Halbert White : Citation Profile

Deceased: 2012-03-31

38

H index

77

i10 index

13689

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: 380
   Journals where Halbert White has often published
   Relations with other researchers
   Recent citing documents: 645.    Total self citations: 29 (0.21 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwh17
   Updated: 2021-03-01    RAS profile:    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

hoderlein, stefan (4)

Su, Liangjun (4)

Cho, Jin Seo (3)

Yang, Thomas Tao (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 (132)

Potrafke, Niklas (69)

Cebula, Richard (65)

Teräsvirta, Timo (64)

Hendry, David (59)

MacKinnon, James (55)

Patton, Andrew (54)

Cho, Jin Seo (48)

van Dijk, Dick (46)

Phillips, Peter (46)

Hayo, Bernd (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)

Chernozhukov, Victor (13)

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
Journal of Business & Economic Statistics2
Oxford Bulletin of Economics and Statistics2
The Review of Economics and Statistics2
International Economic Review2
International Journal of Forecasting2
Econometrics2
Economics Letters2
Journal of the American Statistical Association2
Journal of Finance2

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
Working Papers / Singapore Management University, School of Economics2
Working Paper Series / European Central Bank2
Econometrics Working Papers Archive / Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti"2
Working Paper / Economics Department, Queen's University2
Documentos de Trabajo del ICAE / Universidad Complutense de Madrid, Facultad de Ciencias Econmicas y Empresariales, Instituto Complutense de Anlisis Econmico2

Recent works citing Halbert White (2021 and 2020)

YearTitle of citing document
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

2020Wild Bootstrap and Asymptotic Inference with Multiway Clustering. (2020). Nielsen, Morten ; MacKinnon, James ; Webb, Matthew D. In: CREATES Research Papers. RePEc:aah:create:2020-06.

Full description at Econpapers || Download paper

2020Predicting bond return predictability. (2020). Thyrsgaard, Martin ; Kjar, Mads M ; Eriksen, Jonas N ; Borup, Daniel. In: CREATES Research Papers. RePEc:aah:create:2020-09.

Full description at Econpapers || Download paper

2020Exchange Rates and Macroeconomic Fundamentals: Evidence of Instabilities from Time-Varying Factor Loadings. (2020). Mikkelsen, Jakob ; Hillebrand, Eric ; Urga, Giovanni ; Spreng, Lars. In: CREATES Research Papers. RePEc:aah:create:2020-19.

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

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

2020Quantifying consumers’ love for marine biodiversity. (2020). Bronmann, Julia ; Lancker, Kira. In: 2020 Annual Meeting, July 26-28, Kansas City, Missouri. RePEc:ags:aaea20:304214.

Full description at Econpapers || Download paper

2020No Farm Workers, No Food? Evidence from Specialty Crop Production. (2020). Rutledge, Zach. In: 2020 Annual Meeting, July 26-28, Kansas City, Missouri. RePEc:ags:aaea20:304249.

Full description at Econpapers || Download paper

2020Geographical Indications as Factors of Market Value: Price Premiums and Their Drivers in the Hungarian Off-Trade Wine Market. (2020). Jambor, Attila ; Gal, Peter. In: AGRIS on-line Papers in Economics and Informatics. RePEc:ags:aolpei:303946.

Full description at Econpapers || Download paper

2020Packer Procurement, Structural Change, and Moving Average Basis Forecasts: Lessons from the Fed Dairy Cattle Industry. (2020). Schulz, Lee L ; Pudenz, Christopher C. In: Journal of Agricultural and Resource Economics. RePEc:ags:jlaare:304769.

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

2020Impact of Public Debt, Deficit and Debt Financing on Private Investment in a Large Country: Evidence from the United States. (2020). Kia, Amir. In: World Journal of Applied Economics. RePEc:ana:journl:v:6:y:2020:i:2:p:139-161.

Full description at Econpapers || Download paper

2020CSR Policies on Community Relationships as Value Drivers of Spanish Firms. (2020). Martin, Gracia Rubio ; Navarro, Cristina Lopez-Cozar ; Benito-Hernandez, Sonia. In: EconWorld Working Papers. RePEc:ana:wpaper:20002.

Full description at Econpapers || Download paper

2020Are unobservables separable?. (2020). FLORENS, Jean-Pierre ; Babii, Andrii. In: Papers. RePEc:arx:papers:1705.01654.

