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Halbert White

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Personal Details

First Name: Halbert
Middle Name:
Last Name: White
Suffix:

RePEc Short-ID: pwh17

Email: [This author has chosen not to make the email address public]
Homepage: http://www.econ.ucsd.edu/~mbacci/white/
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Affiliation

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This author is among the top 5% authors according to these criteria:
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  12. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  13. Number of Citations, Weighted by Recursive Impact Factor
  14. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  15. Number of Citations, Weighted by Number of Authors
  16. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  17. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  18. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  19. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  20. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  21. h, where author has written h papers that have each been cited at least h times.
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  27. Number of Journal Pages, Weighted by Number of Authors
  28. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  29. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  30. Number of Abstract Views in RePEc Services over the past 12 months
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  34. Wu-Index

Works

| Working papers | Articles | Chapters | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML, plain text, BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Karim Chalak & Halbert White, 2008. "Independence and Conditional Independence in Causal Systems," Boston College Working Papers in Economics 689, Boston College Department of Economics. [Downloadable!]

  2. Giacomini, Raffaella & Gottschling, Andreas & Haefke, Christian & White, Halbert, 2007. "Mixtures of t-distributions for Finance and Forecasting," Economics Series 216, Institute for Advanced Studies. [Downloadable!]
    Published as:

  3. Susanne Schennach & Halbert White & Karim Chalak, 2007. "Estimating average marginal effects in nonseparable structural systems," Boston College Working Papers in Economics 680, Boston College Department of Economics. [Downloadable!]
    Other versions:

  4. Teodosio Perez-Amaral & Giampiero M. Gallo & Halbert L. White, 2004. "A Comparison of Complementary Automatic Modeling Methods: RETINA and PcGets," Econometrics Working Papers Archive wp2004_12, Universita' degli Studi di Firenze, Dipartimento di Statistica "G. Parenti". [Downloadable!]
    Published as:

  5. Liangjun Su & Halbert White, 2004. "Testing Conditional Independence Via Empirical Likelihood," University of California at San Diego, Economics Working Paper Series 2003-14, Department of Economics, UC San Diego. [Downloadable!]

  6. Raffaella Giacomini & Halbert White, 2003. "Tests of Conditional Predictive Ability," Econometrics 0308001, EconWPA. [Downloadable!]
    Other versions:
    Published as:

  7. Teodosio Perez-Amaral & Giampiero M. Gallo & Halbert L. White, 2003. "A Flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA)," Econometrics Working Papers Archive wp2003_04, Universita' degli Studi di Firenze, Dipartimento di Statistica "G. Parenti". [Downloadable!]
    Other versions:
    Published as:

  8. Halbert White & Tae-Hwan Kim, 2002. "Estimation, Inference, and Specification Testing for Possibly Misspecified Quantile Regression," University of California at San Diego, Economics Working Paper Series 2002-09, Department of Economics, UC San Diego. [Downloadable!]

  9. Raffaella Giacomini & Andreas Gottschling & Christian Haefke & Halbert White, 2002. "Hypernormal Densities," Economics Working Papers 638, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
    Other versions:

  10. Xiaohong Chen & Halbert White, 2002. "Asymptotic Properties of Some Projection-based Robbins-Monro Procedures in a Hilbert Space," University of California at San Diego, Economics Working Paper Series 2002-07, Department of Economics, UC San Diego. [Downloadable!]
    Other versions:
    Published as:

  11. Sílvia Gonçalves & Halbert White, 2001. "The Bootstrap of the Mean for Dependent Heterogeneous Arrays," CIRANO Working Papers 2001s-19, CIRANO. [Downloadable!]
    Published as:

  12. Patrice Bertail & Christian Haefke & Dimitris N. Politis & Halbert White, 2001. "A Subsampling Approach to Estimating the Distribution of Diversing Statistics with Application to Assessing Financial Market Risks," Economics Working Papers 599, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
    Other versions:

  13. GONÇALVES, Silvia & WHITE, Halbert, 2001. "The Bootstrap of Mean for Dependent Heterogeneous Arrays," Cahiers de recherche 2001-19, Universite de Montreal, Departement de sciences economiques. [Downloadable!]
    Other versions:

  14. Sullivan, Ryan & Timmermann, Allan G & White, Halbert, 2001. "Forecast Evaluation with Shared Data Sets," CEPR Discussion Papers 3060, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    Published as:

  15. Christopher Stomberg & Halbert White, 2000. "Bootstrapping the Information Matrix Test," University of California at San Diego, Economics Working Paper Series 2000-04, Department of Economics, UC San Diego. [Downloadable!]

