Halbert White : Citation Profile

Deceased: 2012-03-31

37

H index

75

i10 index

12563

Citations

RESEARCH PRODUCTION:

100

Articles

79

Papers

4

Books

2

Chapters

EDITOR:

3

Books edited

RESEARCH ACTIVITY:

   36 years (1976 - 2012). See details.
   Cites by year: 348
   Journals where Halbert White has often published
   Relations with other researchers
   Recent citing documents: 1730.    Total self citations: 29 (0.23 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwh17
   Updated: 2020-05-16    RAS profile:    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Su, Liangjun (6)

Cho, Jin Seo (5)

hoderlein, stefan (5)

Manganelli, Simone (2)

Sun, Yixiao (2)

Kim, Tae-Hwan (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Halbert White.

Is cited by:

Swanson, Norman (127)

Potrafke, Niklas (65)

Teräsvirta, Timo (61)

Cebula, Richard (60)

Hendry, David (53)

MacKinnon, James (49)

Patton, Andrew (46)

van Dijk, Dick (46)

Phillips, Peter (45)

Cho, Jin Seo (45)

Su, Liangjun (42)

Cites to:

Heckman, James (45)

Andrews, Donald (33)

Imbens, Guido (28)

Vytlacil, Edward (27)

Chalak, Karim (26)

Newey, Whitney (20)

Granger, Clive (18)

hoderlein, stefan (14)

Hoderlein, Stefan (14)

Chen, Xiaohong (13)

Bierens, Herman (12)

Main data

Where Halbert White has published?

Journals with more than one article published# docs
Journal of Econometrics32
Econometrica15
Econometric Theory14
Econometric Reviews4
Journal of Financial Econometrics3
The Review of Economics and Statistics2
Economics Letters2
Oxford Bulletin of Economics and Statistics2
Journal of Finance2
Econometrics2
International Economic Review2
International Journal of Forecasting2
Journal of Business & Economic Statistics2
Journal of the American Statistical Association2

Working Papers Series with more than one paper published# docs
University of California at San Diego, Economics Working Paper Series / Department of Economics, UC San Diego19
Boston College Working Papers in Economics / Boston College Department of Economics12
Working papers / Yonsei University, Yonsei Economics Research Institute6
Discussion Paper Series / Institute of Economic Research, Korea University3
CeMMAP working papers / Centre for Microdata Methods and Practice, Institute for Fiscal Studies3
Econometrics Working Papers Archive / Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti"2
Working Paper Series / European Central Bank2
Documentos de Trabajo del ICAE / Universidad Complutense de Madrid, Facultad de Ciencias Econmicas y Empresariales, Instituto Complutense de Anlisis Econmico2
Working Papers / Singapore Management University, School of Economics2
Working Paper / Economics Department, Queen's University2

Recent works citing Halbert White (2019 and 2018)

YearTitle of citing document
2019OPEC News Announcement Effect on Volatility in the Crude Oil Market: A Reconsideration. (2019). Yoon, Seong-Min ; Lau, Chi Keung ; Gupta, Rangan. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:23:y:2019:i:4:p:1-23.

Full description at Econpapers || Download paper

2017Picking Funds with Confidence. (2017). Timmermann, Allan ; Lunde, Asger ; Gronborg, Niels S ; Wermers, Russ. In: CREATES Research Papers. RePEc:aah:create:2017-13.

Full description at Econpapers || Download paper

2017Statistical tests for equal predictive ability across multiple forecasting methods. (2017). Borup, Daniel ; Thyrsgaard, Martin. In: CREATES Research Papers. RePEc:aah:create:2017-19.

Full description at Econpapers || Download paper

2017Long- and Short-Run Components of Factor Betas: Implications for Equity Pricing. (2017). Christiansen, Charlotte ; Asgharian, Hossein ; Wang, Weining ; Jun, AI. In: CREATES Research Papers. RePEc:aah:create:2017-34.

Full description at Econpapers || Download paper

2017Panel Smooth Transition Regression Models. (2017). Yang, Yukai ; van Dijk, Dick ; Teräsvirta, Timo ; Gonzalez, Andres ; Terasvirta, Timo. In: CREATES Research Papers. RePEc:aah:create:2017-36.

Full description at Econpapers || Download paper

2018Unified Inference for Nonlinear Factor Models from Panels with Fixed and Large Time Span. (2018). Andersen, Torben ; Varneskov, Rasmus T ; Todorov, Viktor ; Fusari, Nicola. In: CREATES Research Papers. RePEc:aah:create:2018-03.

Full description at Econpapers || Download paper

2018Forecasting dynamically asymmetric fluctuations of the U.S. business cycle. (2018). Zanetti Chini, Emilio. In: CREATES Research Papers. RePEc:aah:create:2018-13.

Full description at Econpapers || Download paper

2018Time-varying parameters: New test tailored to applications in finance and macroeconomics. (2018). Davidson, Russell ; Gronborg, Niels S. In: CREATES Research Papers. RePEc:aah:create:2018-22.

Full description at Econpapers || Download paper

2018In Search of a Job: Forecasting Employment Growth in the US using Google Trends. (2018). Montes, Erik Christian. In: CREATES Research Papers. RePEc:aah:create:2018-25.

Full description at Econpapers || Download paper

2018Fast and Wild: Bootstrap Inference in Stata Using boottest. (2018). Webb, Matthew ; Roodman, David ; Nielsen, Morten ; MacKinnon, James. In: CREATES Research Papers. RePEc:aah:create:2018-34.

Full description at Econpapers || Download paper

2018Mutual Fund Selection for Realistically Short Samples. (2018). Christiansen, Charlotte ; Nielsen, Ole L ; Gronborg, Niels S. In: CREATES Research Papers. RePEc:aah:create:2018-36.

Full description at Econpapers || Download paper

2019Assessing predictive accuracy in panel data models with long-range dependence. (2019). Christensen, Bent Jesper ; Borup, Daniel ; Ergemen, Yunus Emre. In: CREATES Research Papers. RePEc:aah:create:2019-04.

Full description at Econpapers || Download paper

2019Asymptotic Theory and Wild Bootstrap Inference with Clustered Errors. (2019). Nielsen, Morten ; MacKinnon, James ; Djogbenou, Antoine. In: CREATES Research Papers. RePEc:aah:create:2019-05.

