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 0 242
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 1 1 89
A Flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA) 0 0 0 44 0 0 2 230
A Model Selection Approach to Real-Time Macroeconomic Forecasting Using Linear Models and Artificial Neural Networks 0 1 3 1,200 0 5 8 3,330
A Models Selection Approach to Real-Time Macroeconomic Forecasting Using Linear Models and Artificial Neural Networks 0 0 0 3 2 11 34 495
A Subsampling Approach to Estimating The Distribution of Diverging Statistics with Applications to Assessing Financial Market Risk 0 0 0 4 0 0 1 41
A Subsampling Approach to Estimating the Distribution of Diverging Statistics with Applications to Assessing Financial Markets Risks 0 0 0 8 0 0 1 34
A Unified Theory of Consistent Estimation for Parametric Models 0 0 0 0 0 0 2 158
A flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA) 0 0 1 69 0 0 1 325
A subsampling approach to estimating the distribution of diversing statistics with application to assessing financial market risks 0 1 1 178 0 1 2 999
A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators 0 0 0 46 0 0 0 196
A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators 0 0 0 0 0 0 0 0
An Extended Class of Instrumental Variables for the Estimation of Causal Effects 0 1 1 108 2 3 5 389
Asymptotic Properties of Some Projection-based Robbins-Monro Procedures in a Hilbert Space 0 0 0 12 0 0 2 53
Asymptotic and Bayesian Confidence Intervals for Sharpe Style Weights 0 0 0 13 0 0 0 67
Bootstrapping the Information Matrix Test 0 0 0 6 0 0 1 64
CLOSED FORM INTEGRATION OF ARTIFICIAL NEURAL NETWORKS WITH SOME APPLICATIONS TO FINANCE 0 1 1 248 0 1 1 708
Can mutual fund stars really pick stocks? New evidence from a bootstrap analysis 0 1 3 125 4 16 51 458
Causal Discourse in a Game of Incomplete Information 0 1 2 21 0 1 3 122
Causality, Conditional Independence, and Graphical Separation in Settable Systems 1 2 4 146 1 2 7 457
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 to Finance 0 0 0 138 0 0 0 304
Closed form integration of artificial neural networks with some applications 0 0 0 21 0 0 0 94
Constrained Information Processing and Individual Income Expectations 0 0 0 19 0 0 1 68
Dangers of Data-Driven Inference: The Case of Calendar Effects in Stock Returns 0 0 1 36 0 2 5 113
Data-Snooping, Technical Trading Rule Performance and the Bootstrap 0 0 3 332 0 4 11 1,053
Data-Snooping, Technical Trading, Rule Performance and the Bootstrap 1 2 10 1,019 2 4 29 2,664
Directionally Differentiable Econometric Models 0 0 0 54 0 2 2 94
Estimating average marginal effects in nonseparable structural systems 0 0 0 123 0 0 0 379
Estimation, Inference, and Specification Testing for Possibly Misspecified Quantile Regression 0 0 2 42 2 3 8 115
Flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA) 0 0 0 48 0 0 0 268
Forecast Evaluation with Shared Data Sets 0 0 1 121 0 0 2 367
Generalized Runs Test for the IID Hypothesis 1 1 1 199 1 2 4 846
Granger Causality, Exogeneity, Cointegration, and Economic Policy Analysis 0 0 2 143 10 23 45 539
Hypernormal Densities 0 0 0 98 0 2 7 553
Hypernormal Densities 0 0 0 3 0 0 0 31
Hypernormal densities 0 0 0 201 0 0 2 775
Identifying Structural Effects in Nonseparable Systems Using Covariates 0 0 0 31 0 0 0 133
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 1 80
James-Stein Type Estimators in Large Samples with Application to the Least Absolute Deviations Estimator 0 0 0 4 0 0 1 41
Linking Granger Causality and the Pearl Causal Model with Settable Systems 0 1 8 153 2 6 19 396
Local Indirect Least Squares and Average Marginal Effects in Nonseparable Structural Systems 0 0 1 96 0 0 1 436
M-Testing Using Finite and Infinite Dimensional Parameter Estimators 0 0 1 7 0 0 2 55
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 1 17 0 0 1 81
Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models 0 0 1 8 0 1 5 79
Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models 0 0 0 328 0 1 3 1,333
Mixtures of t-distributions for Finance and Forecasting 0 0 0 220 0 0 0 547
Modeling autoregressive conditional skewness and kurtosis with multi-quantile CAViaR 0 1 3 188 4 17 40 610
Nonparametric Identification in Nonseparable Panel Data Models with Generalized Fixed Effects 0 0 0 16 0 0 0 98
Nonparametric identification in nonseparable panel data models with generalized fixed effects 0 0 0 88 0 0 1 212
Notations in "Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing" by Cho and White (2014) 0 0 3 23 0 0 4 59
On More Robust Estimation of Skewness and Kurtosis: Simulation and Application to the S&P500 Index 0 0 0 78 0 1 3 211
Some Further Results on Tests for Model Specification in the Presence of Alternative Hypotheses 0 0 0 0 0 0 2 161
Some Heteroskedasticity Consistent Covariance Matrix Estimators with Improved Finite Sample Properties 1 1 8 475 3 7 19 1,391
Strong Convergence of Recursive M-Estimators for Models with Dynamic Latent Variables 0 0 0 0 1 1 2 345
Subsampling the distribution of diverging statistics with applications to finance 0 0 0 0 0 0 1 3
Supplements to "Directionally Differentiable Econometric Models" 0 0 1 28 0 0 1 57
Testing Conditional Independence Via Empirical Likelihood 0 0 0 17 0 0 0 100
Testing Monotonicity in Unobservables with Panel Data 0 0 0 38 0 0 0 69
Testing a Conditional Form of Exogeneity 1 1 1 66 1 1 2 184
Testing a Constant Mean Function Using Functional Regression 0 1 2 170 0 3 13 47
Testing for Monotonicity in Unobservables under Unconfoundedness 0 0 0 34 2 4 11 94
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 0 173
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 1 129 0 0 3 556
Testing for a Constant Mean Function using Functional Regression 0 0 0 106 0 0 1 627
Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing 1 1 3 84 2 2 6 117
Tests of Conditional Predictive Ability 0 2 8 512 1 5 28 1,192
Tests of Conditional Predictive Ability 0 1 3 30 1 4 7 162
Tests of conditional predictive ability 0 0 1 523 0 3 9 1,509
The Bootstrap of Mean for Dependent Heterogeneous Arrays 0 0 0 42 0 0 0 274
The Bootstrap of Mean for Dependent Heterogeneous Arrays 0 0 0 0 0 0 1 194
The Bootstrap of the Mean for Dependent Heterogeneous Arrays 0 0 1 152 0 0 1 745
The Dangers of Data-Driven Inference: The Case of Calendar Effects in Stock Returns 0 0 0 237 0 2 4 748
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 2 2 131 3 7 19 374
VAR for VaR: measuring tail dependence using multivariate regression quantiles 0 2 7 61 2 11 45 267
Total Working Papers 6 24 92 9,116 46 159 494 31,517
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 0 3 314
A FLEXIBLE NONPARAMETRIC TEST FOR CONDITIONAL INDEPENDENCE 0 0 1 6 0 2 4 39
A Flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA)* 0 0 0 21 0 0 0 124
A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity 9 22 87 6,383 24 71 255 19,436
A MAJOR COLLECTION OF EARLY WORKS ON POLITICAL ECONOMY 0 0 0 3 0 0 0 15
A Model Selection Approach To Real-Time Macroeconomic Forecasting Using Linear Models And Artificial Neural Networks 0 1 12 407 2 6 34 1,129
A Model-Selection Approach to Assessing the Information in the Term Structure Using Linear Models and Artificial Neural Networks 0 0 0 0 3 5 8 492
A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE 0 1 2 68 0 1 4 201
A Note on Computing the Heteroskedasticity Consistent Covariance Matrix Using Instrumental Variable Techniques 0 0 0 0 0 1 4 178
A Reality Check for Data Snooping 0 0 0 11 2 13 34 2,782
A Unified Theory of Consistent Estimation for Parametric Models 0 0 1 23 0 0 3 71
A WARP-SPEED METHOD FOR CONDUCTING MONTE CARLO EXPERIMENTS INVOLVING BOOTSTRAP ESTIMATORS 2 2 3 39 2 2 8 119
A consistent characteristic function-based test for conditional independence 0 1 1 65 0 1 3 267
