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 3 10 258
A Consistent Characteristic-Function-Based Test for Conditional Independence 0 0 0 15 0 3 12 111
A Flexible Nonparametric Test for Conditional Independence 0 0 0 41 1 1 5 94
A Flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA) 0 0 0 44 0 2 7 240
A Model Selection Approach to Real-Time Macroeconomic Forecasting Using Linear Models and Artificial Neural Networks 0 0 1 1,207 0 3 13 3,359
A Models Selection Approach to Real-Time Macroeconomic Forecasting Using Linear Models and Artificial Neural Networks 0 0 0 3 0 0 6 511
A Subsampling Approach to Estimating The Distribution of Diverging Statistics with Applications to Assessing Financial Market Risk 0 0 0 4 0 3 7 49
A Subsampling Approach to Estimating the Distribution of Diverging Statistics with Applications to Assessing Financial Markets Risks 0 0 0 8 0 1 2 36
A Unified Theory of Consistent Estimation for Parametric Models 0 0 0 0 0 2 6 167
A flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA) 0 0 0 70 0 1 7 336
A subsampling approach to estimating the distribution of diversing statistics with application to assessing financial market risks 0 0 0 179 0 1 7 1,008
A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators 0 0 0 47 1 2 6 205
A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators 0 0 0 0 0 4 16 21
An Extended Class of Instrumental Variables for the Estimation of Causal Effects 0 0 1 113 2 6 12 410
Asymptotic Properties of Some Projection-based Robbins-Monro Procedures in a Hilbert Space 0 0 1 13 0 1 4 62
Asymptotic and Bayesian Confidence Intervals for Sharpe Style Weights 0 0 1 14 1 7 12 82
Bootstrapping the Information Matrix Test 0 0 0 6 0 2 9 76
CLOSED FORM INTEGRATION OF ARTIFICIAL NEURAL NETWORKS WITH SOME APPLICATIONS TO FINANCE 0 0 0 249 0 1 10 720
Can mutual fund stars really pick stocks? New evidence from a bootstrap analysis 0 0 3 133 3 7 30 517
Causal Discourse in a Game of Incomplete Information 1 1 2 23 1 3 13 139
Causality, Conditional Independence, and Graphical Separation in Settable Systems 0 0 1 149 0 4 28 490
Closed Form Integration of Artificial Neural Networks with Some Applications to Finance 0 0 0 3 0 0 5 37
Closed Form Integration of Artificial Neural Networks with Some Applications to Finance 0 0 0 138 1 2 6 311
Closed form integration of artificial neural networks with some applications 1 1 1 22 1 4 12 116
Comments on Testing Economic Theories and the Use of Model Selection Criteria 0 0 0 0 0 2 4 4
Constrained Information Processing and Individual Income Expectations 0 0 0 20 0 2 13 86
Dangers of Data-Driven Inference: The Case of Calendar Effects in Stock Returns 1 2 2 39 1 4 12 132
Data snooping, technical trading, rule performance, and the bootstrap 2 3 6 9 4 11 36 51
Data-Snooping, Technical Trading Rule Performance and the Bootstrap 1 1 3 343 5 12 33 1,117
Data-Snooping, Technical Trading, Rule Performance and the Bootstrap 1 2 4 1,035 5 14 50 2,763
Directionally Differentiable Econometric Models 0 0 0 55 0 4 29 125
Estimating average marginal effects in nonseparable structural systems 0 0 0 123 1 1 6 389
Estimation, Inference, and Specification Testing for Possibly Misspecified Quantile Regression 0 0 0 45 0 3 17 142
Flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA) 0 0 0 48 1 2 6 277
Forecast Evaluation with Shared Data Sets 0 0 0 121 0 4 12 385
Generalized Runs Test for the IID Hypothesis 0 0 0 201 0 3 23 873