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

2020Towards 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

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

2020A 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

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

2020Approximate 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

2020A Sieve-SMM Estimator for Dynamic Models. (2019). Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:1902.01456.

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

2020Posterior Average Effects. (2019). Weidner, Martin ; Bonhomme, Stéphane. In: Papers. RePEc:arx:papers:1906.06360.

Full description at Econpapers || Download paper

2020Adaptive inference for a semiparametric generalized autoregressive conditional heteroscedastic model. (2019). Zhu, Ke ; Li, Dong ; Jiang, Feiyu. In: Papers. RePEc:arx:papers:1907.04147.

Full description at Econpapers || Download paper

2020Forecast Encompassing Tests for the Expected Shortfall. (2019). Schnaitmann, Julie ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:1908.04569.

Full description at Econpapers || Download paper

2020QCNN: Quantile Convolutional Neural Network. (2019). Petneh, G'Abor. In: Papers. RePEc:arx:papers:1908.07978.

Full description at Econpapers || Download paper

2020Testing nonparametric shape restrictions. (2019). Hidalgo, Javier ; Komarova, Tatiana. In: Papers. RePEc:arx:papers:1909.01675.

Full description at Econpapers || Download paper

2020Standard Errors for Panel Data Models with Unknown Clusters. (2019). Bai, Jushan ; Liao, Yuan ; Choi, Sung Hoon. In: Papers. RePEc:arx:papers:1910.07406.

Full description at Econpapers || Download paper

2020Quantile Factor Models. (2019). Gonzalo, Jesus ; Dolado, Juan ; Chen, Liang. In: Papers. RePEc:arx:papers:1911.02173.

Full description at Econpapers || Download paper

2021Clustering and External Validity in Randomized Controlled Trials with Stochastic Potential Outcomes. (2019). de Chaisemartin, Cl'Ement ; Deeb, Antoine. In: Papers. RePEc:arx:papers:1912.01052.

Full description at Econpapers || Download paper

2020Panel Data Quantile Regression for Treatment Effect Models. (2020). Ishihara, Takuya. In: Papers. RePEc:arx:papers:2001.04324.

Full description at Econpapers || Download paper

2020Kernel Conditional Moment Test via Maximum Moment Restriction. (2020). Kubler, Jonas ; Jitkrittum, Wittawat ; Muandet, Krikamol. In: Papers. RePEc:arx:papers:2002.09225.

Full description at Econpapers || Download paper

2020Machine Learning Portfolio Allocation. (2020). Ruppert, David ; Pinelis, Michael. In: Papers. RePEc:arx:papers:2003.00656.

Full description at Econpapers || Download paper

2020Backward CUSUM for Testing and Monitoring Structural Change. (2020). Breitung, Jörg ; Otto, Sven. In: Papers. RePEc:arx:papers:2003.02682.

Full description at Econpapers || Download paper

2020Equal Predictive Ability Tests for Panel Data with an Application to OECD and IMF Forecasts. (2020). Yang, Zhenlin ; Urga, Giovanni ; Pirotte, Alain ; Akgun, Oguzhan. In: Papers. RePEc:arx:papers:2003.02803.

Full description at Econpapers || Download paper

2020A Correlated Random Coefficient Panel Model with Time-Varying Endogeneity. (2020). Laage, Louise. In: Papers. RePEc:arx:papers:2003.09367.

Full description at Econpapers || Download paper

2020Sequential monitoring for cointegrating regressions. (2020). Whitehouse, Emily ; Trapani, Lorenzo. In: Papers. RePEc:arx:papers:2003.12182.

Full description at Econpapers || Download paper

2020High-dimensional mixed-frequency IV regression. (2020). Babii, Andrii. In: Papers. RePEc:arx:papers:2003.13478.

Full description at Econpapers || Download paper

2020Inference in Unbalanced Panel Data Models with Interactive Fixed Effects. (2020). Stammann, Amrei ; Czarnowske, Daniel. In: Papers. RePEc:arx:papers:2004.03414.

Full description at Econpapers || Download paper

2020QuantNet: Transferring Learning Across Systematic Trading Strategies. (2020). Treleaven, Philip ; Firoozye, Nick ; Blumberg, Stefano B ; Flennerhag, Sebastian ; Koshiyama, Adriano. In: Papers. RePEc:arx:papers:2004.03445.