A two-stage procedure for partially identified models 0 0 0 12 0 2 2 67
Abstracts of Working Papers in Economics: A Computer Searchable On-line Data Base 0 0 0 1 0 1 2 31
Adaptive Learning with Nonlinear Dynamics Driven by Dependent Processes 0 0 5 84 1 2 11 379
An Alternative Proof That OLS is BLUE 0 0 0 45 2 2 7 204
An efficient algorithm to compute maximum entropy densities 0 0 1 132 0 0 2 314
Asymptotic Distribution Theory for Nonparametric Entropy Measures of Serial Dependence 0 0 0 168 0 1 1 597
Asymptotic Properties of Some Projection-based Robbins-Monro Procedures in a Hilbert Space 0 0 0 60 0 0 3 292
Automatic Block-Length Selection for the Dependent Bootstrap 2 3 5 143 3 4 11 400
Bootstrap Standard Error Estimates for Linear Regression 0 2 7 196 2 5 17 540
CENTRAL LIMIT AND FUNCTIONAL CENTRAL LIMIT THEOREMS FOR HILBERT-VALUED DEPENDENT HETEROGENEOUS ARRAYS WITH APPLICATIONS 0 0 1 44 0 0 3 125
CONSISTENT SPECIFICATION TESTING WITH NUISANCE PARAMETERS PRESENT ONLY UNDER THE ALTERNATIVE 2 2 7 105 3 3 13 219
Can Mutual Fund “Stars” Really Pick Stocks? New Evidence from a Bootstrap Analysis 0 2 3 321 0 4 12 1,003
Causal Diagrams for Treatment Effect Estimation with Application to Efficient Covariate Selection 0 1 5 89 0 1 5 213
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 1 219 0 0 4 579
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 0 1 4 7 2 6 19 68
Consideration of Trends in Time Series 0 0 4 292 0 1 12 612
Consistent Specification Testing via Nonparametric Series Regression 0 1 5 125 1 3 9 399
Correction to “Automatic Block-Length Selection for the Dependent Bootstrap” by D. Politis and H. White 0 0 5 81 0 0 11 283
Corrigendum [Maximum Likelihood Estimation of Misspecified Models] 0 0 0 2 1 1 3 213
DIRECTIONALLY DIFFERENTIABLE ECONOMETRIC MODELS 0 0 0 3 0 0 0 35
Dangers of data mining: The case of calendar effects in stock returns 1 4 28 1,137 4 12 61 2,878
Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap 0 3 13 316 1 7 28 808
Determination of Estimators with Minimum Asymptotic Covariance Matrices 0 0 1 15 0 0 2 56
Differencing as a Test of Specification 0 0 0 42 0 0 0 210
Disclosure incentives when competing firms have common ownership 1 2 11 61 1 9 43 193
Editor's introduction 0 0 0 5 0 0 0 17
Editor's introduction 0 0 0 3 0 0 0 30
Estimating nonseparable models with mismeasured endogenous variables 0 0 5 45 1 1 13 141
Forecast evaluation with shared data sets 1 1 6 70 1 1 10 187
Forecasting economic time series using flexible versus fixed specification and linear versus nonlinear econometric models 1 1 3 126 2 6 10 484
Generalized Information Matrix Tests for Detecting Model Misspecification 0 0 0 8 0 0 1 73
Generalized runs tests for the IID hypothesis 1 1 1 44 1 1 1 174
Granger Causality and Dynamic Structural Systems 1 1 3 65 1 2 4 497
Granger causality, exogeneity, cointegration, and economic policy analysis 0 0 0 53 3 12 30 281
High Breakdown Point Conditional Dispersion Estimation with Application to S&P 500 Daily Returns Volatility 0 0 0 2 0 0 2 600
Identification and Identification Failure for Treatment Effects Using Structural Systems 0 0 1 48 0 0 1 129
Inference on Risk-Neutral Measures for Incomplete Markets 0 0 0 26 0 0 0 265
Information criteria for selecting possibly misspecified parametric models 3 3 10 366 5 8 18 824
Instrumental Variables Regression with Independent Observations 0 0 4 211 0 0 6 707
Interval forecasting: An analysis based upon ARCH-quantile estimators 0 0 3 212 1 2 6 479
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 1 1 1 37 1 1 2 111
Learning in recurrent neural networks 1 1 5 66 1 1 6 143
Local indirect least squares and average marginal effects in nonseparable structural systems 1 1 4 41 1 2 9 274
Maximum Likelihood Estimation of Misspecified Models 1 3 18 1,825 2 8 41 4,326
Maximum likelihood and the bootstrap for nonlinear dynamic models 0 2 5 272 0 7 15 635
