The following pages link to Halbert White (Q193450):
Displaying 50 items.
- A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity (Q90747) (← links)
- Correction to “Automatic Block-Length Selection for the Dependent Bootstrap” by D. Politis and H. White (Q113794) (← links)
- (Q221860) (redirect page) (← links)
- Maximum likelihood and the bootstrap for nonlinear dynamic models (Q269240) (← links)
- Testing for monotonicity in unobservables under unconfoundedness (Q284318) (← links)
- A consistent characteristic function-based test for conditional independence (Q289185) (← links)
- Time-series estimation of the effects of natural experiments (Q291869) (← links)
- Mixtures of \(t\)-distributions for finance and forecasting (Q292151) (← links)
- (Q494382) (redirect page) (← links)
- VAR for VaR: measuring tail dependence using multivariate regression quantiles (Q494385) (← links)
- Nonparametric identification in nonseparable panel data models with generalized fixed effects (Q527944) (← links)
- The construction of empirical credit scoring rules based on maximization principles (Q530979) (← links)
- (Q588245) (redirect page) (← links)
- Testing a conditional form of exogeneity (Q608862) (← links)
- Testing for unobserved heterogeneity in exponential and Weibull duration models (Q736541) (← links)
- Generalized runs tests for the IID hypothesis (Q737912) (← links)
- Local indirect least squares and average marginal effects in nonseparable structural systems (Q738123) (← links)
- Regularity conditions for Cox's test of non-nested hypotheses (Q794080) (← links)
- Misspecified models with dependent observations (Q1050063) (← links)
- Tests for model specification in the presence of alternative hypotheses (Q1054112) (← links)
- Testing for neglected nonlinearity in time series models. A comparison of neural network methods and alternative tests (Q1209888) (← links)
- Nonparametric adaptive learning with feedback (Q1270759) (← links)
- Multilayer feedforward networks are universal approximators (Q1708845) (← links)
- Comments on testing economic theories and the use of model selection criteria (Q1893410) (← links)
- Information criteria for selecting possibly misspecified parametric models (Q1915447) (← links)
- Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes (Q1973429) (← links)
- Subsampling the distribution of diverging statistics with applications to finance (Q2439061) (← links)
- A two-stage procedure for partially identified models (Q2451797) (← links)
- Testing for separability in structural equations (Q2451798) (← links)
- Testing conditional independence via empirical likelihood (Q2451799) (← links)
- Causal discourse in a game of incomplete information (Q2451800) (← links)
- Granger causality, exogeneity, cointegration, and economic policy analysis (Q2511789) (← links)
- Robustness checks and robustness tests in applied economics (Q2512608) (← links)
- A WARP-SPEED METHOD FOR CONDUCTING MONTE CARLO EXPERIMENTS INVOLVING BOOTSTRAP ESTIMATORS (Q2845023) (← links)
- An Alternative Proof That OLS is BLUE (Q2870569) (← links)
- (Q2880948) (← links)
- Higher-Order Approximations for Testing Neglected Nonlinearity (Q2885091) (← links)
- SOME EXTENSIONS OF A LEMMA OF KOTLARSKI (Q2909254) (← links)
- Causality, Conditional Independence, and Graphical Separation in Settable Systems (Q2919416) (← links)
- A FLEXIBLE NONPARAMETRIC TEST FOR CONDITIONAL INDEPENDENCE (Q2981822) (← links)
- GRANGER CAUSALITY AND STRUCTURAL CAUSALITY IN CROSS-SECTION AND PANEL DATA (Q2986520) (← links)
- TESTING STRUCTURAL CHANGE IN PARTIALLY LINEAR MODELS (Q2995421) (← links)
- Revisiting Tests for Neglected Nonlinearity Using Artificial Neural Networks (Q3015448) (← links)
- (Q3099635) (← links)
- Nonlinear Regression with Dependent Observations (Q3316405) (← links)
- (Q3349839) (← links)
- CONSISTENT SPECIFICATION TESTING WITH NUISANCE PARAMETERS PRESENT ONLY UNDER THE ALTERNATIVE (Q3365352) (← links)
- Asymptotic Properties of Some Projection-based Robbins-Monro Procedures in a Hilbert Space (Q3368286) (← links)
- TESTING FOR TREATMENT DEPENDENCE OF EFFECTS OF A CONTINUOUS TREATMENT (Q3453248) (← links)
- A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE (Q3632403) (← links)