Full description at Econpapers || Download paper

2020How Reliable are Bootstrap-based Heteroskedasticity Robust Tests?. (2020). Pötscher, Benedikt ; Preinerstorfer, David ; Potscher, Benedikt M. In: Papers. RePEc:arx:papers:2005.04089.

Full description at Econpapers || Download paper

2020Disaster Resilience and Asset Prices. (2020). Pagano, Marco ; Zechner, Josef ; Wagner, Christian. In: Papers. RePEc:arx:papers:2005.08929.

Full description at Econpapers || Download paper

2020False (and Missed) Discoveries in Financial Economics. (2020). Liu, Yan ; Harvey, Campbell R. In: Papers. RePEc:arx:papers:2006.04269.

Full description at Econpapers || Download paper

2020Inference without smoothing for large panels with cross-sectional and temporal dependence. (2020). Schafgans, M ; Hidalgo, J. In: Papers. RePEc:arx:papers:2006.14409.

Full description at Econpapers || Download paper

2020Optimal Asset Allocation For Outperforming A Stochastic Benchmark Target. (2020). Li, Yuying ; Ni, Chendi ; Carroll, Ray ; Forsyth, Peter. In: Papers. RePEc:arx:papers:2006.15384.

Full description at Econpapers || Download paper

2020Forecasting volatility with a stacked model based on a hybridized Artificial Neural Network. (2020). Alonso-Gonz, P J ; Ramos, E ; J. J. N'u~nez-Vel'azquez, . In: Papers. RePEc:arx:papers:2006.16383.

Full description at Econpapers || Download paper

2020Construction of confidence interval for a univariate stock price signal predicted through Long Short Term Memory Network. (2020). Dey, Arabin Kumar ; Gauda, Deepak. In: Papers. RePEc:arx:papers:2007.00254.

Full description at Econpapers || Download paper

2020A More Robust t-Test. (2020). Mueller, Ulrich K. In: Papers. RePEc:arx:papers:2007.07065.

Full description at Econpapers || Download paper

2020Testing error distribution by kernelized Stein discrepancy in multivariate time series models. (2020). Li, Dong ; Gong, Huan ; Zhu, KE ; Luo, Donghang. In: Papers. RePEc:arx:papers:2008.00747.

Full description at Econpapers || Download paper

2020On the Size Control of the Hybrid Test for Predictive Ability. (2020). Kim, Deborah. In: Papers. RePEc:arx:papers:2008.02318.

Full description at Econpapers || Download paper

2020Intertemporal Collective Household Models: Identification in Short Panels with Unobserved Heterogeneity in Resource Shares. (2020). Botosaru, Irene ; Pendakur, Krishna ; Muris, Chris. In: Papers. RePEc:arx:papers:2008.05507.

Full description at Econpapers || Download paper

2020An estimator for predictive regression: reliable inference for financial economics. (2020). Shephard, Neil. In: Papers. RePEc:arx:papers:2008.06130.

Full description at Econpapers || Download paper

2020A Stochastic Control Approach to Defined Contribution Plan Decumulation: The Nastiest, Hardest Problem in Finance. (2020). Forsyth, Peter A. In: Papers. RePEc:arx:papers:2008.06598.

Full description at Econpapers || Download paper

2020Forecasting day-ahead electricity prices: A review of state-of-the-art algorithms, best practices and an open-access benchmark. (2020). Weron, Rafał ; Marcjasz, Grzegorz ; de Schutter, Bart ; Lago, Jesus. In: Papers. RePEc:arx:papers:2008.08004.

Full description at Econpapers || Download paper

2020Neural networks in day-ahead electricity price forecasting: Single vs. multiple outputs. (2020). Weron, Rafał ; Marcjasz, Grzegorz ; Lago, Jesus. In: Papers. RePEc:arx:papers:2008.08006.

Full description at Econpapers || Download paper

2020A Novel Approach to Predictive Accuracy Testing in Nested Environments. (2020). Pitarakis, Jean-Yves. In: Papers. RePEc:arx:papers:2008.08387.

Full description at Econpapers || Download paper

2020How is Machine Learning Useful for Macroeconomic Forecasting?. (2020). Stevanovic, Dalibor ; Surprenant, St'Ephane ; Leroux, Maxime ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2008.12477.