Full description at Econpapers || Download paper

2019In search of a job: Forecasting employment growth using Google Trends. (2019). Montes, Erik Christian ; Borup, Daniel. In: CREATES Research Papers. RePEc:aah:create:2019-13.

Full description at Econpapers || Download paper

2020Designing a sequential testing procedure for verifying global CO2 emissions. (2020). Bennedsen, Mikkel. In: CREATES Research Papers. RePEc:aah:create:2020-01.

Full description at Econpapers || Download paper

2017Effects of globalization on peace and stability: Implications for governance and the knowledge economy of African countries. (2017). Asongu, Simplice ; Amavilah, Voxi Heinrich ; Andrs, Antonio R. In: Research Africa Network Working Papers. RePEc:abh:wpaper:17/014.

Full description at Econpapers || Download paper

2020On bootstrapping tests of equal forecast accuracy for nested models. (2020). Haque, Qazi ; Doko Tchatoka, Firmin. In: School of Economics Working Papers. RePEc:adl:wpaper:2020-03.

Full description at Econpapers || Download paper

2020Uniform Inference after Pretesting for Exogeneity. (2020). Wang, Wenjie ; Doko Tchatoka, Firmin. In: School of Economics Working Papers. RePEc:adl:wpaper:2020-05.

Full description at Econpapers || Download paper

2018Some Estimation Methods and Their Assessment in Multilevel Models: A Review. (2018). Hanafy, Eman M ; El-Horbaty, Yahia S. In: Biostatistics and Biometrics Open Access Journal. RePEc:adp:jbboaj:v:5:y:2018:i:3:p:69-76.

Full description at Econpapers || Download paper

2017Testing-Based Forward Model Selection. (2017). Kozbur, Damian. In: American Economic Review. RePEc:aea:aecrev:v:107:y:2017:i:5:p:266-69.

Full description at Econpapers || Download paper

2017The Substitution Elasticity, Factor Shares, and the Low-Frequency Panel Model. (2017). Mallick, Debdulal ; Chirinko, Bob. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:9:y:2017:i:4:p:225-53.

Full description at Econpapers || Download paper

2020Inside Job or Deep Impact? Extramural Citations and the Influence of Economic Scholarship. (2020). Lu, Susan Feng ; Hill, Ryan ; Ellison, Glenn ; Azoulay, Pierre ; Angrist, Josh . In: Journal of Economic Literature. RePEc:aea:jeclit:v:58:y:2020:i:1:p:3-52.

Full description at Econpapers || Download paper

2017Integration in Gasoline and Ethanol Markets in Brazil over Time and Space under the Flex-fuel Technology. (2017). Otero, Jesus ; Nuñez, Hector ; Nuez, Hector M. In: The Energy Journal. RePEc:aen:journl:ej38-2-nunez.

Full description at Econpapers || Download paper

2017Speculation in Commodity Futures Markets, Inventories and the Price of Crude Oil. (2017). Byun, Sung Je ; Je, Sung. In: The Energy Journal. RePEc:aen:journl:ej38-5-byun.

Full description at Econpapers || Download paper

2018The Last of the Lost Generations? Formal and Non-Formal Education in Ghana during Times of Economic Decline and Recovery. (2018). Blunch, Niels-Hugo. In: Journal of African Development. RePEc:afe:journl:v:20:y:2018:i:2:p:35-60.

Full description at Econpapers || Download paper

2017Effects of globalization on peace and stability: Implications for governance and the knowledge economy of African countries. (2017). Asongu, Simplice ; ANDRES, ANTONIO ; Amavilah, Voxi Heinrich. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:17/014.

Full description at Econpapers || Download paper

2017Bias Correction of Welfare measures in Non-Market Valuation: Comparison of the Delta Method, Jackknife and Bootstrap. (2017). Shonkwiler, J ; Zhang, Rui. In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois. RePEc:ags:aaea17:258099.

Full description at Econpapers || Download paper

2017Semiparametric Panel Data Using Neural Networks. (2017). Crane-Droesch, Andrew. In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois. RePEc:ags:aaea17:258128.

Full description at Econpapers || Download paper

2017What drives the regional integration of agribusiness stocks? Evidence in worldwide perspective. (2017). Valdes, Rodrigo . In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois. RePEc:ags:aaea17:258265.

Full description at Econpapers || Download paper

2017The effect of traffic-light nutritional labelling on carbonated soft drink purchases in Ecuador. (2017). Cabrera, Tania ; Borja, Ivan ; Sanchez, Marcos ; Carpio, Carlos E ; Sandoval, Luis A. In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois. RePEc:ags:aaea17:259181.

Full description at Econpapers || Download paper

2018The Impact of Super Center Stores on the Availability of SNAP-approved stores.. (2018). Ollinger, Michael ; Dicken, Christopher W ; Ploeg, Shelly Ver . In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:274488.

Full description at Econpapers || Download paper

2017Statistical and Economic Evaluation of Time Series Models for Forecasting Arrivals at Call Centers. (2017). Manera, Matteo ; Galeotti, Marzio ; Bastianin, Andrea. In: Economic Theory and Applications Working Papers. RePEc:ags:feemet:253725.

Full description at Econpapers || Download paper

2018Implicit Prices of Sustainability Characteristics in Foods: the Case of the German Online Market for Honey. (2018). Herrmann, Roland ; Krandick, L ; Bissinger, K. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277079.

Full description at Econpapers || Download paper

2018Environmental Regulation Stringency and U.S. Agriculture. (2018). Skolrud, Tristan ; Galinato, Gregmar ; Abayateye, F. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277138.

Full description at Econpapers || Download paper

2018Conditional Distributions of Crop Yields: A Bayesian Approach for Characterizing Technological Change. (2018). Ramsey, A. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277253.

Full description at Econpapers || Download paper

2018Price Premia for Sustainability Characteristics in Foods: Measurement Matters!. (2018). Herrmann, Roland ; Krandick, Lisa ; Bissinger, Katharina. In: 2018 International European Forum (163rd EAAE Seminar), February 5-9, 2018, Innsbruck-Igls, Austria. RePEc:ags:iefi18:276855.

Full description at Econpapers || Download paper

2017Community-level flood mitigation effects on household-level flood insurance and damage claims payments. (2017). Petrolia, Daniel ; Harri, Ardian ; Frimpong, Eugene. In: Working Papers. RePEc:ags:misswp:254075.

