OF KOTLARSKI 0 0 3 26 0 0 5 69
Some Invariance Principles and Central Limit Theorems for Dependent Heterogeneous Processes 0 0 4 100 0 1 7 197
Some Measurability Results for Extrema of Random Functions Over Random Sets 0 0 2 53 1 1 3 249
Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties 0 10 56 555 9 26 148 1,469
Specification Tests for the Variance of a Diffusion 0 0 0 1 1 2 2 5
Subsampling the distribution of diverging statistics with applications to finance 0 0 1 37 0 0 3 183
TESTING STRUCTURAL CHANGE IN PARTIALLY LINEAR MODELS 0 1 1 20 0 1 4 63
THE BOOTSTRAP OF THE MEAN FOR DEPENDENT HETEROGENEOUS ARRAYS 0 1 8 28 0 1 11 95
Testing a conditional form of exogeneity 0 0 2 37 0 0 4 125
Testing conditional independence via empirical likelihood 0 0 3 16 0 0 8 103
Testing for Regime Switching 0 0 0 209 0 0 3 617
Testing for monotonicity in unobservables under unconfoundedness 0 0 1 4 0 3 15 86
Testing for neglected nonlinearity in time series models: A comparison of neural network methods and alternative tests 3 7 16 600 5 17 48 1,348
Testing for separability in structural equations 1 1 4 17 1 1 5 82
Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes 0 0 1 80 0 0 4 330
Testing for unobserved heterogeneity in exponential and Weibull duration models 0 0 1 34 0 1 4 176
Tests for model specification in the presence of alternative hypotheses: Some further results 0 1 5 268 1 3 19 611
Tests of Conditional Predictive Ability 1 1 8 710 2 3 30 2,115
The construction of empirical credit scoring rules based on maximization principles 0 0 3 54 0 1 7 224
Time-series estimation of the effects of natural experiments 1 2 4 110 1 3 8 284
Trends in unit energy consumption: The performance of end-use models 0 0 0 4 0 0 4 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 1 1 13 274 1 4 23 648
VAR for VaR: Measuring tail dependence using multivariate regression quantiles 0 0 6 50 1 8 28 207
Viewpoint: An extended class of instrumental variables for the estimation of causal effects 0 1 6 51 1 4 14 163
Viewpoint: An extended class of instrumental variables for the estimation of causal effects 1 1 1 1 1 3 5 8
Total Journal Articles 35 117 609 22,870 162 500 2,445 91,004


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 4 18 2 2 6 39
Estimation, Inference and Specification Analysis 0 0 0 0 4 16 60 590
Estimation, Inference and Specification Analysis 0 0 0 0 1 4 24 387
New Perspectives in Econometric Theory 0 0 1 9 0 0 6 26
Total Books 1 1 5 27 7 22 96 1,042


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Approximate Nonlinear Forecasting Methods 1 1 3 379 2 3 8 1,142
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 1 1 1 3 1 1 3 69
Total Chapters 2 2 4 382 3 4 11 1,211


Statistics updated 2022-09-05