Misspecified models with dependent observations 0 1 3 120 0 1 7 250
Mixtures of t-distributions for finance and forecasting 0 0 1 49 0 1 2 150
Monitoring Structural Change 1 3 22 266 3 10 51 771
Nonlinear Regression on Cross-Section Data 0 0 3 307 0 0 5 940
Nonlinear Regression with Dependent Observations 0 2 8 315 0 5 15 824
Nonparametric Adaptive Learning with Feedback 1 1 4 58 1 2 7 152
Nonparametric identification in nonseparable panel data models with generalized fixed effects 0 0 2 60 0 1 14 216
On more robust estimation of skewness and kurtosis 2 3 4 361 4 9 16 822
Optimal Investment in Schooling when Incomes are Risky 0 1 2 51 0 1 7 141
Optimum Trade Restrictions and Their Consequences 0 0 0 33 0 0 1 195
Regularity conditions for cox's test of non-nested hypotheses 0 3 3 72 1 4 5 206
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 4 11 67 3,759 41 128 607 31,128
S-estimation of nonlinear regression models with dependent and heterogeneous observations 0 0 0 59 0 0 2 185
SOME EXTENSIONS OF A LEMMA OF KOTLARSKI 0 1 2 28 1 5 6 75
Some Invariance Principles and Central Limit Theorems for Dependent Heterogeneous Processes 0 1 1 101 0 2 4 200
Some Measurability Results for Extrema of Random Functions Over Random Sets 0 2 3 56 1 4 7 255
Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties 1 6 42 587 8 34 131 1,574
Specification Tests for the Variance of a Diffusion 1 1 1 2 1 1 4 7
Subsampling the distribution of diverging statistics with applications to finance 0 0 0 37 0 0 0 183
TESTING STRUCTURAL CHANGE IN PARTIALLY LINEAR MODELS 0 0 1 20 0 0 1 63
THE BOOTSTRAP OF THE MEAN FOR DEPENDENT HETEROGENEOUS ARRAYS 0 1 2 29 0 1 2 96
Testing a conditional form of exogeneity 0 0 0 37 0 0 0 125
Testing conditional independence via empirical likelihood 0 0 0 16 0 0 0 103
Testing for Regime Switching 0 0 1 210 1 1 3 620
Testing for monotonicity in unobservables under unconfoundedness 0 0 0 4 0 2 5 88
Testing for neglected nonlinearity in time series models: A comparison of neural network methods and alternative tests 1 2 16 609 10 15 59 1,390
Testing for separability in structural equations 0 0 1 17 0 1 2 83
Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes 0 0 1 81 0 0 4 334
Testing for unobserved heterogeneity in exponential and Weibull duration models 0 0 0 34 0 0 2 177
Tests for model specification in the presence of alternative hypotheses: Some further results 0 0 2 269 1 2 13 621
Tests of Conditional Predictive Ability 1 1 3 712 1 5 12 2,124
The construction of empirical credit scoring rules based on maximization principles 0 0 2 56 1 3 9 232
Time-series estimation of the effects of natural experiments 0 0 3 111 0 0 8 289
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 0 7 280 2 4 17 661
VAR for VaR: Measuring tail dependence using multivariate regression quantiles 0 3 5 55 1 6 41 240
Viewpoint: An extended class of instrumental variables for the estimation of causal effects 0 0 1 1 0 0 3 8
Viewpoint: An extended class of instrumental variables for the estimation of causal effects 0 0 5 55 0 0 9 168
Total Journal Articles 40 106 500 23,253 152 466 1,897 92,401


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 18 0 0 3 40
Estimation, Inference and Specification Analysis 0 0 0 0 4 10 27 410
Estimation, Inference and Specification Analysis 0 0 0 0 10 24 75 649
New Perspectives in Econometric Theory 0 0 0 9 1 1 1 27
Total Books 0 0 1 27 15 35 106 1,126


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 4 382 2 4 10 1,149
Conditional Independence Specification Testing for Dependent Processes with Local Polynomial Quantile Regression 0 0 0 0 0 0 0 0
ESTIMATION, INFERENCE, AND SPECIFICATION TESTING FOR POSSIBLY MISSPECIFIED QUANTILE REGRESSION 0 0 0 0 1 1 1 1
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 1 3 0 2 5 73
Total Chapters 0 0 5 385 3 7 16 1,223


Statistics updated 2023-06-05