Full description at Econpapers || Download paper

2018Does the Community Rating System Work? Evidence from Two Gulf Coast States. (2018). Petrolia, Daniel ; Harri, Ardian ; Frimpong, Eugene. In: Working Papers. RePEc:ags:misswp:273014.

Full description at Econpapers || Download paper

2017Does foreign ownership impact accounting conservatism adoption in Vietnam?. (2017). Le, Tuan Bach ; Vu, Minh ; Nhan, Thi Thanh ; Pavelkova, Drahomira. In: Business and Economic Horizons (BEH). RePEc:ags:pdcbeh:264700.

Full description at Econpapers || Download paper

2018Optimal Groundwater Management in Response to the Intensity of Lateral Flows. (2018). Durand-Morat, Alvaro ; Kovacs, Kent. In: 2018 Annual Meeting, February 2-6, 2018, Jacksonville, Florida. RePEc:ags:saea18:267164.

Full description at Econpapers || Download paper

2018Recidivism and education revisited: evidence for the USA. (2018). Giles, Margaret ; Fogarty, James. In: Working Papers. RePEc:ags:uwauwp:275642.

Full description at Econpapers || Download paper

2020Beating the naive: Combining LASSO with naive intraday electricity price forecasts. (2020). Weron, Rafał ; Uniejewski, Bartosz ; Marcjasz, Grzegorz. In: WORking papers in Management Science (WORMS). RePEc:ahh:wpaper:worms2001.

Full description at Econpapers || Download paper

2020PCA forecast averaging - predicting day-ahead and intraday electricity prices. (2020). Uniejewski, Bartosz ; Serafin, Tomasz ; Maciejowska, Katarzyna. In: WORking papers in Management Science (WORMS). RePEc:ahh:wpaper:worms2002.

Full description at Econpapers || Download paper

2017A Robust Test of Exogeneity Based on Quantile Regressions. (2017). MULLER, Christophe ; Kim, Tae-Hwan. In: AMSE Working Papers. RePEc:aim:wpaimx:1716.

Full description at Econpapers || Download paper

2019In an Era of Social, Civic and Political Disengagement, do Health Care and Social Welfare Protection Still Matter to Population Health? Evidence from OECD Mortality Data. (2019). Monteiro, Joo D ; Ferreira, Ernesto R. In: Society and Economy. RePEc:aka:soceco:v:41:y:2019:i:4:p:415-432.

Full description at Econpapers || Download paper

2017Women Directors Compensation and Firm Performance of an Emerging Economy: India. (2017). Radav, Rakesh. In: EconWorld Working Papers. RePEc:ana:wpaper:17003.

Full description at Econpapers || Download paper

2018If not now, when? The timing of childbirth and labour market outcomes. (2018). Verashchagina, Alina ; Staffolani, Stefano ; Pigini, Claudia ; Picchio, Matteo. In: Working Papers. RePEc:anc:wpaper:425.

Full description at Econpapers || Download paper

2019Does macroeconomics help in predicting stock markets volatility comovements? A nonlinear approach. (2019). Rossi, Eduardo ; Palomba, Giulio ; Bucci, Andrea. In: Working Papers. RePEc:anc:wpaper:440.

Full description at Econpapers || Download paper

2018Forecasting Methods in Finance. (2018). Timmermann, Allan. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:10:y:2018:p:449-479.

Full description at Econpapers || Download paper

2018An Analysis of the Behaviour of Prime Lending Rates in Sri Lanka. (2018). Navin, W S. In: Asian Journal of Economics and Empirical Research. RePEc:aoj:ajeaer:2018:p:121-138.

Full description at Econpapers || Download paper

2017The Impact of the New Accounting Reporting Among Listed Firms in Nigerian Stock Market. (2017). Abubakar, Musa Yelwa ; Abdulsallam, Nasiru ; Alkali, Muhammad Yusuf . In: Asian Journal of Social Sciences and Management Studies. RePEc:aoj:ajssms:2017:p:1-9.

Full description at Econpapers || Download paper

2018The Non-Monotonic Political Effects of Resource Booms. (2018). Maldonado, Stanislao. In: Working Papers. RePEc:apc:wpaper:121.

Full description at Econpapers || Download paper

2018Trading Performance Analysis: A Comparisons Between the Original MA Crossover and Modified MA Crossover Strategy. (2018). Chuen, Yean Soh ; Hamzah, Ahmad Husni ; Yaacob, Mohd Hasimi ; Tapa, Afiruddin. In: The Journal of Social Sciences Research. RePEc:arp:tjssrr:2018:p:933-941.

Full description at Econpapers || Download paper

2018Robust Inference on Average Treatment Effects with Possibly More Covariates than Observations. (2018). Farrell, Max H. In: Papers. RePEc:arx:papers:1309.4686.

Full description at Econpapers || Download paper

2017Inference in Linear Regression Models with Many Covariates and Heteroskedasticity. (2017). Jansson, Michael ; Cattaneo, Matias ; Newey, Whitney K. In: Papers. RePEc:arx:papers:1507.02493.

Full description at Econpapers || Download paper

2018Quantile Coherency: A General Measure for Dependence between Cyclical Economic Variables. (2018). Baruník, Jozef ; Kley, Tobias. In: Papers. RePEc:arx:papers:1510.06946.

Full description at Econpapers || Download paper

2018Local Parametric Estimation in High Frequency Data. (2018). Potiron, Yoann. In: Papers. RePEc:arx:papers:1603.05700.

Full description at Econpapers || Download paper

2018Augmented Factor Models with Applications to Validating Market Risk Factors and Forecasting Bond Risk Premia. (2018). Liao, Yuan ; Fan, Jianqing ; Ke, Yuan. In: Papers. RePEc:arx:papers:1603.07041.

Full description at Econpapers || Download paper

2018Frequentist size of Bayesian inequality tests. (2018). Kaplan, David ; Zhuo, Longhao. In: Papers. RePEc:arx:papers:1607.00393.

Full description at Econpapers || Download paper

2017Elicitability and backtesting: Perspectives for banking regulation. (2017). Nolde, Natalia ; Ziegel, Johanna F. In: Papers. RePEc:arx:papers:1608.05498.

Full description at Econpapers || Download paper

2018Best Subset Binary Prediction. (2018). Lee, Sokbae (Simon) ; Chen, Le-Yu. In: Papers. RePEc:arx:papers:1610.02738.