Granger Causality, Exogeneity, Cointegration, and Economic Policy Analysis 0 0 0 144 0 4 23 577
Hypernormal Densities 0 0 0 3 0 1 6 38
Hypernormal Densities 0 0 0 100 0 1 15 574
Hypernormal densities 0 0 0 201 0 0 8 786
Identifying Structural Effects in Nonseparable Systems Using Covariates 0 1 3 34 0 6 15 154
James-Stein Type Estimator in Large Samples with Application to the Least Absolute Deviations Estimator 0 0 0 4 1 3 4 60
James-Stein Type Estimators in Large Samples with Application to the Least Absolute Deviations Estimator 0 0 0 5 0 2 5 89
James-Stein Type Estimators in Large Samples with Application to the Least Absolute Deviations Estimator 0 0 0 4 0 0 9 51
Linking Granger Causality and the Pearl Causal Model with Settable Systems 0 0 2 168 1 5 33 455
Local Indirect Least Squares and Average Marginal Effects in Nonseparable Structural Systems 0 0 0 98 2 8 25 468
M-Testing Using Finite and Infinite Dimensional Parameter Estimators 0 0 1 8 0 5 10 66
Mathematical Proofs for "Testing for Neglected Nonlinearity Using Twofold Unidentified Models under the Null and Hexic Expansions" 0 0 0 19 0 1 8 101
Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models 0 0 0 9 0 2 5 88
Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models 0 0 1 18 0 1 7 88
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 5 14 562
Modeling autoregressive conditional skewness and kurtosis with multi-quantile CAViaR 0 0 0 191 0 3 27 660
Nonparametric Identification in Nonseparable Panel Data Models with Generalized Fixed Effects 0 0 0 17 0 3 13 117
Nonparametric identification in nonseparable panel data models with generalized fixed effects 0 0 0 89 0 3 9 225
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 1 4 7 69
On More Robust Estimation of Skewness and Kurtosis: Simulation and Application to the S&P500 Index 0 0 0 83 0 2 8 229
Some Further Results on Tests for Model Specification in the Presence of Alternative Hypotheses 0 0 0 0 1 3 11 176
Some Heteroskedasticity Consistent Covariance Matrix Estimators with Improved Finite Sample Properties 1 4 5 488 4 17 50 1,467
Strong Convergence of Recursive M-Estimators for Models with Dynamic Latent Variables 0 0 0 0 0 1 9 356
Subsampling the distribution of diverging statistics with applications to finance 0 0 0 0 0 1 3 7
Supplements to "Directionally Differentiable Econometric Models" 0 0 1 29 0 5 15 73
Testing Conditional Independence Via Empirical Likelihood 0 0 0 17 0 4 11 118
Testing Monotonicity in Unobservables with Panel Data 0 0 0 39 0 4 14 88
Testing a Conditional Form of Exogeneity 0 0 1 68 1 6 23 221
Testing a Constant Mean Function Using Functional Regression 0 0 0 171 0 5 16 78
Testing for Monotonicity in Unobservables under Unconfoundedness 0 0 0 35 0 1 6 109
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 1 2 8 182
Testing for Stationarity-Ergodicity and for Comovements Between Nonlinear Discrete Time Markov Processes 0 0 0 0 0 4 13 770
Testing for Unobserved Heterogeneity in Exponential and Weibull Duration Models 0 0 0 129 0 2 11 568
Testing for a Constant Mean Function using Functional Regression 0 0 0 106 0 1 4 632
Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing 0 0 0 88 3 5 19 143
Tests of Conditional Predictive Ability 3 4 7 535 7 26 58 1,290
Tests of Conditional Predictive Ability 0 1 2 34 3 9 17 191
Tests of conditional predictive ability 2 3 8 542 8 23 50 1,583
The Bootstrap of Mean for Dependent Heterogeneous Arrays 0 0 0 43 0 5 17 292
The Bootstrap of Mean for Dependent Heterogeneous Arrays 0 0 0 0 0 2 8 204