Full description at Econpapers || Download paper

2020Efficiency Loss of Asymptotically Efficient Tests in an Instrumental Variables Regression. (2020). Ridder, Geert ; Moreira, Marcelo J. In: Papers. RePEc:arx:papers:2008.13042.

Full description at Econpapers || Download paper

2020Unlucky Number 13? Manipulating Evidence Subject to Snooping. (2020). Pohle, Marc-Oliver ; Hassler, Uwe. In: Papers. RePEc:arx:papers:2009.02198.

Full description at Econpapers || Download paper

2020Investing with Cryptocurrencies -- evaluating their potential for portfolio allocation strategies. (2020). Elendner, Hermann ; Hardle, Wolfgang Karl ; Trimborn, Simon ; Petukhina, Alla. In: Papers. RePEc:arx:papers:2009.04461.

Full description at Econpapers || Download paper

2020The Frisch--Waugh--Lovell Theorem for Standard Errors. (2020). Ding, Peng. In: Papers. RePEc:arx:papers:2009.06621.

Full description at Econpapers || Download paper

2020Encompassing Tests for Value at Risk and Expected Shortfall Multi-Step Forecasts based on Inference on the Boundary. (2020). Schnaitmann, Julie ; Liu, Xiaochun ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:2009.07341.

Full description at Econpapers || Download paper

2020Optimal probabilistic forecasts: When do they work?. (2020). Loaiza Maya, Rubén ; Frazier, David T ; Loaiza-Maya, Rub'En ; Martin, Gael M ; Hassan, Andr'Es Ram'Irez ; Maneesoonthorn, Worapree. In: Papers. RePEc:arx:papers:2009.09592.

Full description at Econpapers || Download paper

2020A test for Heckscher-Ohlin using value-added exports. (2020). Koch, Philipp ; Fessler, Clemens. In: Papers. RePEc:arx:papers:2009.11743.

Full description at Econpapers || Download paper

2020Heteroscedasticity test of high-frequency data with jumps and microstructure noise. (2020). Liu, Zhi ; Zhang, Chuanhai. In: Papers. RePEc:arx:papers:2010.07659.

Full description at Econpapers || Download paper

2020Measuring the Effect of Unconventional Policies on Stock Market Volatility. (2020). Gallo, Giampiero ; Lacava, Demetrio ; Otranto, Edoardo. In: Papers. RePEc:arx:papers:2010.08259.

Full description at Econpapers || Download paper

2020Time-varying Forecast Combination for High-Dimensional Data. (2020). Maung, Kenwin ; Chen, Bin. In: Papers. RePEc:arx:papers:2010.10435.

Full description at Econpapers || Download paper

2020A Test for Kronecker Product Structure Covariance Matrix. (2020). Mavroeidis, Sophocles ; Kleibergen, Frank ; Guggenberger, Patrik. In: Papers. RePEc:arx:papers:2010.10961.

Full description at Econpapers || Download paper

2020Low-Rank Approximations of Nonseparable Panel Models. (2020). Weidner, Martin ; Fern, Iv'An ; Freeman, Hugo. In: Papers. RePEc:arx:papers:2010.12439.

Full description at Econpapers || Download paper

2020The Efficiency Gap. (2020). Fissler, Tobias ; Dimitriadis, Timo ; Ziegel, Johanna F. In: Papers. RePEc:arx:papers:2010.14146.

Full description at Econpapers || Download paper

2020Gaussian Transforms Modeling and the Estimation of Distributional Regression Functions. (2020). Stouli, Sami ; Spady, Richard. In: Papers. RePEc:arx:papers:2011.06416.

Full description at Econpapers || Download paper

2020Functional Principal Component Analysis of Cointegrated Functional Time Series. (2020). Seo, Won-Ki. In: Papers. RePEc:arx:papers:2011.12781.

Full description at Econpapers || Download paper

2020An Automatic Finite-Sample Robustness Metric: Can Dropping a Little Data Change Conclusions?. (2020). Giordano, Ryan ; Broderick, Tamara ; Meager, Rachael. In: Papers. RePEc:arx:papers:2011.14999.

Full description at Econpapers || Download paper

2020A Multivariate Realized GARCH Model. (2020). Hansen, Peter Reinhard ; Archakov, Ilya ; Lunde, Asger. In: Papers. RePEc:arx:papers:2012.02708.

Full description at Econpapers || Download paper

2020Policy Transforms and Learning Optimal Policies. (2020). Russell, Thomas M. In: Papers. RePEc:arx:papers:2012.11046.