Full description at Econpapers || Download paper

2017Empirical analysis of daily cash flow time series and its implications for forecasting. (2017). Salas-Molina, Francisco ; Martin, Francisco J ; Serra, Joan ; Rodr, Juan A. In: Papers. RePEc:arx:papers:1611.04941.

Full description at Econpapers || Download paper

2019Specification Tests for the Propensity Score. (2019). Sant'Anna, Pedro ; Song, Xiaojung. In: Papers. RePEc:arx:papers:1611.06217.

Full description at Econpapers || Download paper

2018Exploring the relationship between technological improvement and innovation diffusion: An empirical test. (2018). Magee, Christopher L ; Woo, Jongroul. In: Papers. RePEc:arx:papers:1704.03597.

Full description at Econpapers || Download paper

2019Sampling-based vs. Design-based Uncertainty in Regression Analysis. (2019). Wooldridge, Jeffrey ; Athey, Susan ; Abadie, Alberto ; Imbens, Guido W. In: Papers. RePEc:arx:papers:1706.01778.

Full description at Econpapers || Download paper

2018Nonseparable Multinomial Choice Models in Cross-Section and Panel Data. (2018). Chernozhukov, Victor ; Newey, Whitney ; Fern, Iv'An. In: Papers. RePEc:arx:papers:1706.08418.

Full description at Econpapers || Download paper

2017Portfolio Risk Assessment using Copula Models. (2017). Smagulov, Daulet ; Semenov, Mikhail . In: Papers. RePEc:arx:papers:1707.03516.

Full description at Econpapers || Download paper

2017Dynamic Semiparametric Models for Expected Shortfall (and Value-at-Risk). (2017). Chen, Rui ; Ziegel, Johanna F ; Patton, Andrew J. In: Papers. RePEc:arx:papers:1707.05108.

Full description at Econpapers || Download paper

2019Spectral backtests of forecast distributions with application to risk management. (2019). Gordy, Michael ; McNeil, Alexander J ; Lok, Hsiao Yen . In: Papers. RePEc:arx:papers:1708.01489.

Full description at Econpapers || Download paper

2020Sequential testing for structural stability in approximate factor models. (2018). Trapani, Lorenzo ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:1708.02786.

Full description at Econpapers || Download paper

2017Measurement of Common Risk Factors: A Panel Quantile Regression Model for Returns. (2017). Baruník, Jozef ; Cech, Frantisek . In: Papers. RePEc:arx:papers:1708.08622.

Full description at Econpapers || Download paper

2018Uniform Inference for Characteristic Effects of Large Continuous-Time Linear Models. (2018). Yang, Xiye ; Liao, Yuan. In: Papers. RePEc:arx:papers:1711.04392.

Full description at Econpapers || Download paper

2019Towards a General Large Sample Theory for Regularized Estimators. (2019). Jansson, Michael ; Pouzo, Demian. In: Papers. RePEc:arx:papers:1712.07248.

Full description at Econpapers || Download paper

2018Generalized Information Ratio. (2018). He, Zhongzhi Lawrence. In: Papers. RePEc:arx:papers:1803.01381.

Full description at Econpapers || Download paper

2018Testing for unobserved heterogeneous treatment effects in a nonseparable model with endogenous selection. (2018). Hsu, Yu-Chin ; Xu, Haiqing ; Huang, Ta-Cheng . In: Papers. RePEc:arx:papers:1803.07514.

Full description at Econpapers || Download paper

2019Simultaneous Mean-Variance Regression. (2019). Stouli, Sami ; Spady, Richard. In: Papers. RePEc:arx:papers:1804.01631.

Full description at Econpapers || Download paper

2018Inference on Local Average Treatment Effects for Misclassified Treatment. (2018). Yanagi, Takahide. In: Papers. RePEc:arx:papers:1804.03349.

Full description at Econpapers || Download paper

2020Density Forecasts in Panel Data Models: A Semiparametric Bayesian Perspective. (2018). Liu, Laura. In: Papers. RePEc:arx:papers:1805.04178.

Full description at Econpapers || Download paper

2018Inference Related to Common Breaks in a Multivariate System with Joined Segmented Trends with Applications to Global and Hemispheric Temperatures. (2018). Perron, Pierre ; Oka, Tatsushi ; Kim, Dukpa ; Estrada, Francisco. In: Papers. RePEc:arx:papers:1805.09937.

Full description at Econpapers || Download paper

2018Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Empirical Likelihood Estimators. (2018). Lee, Seojeong. In: Papers. RePEc:arx:papers:1806.00953.

Full description at Econpapers || Download paper

2018Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Method of Moments Estimators. (2018). Lee, Seojeong. In: Papers. RePEc:arx:papers:1806.01450.

Full description at Econpapers || Download paper

2019Leave-out estimation of variance components. (2019). Saggio, Raffaele ; Kline, Patrick ; Solvsten, Mikkel. In: Papers. RePEc:arx:papers:1806.01494.

Full description at Econpapers || Download paper

2018High-Dimensional Econometrics and Regularized GMM. (2018). Chernozhukov, Victor ; Kato, Kengo ; Hansen, Christian ; Chetverikov, Denis ; Belloni, Alexandre. In: Papers. RePEc:arx:papers:1806.01888.

Full description at Econpapers || Download paper

2018Point-identification in multivariate nonseparable triangular models. (2018). Gunsilius, Florian. In: Papers. RePEc:arx:papers:1806.09680.

Full description at Econpapers || Download paper

2018News-based trading strategies. (2018). Prendinger, Helmut ; Feuerriegel, Stefan. In: Papers. RePEc:arx:papers:1807.06824.

Full description at Econpapers || Download paper

2018Panel quantile regressions for estimating and predicting the Value--at--Risk of commodities. (2018). Baruník, Jozef ; Vcech, Frantivsek. In: Papers. RePEc:arx:papers:1807.11823.

Full description at Econpapers || Download paper

2018Machine Learning for Dynamic Discrete Choice. (2018). Semenova, Vira. In: Papers. RePEc:arx:papers:1808.02569.

Full description at Econpapers || Download paper

2018Information Content of DSGE Forecasts. (2018). Fair, Ray . In: Papers. RePEc:arx:papers:1808.02910.

Full description at Econpapers || Download paper

2018Bootstrap Methods in Econometrics. (2018). Horowitz, Joel L. In: Papers. RePEc:arx:papers:1809.04016.