The Bootstrap of the Mean for Dependent Heterogeneous Arrays 0 0 0 152 0 0 7 758
The Dangers of Data-Driven Inference: The Case of Calendar Effects in Stock Returns 0 1 1 238 1 6 14 767
The dangers of data-driven inference: the case of calender effects in stock returns 0 0 0 0 0 1 10 11
Unanticipated Money, Output, and Prices in the Small Economy 0 0 0 0 0 0 3 7
VAR for VaR: measuring systemic risk using multivariate regression quantiles 1 1 2 139 2 8 27 420
VAR for VaR: measuring tail dependence using multivariate regression quantiles 0 0 1 63 2 5 27 332
Total Working Papers 14 25 61 9,315 66 330 1,198 33,347
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 2 10 128
A Direct Test for Changing Trend 0 0 0 0 0 1 13 332
A FLEXIBLE NONPARAMETRIC TEST FOR CONDITIONAL INDEPENDENCE 0 0 0 6 0 2 14 54
A Flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA)* 0 0 0 22 0 1 5 133
A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity 13 37 90 6,634 50 157 369 20,286
A MAJOR COLLECTION OF EARLY WORKS ON POLITICAL ECONOMY 0 0 0 4 0 2 4 21
A Model Selection Approach To Real-Time Macroeconomic Forecasting Using Linear Models And Artificial Neural Networks 0 0 3 422 1 1 14 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 1 3 14 511
A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE 0 0 1 72 0 0 8 215
A Note on Computing the Heteroskedasticity Consistent Covariance Matrix Using Instrumental Variable Techniques 0 0 0 0 0 1 7 194
A Reality Check for Data Snooping 0 0 0 11 17 53 102 2,923
A Unified Theory of Consistent Estimation for Parametric Models 0 0 0 24 0 1 6 80
A WARP-SPEED METHOD FOR CONDUCTING MONTE CARLO EXPERIMENTS INVOLVING BOOTSTRAP ESTIMATORS 0 0 0 41 0 2 15 146
A consistent characteristic function-based test for conditional independence 0 0 3 70 0 6 25 299
A two-stage procedure for partially identified models 0 0 0 12 0 5 16 88
Abstracts of Working Papers in Economics: A Computer Searchable On-line Data Base 0 0 0 1 1 3 4 38
Adaptive Learning with Nonlinear Dynamics Driven by Dependent Processes 0 0 1 85 0 3 17 410
An Alternative Proof That OLS is BLUE 0 0 0 49 0 0 9 229
An efficient algorithm to compute maximum entropy densities 0 0 0 134 0 7 21 342
Asymptotic Distribution Theory for Nonparametric Entropy Measures of Serial Dependence 0 0 0 168 0 5 11 614
Asymptotic Properties of Some Projection-based Robbins-Monro Procedures in a Hilbert Space 0 0 1 61 0 1 18 315
Automatic Block-Length Selection for the Dependent Bootstrap 1 2 6 166 7 21 67 515
Bootstrap Standard Error Estimates for Linear Regression 0 0 1 211 0 4 12 577
CENTRAL LIMIT AND FUNCTIONAL CENTRAL LIMIT THEOREMS FOR HILBERT-VALUED DEPENDENT HETEROGENEOUS ARRAYS WITH APPLICATIONS 0 0 1 47 0 2 14 145
CONSISTENT SPECIFICATION TESTING WITH NUISANCE PARAMETERS PRESENT ONLY UNDER THE ALTERNATIVE 1 1 2 124 1 4 20 268
Can Mutual Fund “Stars” Really Pick Stocks? New Evidence from a Bootstrap Analysis 0 0 9 349 5 18 60 1,117
Causal Diagrams for Treatment Effect Estimation with Application to Efficient Covariate Selection 0 0 0 94 1 2 9 232
Causal discourse in a game of incomplete information 0 0 1 16 0 2 8 76
Comments on testing economic theories and the use of model selection criteria 0 0 0 222 0 1 3 592
Conditional distributions of earnings, wages and hours for blacks and whites 0 0 0 8 0 1 2 50
Consequences of Model Misspecification for Maximum Likelihood Estimation with Missing Data 0 0 2 9 0 4 21 112
Consideration of Trends in Time Series 0 0 10 312 1 2 22 652