Full description at Econpapers || Download paper

2020Split-then-Combine simplex combination and selection of forecasters. (2020). Arroyo, Antonio Martin ; Martinarroyo, Antonio ; de Juan, Aranzazu . In: Papers. RePEc:arx:papers:2012.11935.

Full description at Econpapers || Download paper

2021Machine Learning Advances for Time Series Forecasting. (2020). Mendes, Eduardo F ; Medeiros, Marcelo C ; Masini, Ricardo P. In: Papers. RePEc:arx:papers:2012.12802.

Full description at Econpapers || Download paper

2021Optimal control of the decumulation of a retirement portfolio with variable spending and dynamic asset allocation. (2021). Westmacott, Graham ; Vetzal, Kenneth R ; Forsyth, Peter A. In: Papers. RePEc:arx:papers:2101.02760.

Full description at Econpapers || Download paper

2021Consistent specification testing under spatial dependence. (2021). Gupta, Abhimanyu ; Qu, XI. In: Papers. RePEc:arx:papers:2101.10255.

Full description at Econpapers || Download paper

2021The Bootstrap for Network Dependent Processes. (2021). Kojevnikov, Denis. In: Papers. RePEc:arx:papers:2101.12312.

Full description at Econpapers || Download paper

2020Short-Term Predictability of Stock Market Indexes following Large Drawdowns and Drawups. (2020). Brandi, Vinicius Ratton. In: Working Papers Series. RePEc:bcb:wpaper:529.

Full description at Econpapers || Download paper

2020Commodity Prices and Global Economic Activity: a derived-demand approach. (2020). Gaglianone, Wagner ; Duarte, Angelo Montalverne ; Issler, Joo Victor ; de Carvalho, Osmani Teixeira. In: Working Papers Series. RePEc:bcb:wpaper:539.

Full description at Econpapers || Download paper

2020Subsidized Health Care and Food Security: Evidence from Colombia. (2020). Bohórquez-Peñuela, Camilo ; Bohorquez-Penuela, Camilo. In: Borradores de Economia. RePEc:bdr:borrec:1103.

Full description at Econpapers || Download paper

2020Skewed Idiosyncratic Income Risk over the Business Cycle: Sources and Insurance. (2020). Madera, Rocio ; Guvenen, Fatih ; Domeij, David ; Busch, Christopher. In: Working Papers. RePEc:bge:wpaper:1180.

Full description at Econpapers || Download paper

2021Firm-specific risk-neutral distributions with options and CDS. (2021). Jahan-Parvar, Mohammad ; Aramonte, Sirio ; Schindler, John W ; Rosen, Samuel. In: BIS Working Papers. RePEc:bis:biswps:921.

Full description at Econpapers || Download paper

2020News media analytics in finance: a survey. (2020). Hahn, Tobias ; Vanstone, Bruce ; Marty, Tom. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:2:p:1385-1434.

Full description at Econpapers || Download paper

2020High accruals momentum. (2020). Jang, Ju Won ; Hao, Xiaoting ; Lee, Eunju. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:4:p:3647-3679.

Full description at Econpapers || Download paper

2020How efficient is the market for Australian firms’ earnings information?. (2020). Tong, Alex ; Taylor, Stephen. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:4:p:4225-4255.

Full description at Econpapers || Download paper

2020Board monitoring and covenant restrictiveness in private debt contracts during the global financial crisis. (2020). Tanewski, George ; Mather, Paul ; Khan, Arifur ; Abu, Intan Suryani. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:s1:p:661-692.

Full description at Econpapers || Download paper

2020Nonresident holdings of domestic debt in Nigeria: Internal or external driven?. (2020). Hosny, Amr. In: African Development Review. RePEc:bla:afrdev:v:32:y:2020:i:3:p:472-485.

Full description at Econpapers || Download paper

2020Economic and Noneconomic Factors Influencing Geographic Differentials in Homelessness: An Exploratory State‐Level Analysis. (2020). Cebula, Richard ; Alexander, Gigi M. In: American Journal of Economics and Sociology. RePEc:bla:ajecsc:v:79:y:2020:i:2:p:511-540.