Full description at Econpapers || Download paper

2019Multivariate Stochastic Volatility Model with Realized Volatilities and Pairwise Realized Correlations. (2019). Omori, Yasuhiro ; Yamauchi, Yuta. In: Papers. RePEc:arx:papers:1809.09928.

Full description at Econpapers || Download paper

2018A General Weighted Average Representation of the Ordinary and Two-Stage Least Squares Estimands. (2018). Sloczy, Tymon. In: Papers. RePEc:arx:papers:1810.01576.

Full description at Econpapers || Download paper

2018Partial Mean Processes with Generated Regressors: Continuous Treatment Effects and Nonseparable Models. (2018). Lee, Ying-Ying. In: Papers. RePEc:arx:papers:1811.00157.

Full description at Econpapers || Download paper

2019Technical Analysis and Discrete False Discovery Rate: Evidence from MSCI Indices. (2019). Psaradellis, Ioannis ; Stasinakis, Charalampos ; Hassanniakalager, Arman ; Sermpinis, Georgios. In: Papers. RePEc:arx:papers:1811.06766.

Full description at Econpapers || Download paper

2018A new time-varying model for forecasting long-memory series. (2018). Grigoletto, Matteo ; Bisaglia, Luisa. In: Papers. RePEc:arx:papers:1812.07295.

Full description at Econpapers || Download paper

2020Zero-Inflated Autoregressive Conditional Duration Model for Discrete Trade Durations with Excessive Zeros. (2018). Blasques, Francisco ; Tomanov, Petra ; Hol, Vladim'Ir. In: Papers. RePEc:arx:papers:1812.07318.

Full description at Econpapers || Download paper

2019Approximate State Space Modelling of Unobserved Fractional Components. (2019). Weigand, Roland ; Hartl, Tobias. In: Papers. RePEc:arx:papers:1812.09142.

Full description at Econpapers || Download paper

2019A Sieve-SMM Estimator for Dynamic Models. (2019). Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:1902.01456.

Full description at Econpapers || Download paper

2019Asymptotic Theory for Clustered Samples. (2019). Lee, Seojeong ; Hansen, Bruce E. In: Papers. RePEc:arx:papers:1902.01497.

Full description at Econpapers || Download paper

2019Estimation of Dynamic Panel Threshold Model using Stata. (2019). SEO, MYUNG HWAN ; Kim, Young-Joo. In: Papers. RePEc:arx:papers:1902.10318.

Full description at Econpapers || Download paper

2020A Nonparametric Dynamic Causal Model for Macroeconometrics. (2019). Shephard, Neil ; Rambachan, Ashesh. In: Papers. RePEc:arx:papers:1903.01637.

Full description at Econpapers || Download paper

2019State-Building through Public Land Disposal? An Application of Matrix Completion for Counterfactual Prediction. (2019). Poulos, Jason. In: Papers. RePEc:arx:papers:1903.08028.

Full description at Econpapers || Download paper

More than 100 citations found, this list is not complete...

Halbert White has edited the books:

YearTitleTypeCited

Works by Halbert White:

YearTitleTypeCited
2005Bootstrap Standard Error Estimates for Linear Regression In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article36
2001James-Stein-Type Estimators in Large Samples With Application to the Least Absolute Deviations Estimator In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article7
2000James-Stein Type Estimator in Large Samples with Application to the Least Absolute Deviations Estimator.(2000) In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7		paper
2000James-Stein Type Estimators in Large Samples with Application to the Least Absolute Deviations Estimator.(2000) In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7		paper
1999James-Stein Type Estimators in Large Samples with Application to the Least Absolute Deviations Estimator.(1999) In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7		paper
1992A Direct Test for Changing Trend. In: Journal of Business & Economic Statistics.
[Citation analysis]		article25
1995A Model-Selection Approach to Assessing the Information in the Term Structure Using Linear Models and Artificial Neural Networks. In: Journal of Business & Economic Statistics.
[Citation analysis]		article94
1952A MAJOR COLLECTION OF EARLY WORKS ON POLITICAL ECONOMY In: The Economic Record.
[Full Text][Citation analysis]		article0
1999Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap In: Journal of Finance.
[Full Text][Citation analysis]		article251
1998Data-Snooping, Technical Trading Rule Performance and the Bootstrap.(1998) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 251		paper
1998Data-Snooping, Technical Trading, Rule Performance and the Bootstrap.(1998) In: FMG Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 251		paper
2006Can Mutual Fund “Stars” Really Pick Stocks? New Evidence from a Bootstrap Analysis In: Journal of Finance.
[Full Text][Citation analysis]		article197
2005Can mutual fund stars really pick stocks? New evidence from a bootstrap analysis.(2005) In: CFR Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 197		paper
1999Specification Tests for the Variance of a Diffusion In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article1
1984A Note on Computing the Heteroskedasticity Consistent Covariance Matrix Using Instrumental Variable Techniques. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]		article3
2003A Flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA)* In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article22
2003A Flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA)..(2003) In: Econometrics Working Papers Archive.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22		paper
2002A flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA).(2002) In: Documentos de Trabajo del ICAE.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22		paper
2003Flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA).(2003) In: Documentos de Trabajo del ICAE.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22		paper
2003Tests of conditional predictive ability In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]		paper645
2003Tests of Conditional Predictive Ability.(2003) In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 645		paper
2006Tests of Conditional Predictive Ability.(2006) In: Econometrica.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 645		article
2003Tests of Conditional Predictive Ability.(2003) In: Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 645		paper
2002Hypernormal Densities In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]		paper1
2002Hypernormal Densities.(2002) In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
2002Hypernormal densities.(2002) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
2009Local Indirect Least Squares and Average Marginal Effects in Nonseparable Structural Systems In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]		paper23
2012Local indirect least squares and average marginal effects in nonseparable structural systems.(2012) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 23		article
2007Estimating average marginal effects in nonseparable structural systems.(2007) In: CeMMAP working papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 23		paper
2010Causality, Conditional Independence, and Graphical Separation in Settable Systems In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]		paper15
2009An Extended Class of Instrumental Variables for the Estimation of Causal Effects In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]		paper12
2010Testing a Conditional Form of Exogeneity In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]		paper5
2010Testing a conditional form of exogeneity.(2010) In: Economics Letters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		article
2008Identifying Structural Effects in Nonseparable Systems Using Covariates In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]		paper3
2010Linking Granger Causality and the Pearl Causal Model with Settable Systems In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]		paper10
2009Nonparametric Identification in Nonseparable Panel Data Models with Generalized Fixed Effects In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]		paper39
2012Nonparametric identification in nonseparable panel data models with generalized fixed effects.(2012) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 39		article
2009Nonparametric identification in nonseparable panel data models with generalized fixed effects.(2009) In: CeMMAP working papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 39		paper
2016Testing Monotonicity in Unobservables with Panel Data In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]		paper0
2016Constrained Information Processing and Individual Income Expectations In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]		paper0
2015Testing for Monotonicity in Unobservables under Unconfoundedness In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]		paper3
2016Testing for monotonicity in unobservables under unconfoundedness.(2016) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		article
2012An Alternative Proof That OLS is BLUE In: Journal of Econometric Methods.
[Full Text][Citation analysis]		article0
2011Consideration of Trends in Time Series In: Journal of Time Series Econometrics.
[Full Text][Citation analysis]		article16
2002Asymptotic Properties of Some Projection-based Robbins-Monro Procedures in a Hilbert Space In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article3
2002Asymptotic Properties of Some Projection-based Robbins-Monro Procedures in a Hilbert Space.(2002) In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		paper
2010Granger Causality, Exogeneity, Cointegration, and Economic Policy Analysis In: Working Papers.
[Full Text][Citation analysis]		paper11
2014Granger causality, exogeneity, cointegration, and economic policy analysis.(2014) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11		article
1999Closed Form Integration of Artificial Neural Networks with Some Applications to Finance In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]		paper5
2000Closed Form Integration of Artificial Neural Networks with Some Applications to Finance.(2000) In: Econometric Society World Congress 2000 Contributed Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		paper
2000CLOSED FORM INTEGRATION OF ARTIFICIAL NEURAL NETWORKS WITH SOME APPLICATIONS TO FINANCE.(2000) In: Computing in Economics and Finance 2000.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		paper
2000Bootstrapping the Information Matrix Test In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]		paper1
2000Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]		paper66
2002Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models.(2002) In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 66		paper
2002Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models.(2002) In: CIRANO Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 66		paper
2004Maximum likelihood and the bootstrap for nonlinear dynamic models.(2004) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 66		article
2000A Subsampling Approach to Estimating The Distribution of Diverging Statistics with Applications to Assessing Financial Market Risk In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]		paper1
2002A Subsampling Approach to Estimating the Distribution of Diverging Statistics with Applications to Assessing Financial Markets Risks.(2002) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
2002Estimation, Inference, and Specification Testing for Possibly Misspecified Quantile Regression In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]		paper3
1998Dangers of Data-Driven Inference: The Case of Calendar Effects in Stock Returns In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]		paper9
1998The Dangers of Data-Driven Inference: The Case of Calendar Effects in Stock Returns.(1998) In: FMG Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9		paper