Consistent Specification Testing via Nonparametric Series Regression 0 0 1 127 1 4 19 429
Correction to “Automatic Block-Length Selection for the Dependent Bootstrap” by D. Politis and H. White 0 1 6 98 3 11 35 344
Corrigendum [Maximum Likelihood Estimation of Misspecified Models] 0 0 0 2 3 6 16 234
DIRECTIONALLY DIFFERENTIABLE ECONOMETRIC MODELS 0 0 0 4 0 6 16 55
Dangers of data mining: The case of calendar effects in stock returns 2 3 7 1,178 8 12 36 2,999
Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap 5 17 32 387 74 122 224 1,131
Determination of Estimators with Minimum Asymptotic Covariance Matrices 0 0 0 15 0 1 9 66
Differencing as a Test of Specification 0 0 0 42 1 3 13 225
Disclosure incentives when competing firms have common ownership 0 1 2 80 3 18 48 287
Editor's introduction 0 0 0 5 0 1 2 19
Editor's introduction 0 0 0 3 0 3 5 37
Estimating nonseparable models with mismeasured endogenous variables 0 0 3 57 0 0 13 177
Finite Lag Estimation of Non-Markovian Processes 0 0 0 0 0 1 8 8
Forecast evaluation with shared data sets 0 0 0 71 0 2 6 201
Forecasting economic time series using flexible versus fixed specification and linear versus nonlinear econometric models 0 0 0 133 0 4 18 520
Generalized Information Matrix Tests for Detecting Model Misspecification 0 0 1 9 2 6 22 99
Generalized runs tests for the IID hypothesis 0 0 0 45 0 1 8 186
Granger Causality and Dynamic Structural Systems 1 1 2 78 2 5 17 543
Granger causality, exogeneity, cointegration, and economic policy analysis 0 0 1 56 0 3 11 308
High Breakdown Point Conditional Dispersion Estimation with Application to S&P 500 Daily Returns Volatility 0 0 0 2 0 1 7 613
Identification and Identification Failure for Treatment Effects Using Structural Systems 1 1 1 54 2 3 14 152
Inference on Risk-Neutral Measures for Incomplete Markets 0 0 0 27 0 5 13 283
Information criteria for selecting possibly misspecified parametric models 1 1 6 402 4 8 37 911
Instrumental Variables Regression with Independent Observations 1 2 2 217 2 4 11 733
Interval forecasting: An analysis based upon ARCH-quantile estimators 0 0 1 218 0 2 10 502
James-Stein-Type Estimators in Large Samples With Application to the Least Absolute Deviations Estimator 0 0 0 31 0 1 6 117
Laws of Large Numbers for Hilbert Space-Valued Mixingales with Applications 1 2 2 42 1 4 16 136
Learning in recurrent neural networks 0 0 1 69 1 2 10 156
Local indirect least squares and average marginal effects in nonseparable structural systems 0 0 1 45 0 5 24 312
Maximum Likelihood Estimation of Misspecified Models 2 4 11 1,858 5 27 60 4,457
Maximum likelihood and the bootstrap for nonlinear dynamic models 0 0 2 291 1 1 20 678
Misspecified models with dependent observations 0 1 2 129 0 2 10 275
Mixtures of t-distributions for finance and forecasting 0 0 0 49 0 3 17 170
Monitoring Structural Change 1 2 12 309 5 12 39 879
Nonlinear Regression on Cross-Section Data 0 1 4 320 1 4 13 969
Nonlinear Regression with Dependent Observations 0 1 4 331 0 3 16 864
Nonparametric Adaptive Learning with Feedback 0 0 1 64 1 4 11 172
Nonparametric identification in nonseparable panel data models with generalized fixed effects 0 0 1 65 0 3 12 247
On more robust estimation of skewness and kurtosis 0 1 4 374 0 5 30 880
Optimal Investment in Schooling when Incomes are Risky 0 0 0 51 0 2 10 151
Optimum Trade Restrictions and Their Consequences 0 0 0 33 0 3 9 205
Regularity conditions for cox's test of non-nested hypotheses 0 0 1 76 0 3 23 233