Full description at Econpapers || Download paper

2020Does Trade Elasticity Vary Across Regimes? New Evidence from Korean Exports, Incorporating Regime Changes. (2020). Choi, Moonjung ; Kim, Seiwan. In: Asian Economic Journal. RePEc:bla:asiaec:v:34:y:2020:i:4:p:379-403.

Full description at Econpapers || Download paper

2020Integrated reporting of environmental, social, and governance and financial data: Does the market value integrated reports?. (2020). Zwergel, Bernhard ; Klein, Christian ; Rochell, Janina ; Landau, Alexander. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:29:y:2020:i:4:p:1750-1763.

Full description at Econpapers || Download paper

2021Investors carbon risk exposure and their potential for shareholder engagement. (2021). Truck, Stefan ; Syryca, Janik ; Scherer, Julia ; Paulus, Stefan ; Benz, Lukas. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:30:y:2021:i:1:p:282-301.

Full description at Econpapers || Download paper

2021Exploring the determinants of green bond issuance: Going beyond the long?lasting debate on performance consequences. (2021). Caragnano, Alessandra ; Mariani, Massimo ; Russo, Angeloantonio. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:30:y:2021:i:1:p:38-59.

Full description at Econpapers || Download paper

2021The impact of direct environmental, social, and governance reporting: Empirical evidence in European?listed companies in the agri?food sector. (2021). Manta, Francesco ; Conca, Lavinia ; Toma, Pierluigi ; Morrone, Domenico. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:30:y:2021:i:2:p:1080-1093.

Full description at Econpapers || Download paper

2020A new approach to measuring universal banking. (2020). Shabani, Mimoza ; D'Avino, Carmela. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:72:y:2020:i:4:p:353-379.

Full description at Econpapers || Download paper

2020Why do stock repurchases change over time?. (2020). Huang, Chiawei ; Hsu, Yuanteng. In: European Financial Management. RePEc:bla:eufman:v:26:y:2020:i:4:p:938-957.

Full description at Econpapers || Download paper

2020Keeping it real or keeping it simple? Ownership concentration measures compared. (2020). Overland, Conny ; Mavruk, Taylan ; Sjogren, Stefan. In: European Financial Management. RePEc:bla:eufman:v:26:y:2020:i:4:p:958-1005.