2003Testing Conditional Independence Via Empirical Likelihood In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]		paper16
2014Testing conditional independence via empirical likelihood.(2014) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16		article
2013A Flexible Nonparametric Test for Conditional Independence In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]		paper10
2016A FLEXIBLE NONPARAMETRIC TEST FOR CONDITIONAL INDEPENDENCE.(2016) In: Econometric Theory.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10		article
2003A Consistent Characteristic-Function-Based Test for Conditional Independence In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]		paper35
2007A consistent characteristic function-based test for conditional independence.(2007) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 35		article
2000Asymptotic and Bayesian Confidence Intervals for Sharpe Style Weights In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]		paper11
2003On More Robust Estimation of Skewness and Kurtosis: Simulation and Application to the S&P500 Index In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]		paper2
1999M-Testing Using Finite and Infinite Dimensional Parameter Estimators In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]		paper1
2001The Bootstrap of the Mean for Dependent Heterogeneous Arrays In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper38
2002THE BOOTSTRAP OF THE MEAN FOR DEPENDENT HETEROGENEOUS ARRAYS.(2002) In: Econometric Theory.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 38		article
2001The Bootstrap of Mean for Dependent Heterogeneous Arrays..(2001) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 38		paper
2001The Bootstrap of Mean for Dependent Heterogeneous Arrays..(2001) In: Cahiers de recherche.
[Citation analysis]
This paper has another version. Agregated cites: 38		paper
2011Viewpoint: An extended class of instrumental variables for the estimation of causal effects In: Canadian Journal of Economics.
[Full Text][Citation analysis]		article17
2001Forecast Evaluation with Shared Data Sets In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper18
2003Forecast evaluation with shared data sets.(2003) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18		article
1994Estimation, Inference and Specification Analysis In: Cambridge Books.
[Citation analysis]		book244
1996Estimation, Inference and Specification Analysis.(1996) In: Cambridge Books.
[Citation analysis]
This paper has another version. Agregated cites: 244		book
1996Laws of Large Numbers for Hilbert Space-Valued Mixingales with Applications In: Econometric Theory.
[Full Text][Citation analysis]		article15
1998CENTRAL LIMIT AND FUNCTIONAL CENTRAL LIMIT THEOREMS FOR HILBERT-VALUED DEPENDENT HETEROGENEOUS ARRAYS WITH APPLICATIONS In: Econometric Theory.
[Full Text][Citation analysis]		article33
1998CONSISTENT SPECIFICATION TESTING WITH NUISANCE PARAMETERS PRESENT ONLY UNDER THE ALTERNATIVE In: Econometric Theory.
[Full Text][Citation analysis]		article144
1985A Unified Theory of Consistent Estimation for Parametric Models In: Econometric Theory.
[Full Text][Citation analysis]		article7
1984A Unified Theory of Consistent Estimation for Parametric Models.(1984) In: Working papers.
[Citation analysis]
This paper has another version. Agregated cites: 7		paper
2005A COMPARISON OF COMPLEMENTARY AUTOMATIC MODELING METHODS: RETINA AND PcGets In: Econometric Theory.
[Full Text][Citation analysis]		article12
2004A Comparison of Complementary Automatic Modeling Methods: RETINA and PcGets..(2004) In: Econometrics Working Papers Archive.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12		paper
2008A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE In: Econometric Theory.
[Full Text][Citation analysis]		article28
2010TESTING STRUCTURAL CHANGE IN PARTIALLY LINEAR MODELS In: Econometric Theory.
[Full Text][Citation analysis]		article8
2012SOME EXTENSIONS OF A LEMMA OF KOTLARSKI In: Econometric Theory.
[Full Text][Citation analysis]		article13
2013A WARP-SPEED METHOD FOR CONDUCTING MONTE CARLO EXPERIMENTS INVOLVING BOOTSTRAP ESTIMATORS In: Econometric Theory.
[Full Text][Citation analysis]		article52
2012A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators.(2012) In: CeMMAP working papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 52		paper
2018DIRECTIONALLY DIFFERENTIABLE ECONOMETRIC MODELS In: Econometric Theory.
[Full Text][Citation analysis]		article2
2017Directionally Differentiable Econometric Models.(2017) In: Working papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		paper
1988Some Invariance Principles and Central Limit Theorems for Dependent Heterogeneous Processes In: Econometric Theory.
[Full Text][Citation analysis]		article64
1993Determination of Estimators with Minimum Asymptotic Covariance Matrices In: Econometric Theory.
[Full Text][Citation analysis]		article13
2008Modeling autoregressive conditional skewness and kurtosis with multi-quantile CAViaR In: Working Paper Series.
[Full Text][Citation analysis]		paper19
2015VAR for VaR: measuring tail dependence using multivariate regression quantiles In: Working Paper Series.
[Full Text][Citation analysis]		paper59
2015VAR for VaR: Measuring tail dependence using multivariate regression quantiles.(2015) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 59		article
1976Optimum Trade Restrictions and Their Consequences. In: Econometrica.
[Full Text][Citation analysis]		article0
1980Nonlinear Regression on Cross-Section Data. In: Econometrica.
[Full Text][Citation analysis]		article46
1980A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity. In: Econometrica.
[Full Text][Citation analysis]		article5770
1982Maximum Likelihood Estimation of Misspecified Models. In: Econometrica.
[Full Text][Citation analysis]		article1052
1982Instrumental Variables Regression with Independent Observations. In: Econometrica.
[Full Text][Citation analysis]		article82
1983Corrigendum [Maximum Likelihood Estimation of Misspecified Models]. In: Econometrica.
[Citation analysis]		article2
1984Nonlinear Regression with Dependent Observations. In: Econometrica.
[Full Text][Citation analysis]		article123
1994Adaptive Learning with Nonlinear Dynamics Driven by Dependent Processes. In: Econometrica.
[Full Text][Citation analysis]		article17
1995Consistent Specification Testing via Nonparametric Series Regression. In: Econometrica.
[Full Text][Citation analysis]		article93
1996Monitoring Structural Change. In: Econometrica.
[Full Text][Citation analysis]		article98
1998High Breakdown Point Conditional Dispersion Estimation with Application to S&P 500 Daily Returns Volatility In: Econometrica.
[Citation analysis]		article83
2000A Reality Check for Data Snooping In: Econometrica.
[Citation analysis]		article615
2005Asymptotic Distribution Theory for Nonparametric Entropy Measures of Serial Dependence In: Econometrica.
[Full Text][Citation analysis]		article46
2007Testing for Regime Switching In: Econometrica.
[Full Text][Citation analysis]		article64
2006Approximate Nonlinear Forecasting Methods In: Handbook of Economic Forecasting.
[Full Text][Citation analysis]		chapter25
1978Unanticipated money, output, and prices in the small economy In: Economics Letters.
[Full Text][Citation analysis]		article0
1978Unanticipated Money, Output, and Prices in the Small Economy.(1978) In: UWO Department of Economics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2001S-estimation of nonlinear regression models with dependent and heterogeneous observations In: Journal of Econometrics.
[Full Text][Citation analysis]		article15
2001Dangers of data mining: The case of calendar effects in stock returns In: Journal of Econometrics.
[Full Text][Citation analysis]		article73
2004Subsampling the distribution of diverging statistics with applications to finance In: Journal of Econometrics.
[Full Text][Citation analysis]		article5
2006Time-series estimation of the effects of natural experiments In: Journal of Econometrics.
[Full Text][Citation analysis]		article13
2008Mixtures of t-distributions for finance and forecasting In: Journal of Econometrics.
[Full Text][Citation analysis]		article5
2007Mixtures of t-distributions for Finance and Forecasting.(2007) In: Economics Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		paper
2010The construction of empirical credit scoring rules based on maximization principles In: Journal of Econometrics.
[Full Text][Citation analysis]		article6
2010Testing for unobserved heterogeneity in exponential and Weibull duration models In: Journal of Econometrics.
[Full Text][Citation analysis]		article11
2009Testing for Unobserved Heterogeneity in Exponential and Weibull Duration Models.(2009) In: Discussion Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11		paper
2011Generalized runs tests for the IID hypothesis In: Journal of Econometrics.