Remarks for the Clive Granger Memorial, July 31, 2009 0 0 0 12 0 2 7 45
Robustness checks and robustness tests in applied economics 8 19 64 3,910 24 89 322 32,037
S-estimation of nonlinear regression models with dependent and heterogeneous observations 0 0 0 61 0 1 5 196
SOME EXTENSIONS OF A LEMMA OF KOTLARSKI 0 0 0 32 2 4 12 97
Some Invariance Principles and Central Limit Theorems for Dependent Heterogeneous Processes 0 0 4 112 0 0 11 229
Some Measurability Results for Extrema of Random Functions Over Random Sets 0 1 3 63 0 3 16 279
Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties 4 20 55 695 24 73 244 1,975
Specification Tests for the Variance of a Diffusion 0 0 0 2 1 2 5 14
Subsampling the distribution of diverging statistics with applications to finance 0 0 0 37 0 1 8 193
TESTING STRUCTURAL CHANGE IN PARTIALLY LINEAR MODELS 0 0 0 20 0 2 11 75
THE BOOTSTRAP OF THE MEAN FOR DEPENDENT HETEROGENEOUS ARRAYS 0 0 3 36 1 3 18 127
Testing a conditional form of exogeneity 0 0 1 38 0 3 13 140
Testing conditional independence via empirical likelihood 0 0 3 21 1 6 24 138
Testing for Regime Switching 0 0 0 210 1 5 48 672
Testing for monotonicity in unobservables under unconfoundedness 0 0 0 4 2 6 17 109
Testing for neglected nonlinearity in time series models: A comparison of neural network methods and alternative tests 0 0 1 631 2 10 34 1,475
Testing for separability in structural equations 0 0 0 17 0 1 11 95
Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes 0 0 0 82 0 6 17 357
Testing for unobserved heterogeneity in exponential and Weibull duration models 0 0 0 34 0 1 11 189
Tests for model specification in the presence of alternative hypotheses: Some further results 1 1 1 279 3 3 16 656
Tests of Conditional Predictive Ability 2 4 6 744 7 26 59 2,261
The construction of empirical credit scoring rules based on maximization principles 1 1 1 60 2 6 21 269
Time-series estimation of the effects of natural experiments 0 0 0 116 1 4 13 315
Trends in unit energy consumption: The performance of end-use models 0 0 0 4 0 2 6 53
Unanticipated money, output, and prices in the small economy 0 0 0 7 0 1 2 25
Using Least Squares to Approximate Unknown Regression Functions 0 1 2 293 1 4 17 708
VAR for VaR: Measuring tail dependence using multivariate regression quantiles 1 2 6 73 1 8 33 312
Viewpoint: An extended class of instrumental variables for the estimation of causal effects 0 1 1 58 0 2 10 188
Viewpoint: An extended class of instrumental variables for the estimation of causal effects 0 0 1 2 0 3 20 32
Total Journal Articles 47 129 394 24,486 278 910 2,915 98,099

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 2 23 0 2 7 54
Estimation, Inference and Specification Analysis 0 0 0 0 2 9 53 851
Estimation, Inference and Specification Analysis 0 0 0 0 3 7 24 500
New Perspectives in Econometric Theory 0 1 5 17 0 4 11 46
Total Books 0 1 7 40 5 22 95 1,451

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 1 32 1,196
Conditional Independence Specification Testing for Dependent Processes with Local Polynomial Quantile Regression 0 0 1 3 0 4 18 23
ESTIMATION, INFERENCE, AND SPECIFICATION TESTING FOR POSSIBLY MISSPECIFIED QUANTILE REGRESSION 0 0 0 7 1 1 12 42
Nonparametric Estimation of Conditional Quantiles Using Neural Networks 0 0 0 0 0 2 4 4
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 1 4 9 84
Total Chapters 0 0 5 406 2 12 75 1,349

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Statistics updated 2026-07-10