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]		article42
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]		article98
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]		article272
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: 272		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: 272		paper
2006Can Mutual Fund “Stars” Really Pick Stocks? New Evidence from a Bootstrap Analysis In: Journal of Finance.
[Full Text][Citation analysis]		article210
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: 210		paper
1999Specification Tests for the Variance of a Diffusion In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article2
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]		article27
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: 27		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: 27		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: 27		paper
2003Tests of conditional predictive ability In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]		paper705
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: 705		paper
2006Tests of Conditional Predictive Ability.(2006) In: Econometrica.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 705		article
2003Tests of Conditional Predictive Ability.(2003) In: Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 705		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]		paper25
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: 25		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: 25		paper
2010Causality, Conditional Independence, and Graphical Separation in Settable Systems In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]		paper16
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]		paper4
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]		paper45
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: 45		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: 45		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]		paper70
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: 70		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: 70		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: 70		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]		paper18
2014Testing conditional independence via empirical likelihood.(2014) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18		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]		paper37
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: 37		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]		paper10
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]		paper40
2002THE BOOTSTRAP OF THE MEAN FOR DEPENDENT HETEROGENEOUS ARRAYS.(2002) In: Econometric Theory.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 40		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: 40		paper
2001The Bootstrap of Mean for Dependent Heterogeneous Arrays..(2001) In: Cahiers de recherche.
[Citation analysis]
This paper has another version. Agregated cites: 40		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]		paper20
2003Forecast evaluation with shared data sets.(2003) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 20		article
1994Estimation, Inference and Specification Analysis In: Cambridge Books.
[Citation analysis]		book262
1996Estimation, Inference and Specification Analysis.(1996) In: Cambridge Books.
[Citation analysis]
This paper has another version. Agregated cites: 262		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]		article35
1998CONSISTENT SPECIFICATION TESTING WITH NUISANCE PARAMETERS PRESENT ONLY UNDER THE ALTERNATIVE In: Econometric Theory.
[Full Text][Citation analysis]		article149
1985A Unified Theory of Consistent Estimation for Parametric Models In: Econometric Theory.
[Full Text][Citation analysis]		article8
1984A Unified Theory of Consistent Estimation for Parametric Models.(1984) In: Working papers.
[Citation analysis]
This paper has another version. Agregated cites: 8		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]		article31
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]		article16
2013A WARP-SPEED METHOD FOR CONDUCTING MONTE CARLO EXPERIMENTS INVOLVING BOOTSTRAP ESTIMATORS In: Econometric Theory.
[Full Text][Citation analysis]		article59
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: 59		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]		article70
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]		paper21
2015VAR for VaR: measuring tail dependence using multivariate regression quantiles In: Working Paper Series.
[Full Text][Citation analysis]		paper77
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: 77		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]		article49
1980A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity. In: Econometrica.
[Full Text][Citation analysis]		article6379
1982Maximum Likelihood Estimation of Misspecified Models. In: Econometrica.
[Full Text][Citation analysis]		article1120
1982Instrumental Variables Regression with Independent Observations. In: Econometrica.
[Full Text][Citation analysis]		article85
1983Corrigendum [Maximum Likelihood Estimation of Misspecified Models]. In: Econometrica.
[Citation analysis]		article2
1984Nonlinear Regression with Dependent Observations. In: Econometrica.
[Full Text][Citation analysis]		article124
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]		article99
1996Monitoring Structural Change. In: Econometrica.
[Full Text][Citation analysis]		article104
1998High Breakdown Point Conditional Dispersion Estimation with Application to S&P 500 Daily Returns Volatility In: Econometrica.
[Citation analysis]		article93
2000A Reality Check for Data Snooping In: Econometrica.
[Citation analysis]		article658
2005Asymptotic Distribution Theory for Nonparametric Entropy Measures of Serial Dependence In: Econometrica.
[Full Text][Citation analysis]		article47
2007Testing for Regime Switching In: Econometrica.
[Full Text][Citation analysis]		article65
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]		article16
2001Dangers of data mining: The case of calendar effects in stock returns In: Journal of Econometrics.
[Full Text][Citation analysis]		article80
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]		article15
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]		article6
2009Generalized Runs Test for the IID Hypothesis.(2009) In: Discussion Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6		paper
2014Robustness checks and robustness tests in applied economics In: Journal of Econometrics.
[Full Text][Citation analysis]		article25
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]		article17
1982Editors introduction In: Journal of Econometrics.
[Full Text][Citation analysis]		article3
1982Misspecified models with dependent observations In: Journal of Econometrics.
[Full Text][Citation analysis]		article47
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]		article180
1985Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties In: Journal of Econometrics.
[Full Text][Citation analysis]		article409
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: 409		paper
1989Interval forecasting : An analysis based upon ARCH-quantile estimators In: Journal of Econometrics.
[Full Text][Citation analysis]		article71
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]		article177
1995Comments on testing economic theories and the use of model selection criteria In: Journal of Econometrics.
[Full Text][Citation analysis]		article74
1996Information criteria for selecting possibly misspecified parametric models In: Journal of Econometrics.
[Full Text][Citation analysis]		article125
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]		article100
1997Forecasting economic time series using flexible versus fixed specification and linear versus nonlinear econometric models In: International Journal of Forecasting.
[Full Text][Citation analysis]		article90
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]		article17
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]		paper118
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: 118		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: 118		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]		article2
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]		article120
1982Differencing as a Test of Specification. In: International Economic Review.
[Full Text][Citation analysis]		article20
2009Inference on Risk-Neutral Measures for Incomplete Markets In: Journal of Financial Econometrics.
[Full Text][Citation analysis]		article6
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]		article19
1992Some Measurability Results for Extrema of Random Functions Over Random Sets In: Review of Economic Studies.
[Full Text][Citation analysis]		article20
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]		paper7
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]		article187
2009Correction to “Automatic Block-Length Selection for the Dependent Bootstrap” by D. Politis and H. White In: Econometric Reviews.
[Full Text][Citation analysis]		article55
2013Identification and Identification Failure for Treatment Effects Using Structural Systems In: Econometric Reviews.
[Full Text][Citation analysis]		article11
2011Causal Diagrams for Treatment Effect Estimation with Application to Efficient Covariate Selection In: The Review of Economics and Statistics.
[Full Text][Citation analysis]		article15
1979Optimal Investment in Schooling when Incomes are Risky. In: Journal of Political Economy.
[Full Text][Citation analysis]		article29
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]		article10
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]		paper11
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 November, 2 2021. Contact: CitEc Team