[Full Text][Citation analysis]		article5
2009Generalized Runs Test for the IID Hypothesis.(2009) In: Discussion Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		paper
2014Robustness checks and robustness tests in applied economics In: Journal of Econometrics.
[Full Text][Citation analysis]		article20
1981Conditional distributions of earnings, wages and hours for blacks and whites In: Journal of Econometrics.
[Full Text][Citation analysis]		article1
2014Testing for separability in structural equations In: Journal of Econometrics.
[Full Text][Citation analysis]		article9
2014Causal discourse in a game of incomplete information In: Journal of Econometrics.
[Full Text][Citation analysis]		article2
2011Causal Discourse in a Game of Incomplete Information.(2011) In: Department of Economics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		paper
2014A two-stage procedure for partially identified models In: Journal of Econometrics.
[Full Text][Citation analysis]		article2
1982Regularity conditions for coxs test of non-nested hypotheses In: Journal of Econometrics.
[Full Text][Citation analysis]		article16
1982Editors introduction In: Journal of Econometrics.
[Full Text][Citation analysis]		article3
1982Misspecified models with dependent observations In: Journal of Econometrics.
[Full Text][Citation analysis]		article44
1983Editors introduction In: Journal of Econometrics.
[Full Text][Citation analysis]		article0
1983Tests for model specification in the presence of alternative hypotheses : Some further results In: Journal of Econometrics.
[Full Text][Citation analysis]		article171
1985Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties In: Journal of Econometrics.
[Full Text][Citation analysis]		article374
1983Some Heteroskedasticity Consistent Covariance Matrix Estimators with Improved Finite Sample Properties.(1983) In: Working Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 374		paper
1989Interval forecasting : An analysis based upon ARCH-quantile estimators In: Journal of Econometrics.
[Full Text][Citation analysis]		article69
1993Testing for neglected nonlinearity in time series models : A comparison of neural network methods and alternative tests In: Journal of Econometrics.
[Full Text][Citation analysis]		article170
1995Comments on testing economic theories and the use of model selection criteria In: Journal of Econometrics.
[Full Text][Citation analysis]		article71
1996Information criteria for selecting possibly misspecified parametric models In: Journal of Econometrics.
[Full Text][Citation analysis]		article119
2000Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes In: Journal of Econometrics.
[Full Text][Citation analysis]		article35
1996Testing for Stationarity-Ergodicity and for Comovements Between Nonlinear Discrete Time Markov Processes..(1996) In: Pennsylvania State - Department of Economics.
[Citation analysis]
This paper has another version. Agregated cites: 35		paper
1989Trends in unit energy consumption: The performance of end-use models In: Energy.
[Full Text][Citation analysis]		article0
2004On more robust estimation of skewness and kurtosis In: Finance Research Letters.
[Full Text][Citation analysis]		article87
1997Forecasting economic time series using flexible versus fixed specification and linear versus nonlinear econometric models In: International Journal of Forecasting.
[Full Text][Citation analysis]		article86
2019Disclosure incentives when competing firms have common ownership In: Journal of Accounting and Economics.
[Full Text][Citation analysis]		article1
1998Nonparametric Adaptive Learning with Feedback In: Journal of Economic Theory.
[Full Text][Citation analysis]		article16
1991Learning in recurrent neural networks In: Mathematical Social Sciences.
[Full Text][Citation analysis]		article1
2004New Perspectives in Econometric Theory In: Books.
[Full Text][Citation analysis]		book1
1998Advances in Econometric Theory In: Books.
[Full Text][Citation analysis]		book0
2014Testing 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 a In: Advances in Econometrics.
[Full Text][Citation analysis]		chapter0
1995A Models Selection Approach to Real-Time Macroeconomic Forecasting Using Linear Models and Artificial Neural Networks. In: Pennsylvania State - Department of Economics.
[Citation analysis]		paper109
1997A Model Selection Approach To Real-Time Macroeconomic Forecasting Using Linear Models And Artificial Neural Networks.(1997) In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 109		article
1995A Model Selection Approach to Real-Time Macroeconomic Forecasting Using Linear Models and Artificial Neural Networks.(1995) In: Macroeconomics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 109		paper
1991Strong Convergence of Recursive M-Estimators for Models with Dynamic Latent Variables. In: Stanford - Institute for Thoretical Economics.
[Citation analysis]		paper1
2016Generalized Information Matrix Tests for Detecting Model Misspecification In: Econometrics.
[Full Text][Citation analysis]		article1
2019Consequences of Model Misspecification for Maximum Likelihood Estimation with Missing Data In: Econometrics.
[Full Text][Citation analysis]		article0
2009Testing for a Constant Mean Function using Functional Regression In: Discussion Paper Series.
[Full Text][Citation analysis]		paper0
1980Using Least Squares to Approximate Unknown Regression Functions. In: International Economic Review.
[Full Text][Citation analysis]		article111
1982Differencing as a Test of Specification. In: International Economic Review.
[Full Text][Citation analysis]		article19
2009Inference on Risk-Neutral Measures for Incomplete Markets In: Journal of Financial Econometrics.
[Full Text][Citation analysis]		article5
2010Remarks for the Clive Granger Memorial, July 31, 2009 In: Journal of Financial Econometrics.
[Full Text][Citation analysis]		article0
2010Granger Causality and Dynamic Structural Systems In: Journal of Financial Econometrics.
[Full Text][Citation analysis]		article18
1992Some Measurability Results for Extrema of Random Functions Over Random Sets In: Review of Economic Studies.
[Full Text][Citation analysis]		article16
2010VAR for VaR: measuring systemic risk using multivariate regression quantiles. In: MPRA Paper.
[Full Text][Citation analysis]		paper9
1982Some Further Results on Tests for Model Specification in the Presence of Alternative Hypotheses In: Working Paper.
[Citation analysis]		paper1
2016Testing for Monotonicity in Unobservables under Unconfoundedness In: Working Papers.
[Full Text][Citation analysis]		paper3
2016Granger Causality and Structural Causality in Cross-Section and Panel Data In: Working Papers.
[Full Text][Citation analysis]		paper0
1999An efficient algorithm to compute maximum entropy densities In: Econometric Reviews.
[Full Text][Citation analysis]		article16
2004Automatic Block-Length Selection for the Dependent Bootstrap In: Econometric Reviews.
[Full Text][Citation analysis]		article158
2009Correction to “Automatic Block-Length Selection for the Dependent Bootstrap” by D. Politis and H. White In: Econometric Reviews.
[Full Text][Citation analysis]		article46
2013Identification and Identification Failure for Treatment Effects Using Structural Systems In: Econometric Reviews.
[Full Text][Citation analysis]		article10
2011Causal Diagrams for Treatment Effect Estimation with Application to Efficient Covariate Selection In: The Review of Economics and Statistics.
[Full Text][Citation analysis]		article13
1979Optimal Investment in Schooling when Incomes are Risky. In: Journal of Political Economy.
[Full Text][Citation analysis]		article28
2001A subsampling approach to estimating the distribution of diversing statistics with application to assessing financial market risks In: Economics Working Papers.
[Full Text][Citation analysis]		paper1
2015Estimating nonseparable models with mismeasured endogenous variables In: Quantitative Economics.
[Full Text][Citation analysis]		article9
2013Testing 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 Teras In: Working papers.
[Full Text][Citation analysis]		paper9
2013Mathematical Proofs for Testing for Neglected Nonlinearity Using Twofold Unidentified Models under the Null and Hexic Expansions In: Working papers.
[Full Text][Citation analysis]		paper0
2014Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing In: Working papers.
[Full Text][Citation analysis]		paper4
2014Notations in Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing by Cho and White (2014) In: Working papers.
[Full Text][Citation analysis]		paper4
2017Supplements to Directionally Differentiable Econometric Models In: Working papers.
[Full Text][Citation analysis]		paper2
1999Closed form integration of artificial neural networks with some applications In: Research Notes.
[Full Text][Citation analysis]		paper1

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated May, 3 2020. Contact: CitEc Team