  16. Tae-Hwan Kim & Douglas Stone & Halbert White, 2000. "Asymptotic and Bayesian Confidence Intervals for Sharpe Style Weights," University of California at San Diego, Economics Working Paper Series 2000-27, Department of Economics, UC San Diego. [Downloadable!]
    Published as:

  17. Silvia Goncalves & Halbert White, 2000. "Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models," University of California at San Diego, Economics Working Paper Series 2000-32, Department of Economics, UC San Diego. [Downloadable!]
    Other versions:
    Published as:

  18. Tae-Hwan Kim & Halbert White, 1999. "James-Stein Type Estimators in Large Samples with Application to the Least Absolute Deviations Estimator," University of California at San Diego, Economics Working Paper Series 99-04, Department of Economics, UC San Diego. [Downloadable!]
    Other versions:
    Published as:

  19. Andreas Gottschling & Christian Haefke & Halbert White, 1999. "Closed Form Integration of Artificial Neural Networks with Some Applications to Finance," University of California at San Diego, Economics Working Paper Series 99-24, Department of Economics, UC San Diego. [Downloadable!]
    Other versions:

  20. Halbert White & Yongmiao Hong, 1999. "M-Testing Using Finite and Infinite Dimensional Parameter Estimators," University of California at San Diego, Economics Working Paper Series 93-01r, Department of Economics, UC San Diego. [Downloadable!]

  21. Allan Timmermann & Halbert White & Ryan Sullivan, 1998. "The Dangers of Data-Driven Inference: The Case of Calendar Effects in Stock Returns," FMG Discussion Papers dp304, Financial Markets Group. [Downloadable!] (restricted)

  22. Sullivan, Ryan & Timmermann, Allan G & White, Halbert, 1998. "Data-Snooping, Technical Trading Rule Performance and the Bootstrap," CEPR Discussion Papers 1976, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    Other versions:
    Published as:

  23. Ryan Sullivan & Allan Timmermann & Halbert White, 1998. "Dangers of Data-Driven Inference: The Case of Calendar Effects in Stock Returns," University of California at San Diego, Economics Working Paper Series 98-16, Department of Economics, UC San Diego. [Downloadable!]

  24. Xiaohong Chen & Halbert White, 1997. "Central Limit and Functional Central Limit Theorems for Hilbert-Valued Dependent Heterogeneous Arrays with Applications," University of California at San Diego, Economics Working Paper Series 92-35r, Department of Economics, UC San Diego. [Downloadable!]
    Published as:

  25. Xiaohong Chen & Halbert White, 1997. "Improved Rates and Asymptotic Normality for Nonparametric Neural Network Estimators," University of California at San Diego, Economics Working Paper Series 97-11, Department of Economics, UC San Diego. [Downloadable!]

  26. Corradi, V. & Swanson, N. & White, H., 1996. "Testing for Stationarity-Ergodicity and for Comovements Between Nonlinear Discrete Time Markov Processes," Papers 4-96-6, Pennsylvania State - Department of Economics.
    Published as:

  27. Norman R. Swanson & Halbert White, 1995. "A Model Selection Approach to Real-Time Macroeconomic Forecasting Using Linear Models and Artificial Neural Networks," Macroeconomics 9503004, EconWPA. [Downloadable!]
    Other versions:
    Published as:

  28. Xiaohong Chen & Halbert White, 1994. "Nonparametric Adaptive Learning with Feedback," University of California at San Diego, Economics Working Paper Series 94-21, Department of Economics, UC San Diego. [Downloadable!]
    Published as:

  29. Shinichi Sakata & Halbert White, 1994. "Asymptotic Properties of S-Estimators for Nonlinear Regression Models with Dependent, Heterogeneous Processes," University of California at San Diego, Economics Working Paper Series 94-04, Department of Economics, UC San Diego.

  30. Shinichi Sakata & Halbert White, 1994. "An Alternative Definition of Finite Sample Breakdown Point with Applications to Regression Model Estimators," University of California at San Diego, Economics Working Paper Series 93-52r, Department of Economics, UC San Diego. [Downloadable!]

  31. Yongmiao Hong & Halbert White, 1994. "Consistent Specification Testing via Nonparametric Series Regression," University of California at San Diego, Economics Working Paper Series 91-39r, Department of Economics, UC San Diego.
    Published as:

  32. Valentina Corradi & Halbert White, 1993. "Consistent Nonparametric Estimation and Testing for the Variance of a Diffusion from Discretely Sampled Observations," University of California at San Diego, Economics Working Paper Series 93-42, Department of Economics, UC San Diego.

  33. Chung-Ming Kuan & Kurt Hornik & Halbert White, 1993. "A Convergence Result for Learning in Recurrent Neural Networks," University of California at San Diego, Economics Working Paper Series 90-42r, Department of Economics, UC San Diego.

  34. Kurt Hornik & Maxwell Stinchcombe & Halbert White & Peter Auer, 1993. "Degree of Approximation Results for Feedforward Networks Approximating Unknown Mappings and Their Derivatives," University of California at San Diego, Economics Working Paper Series 93-15, Department of Economics, UC San Diego.

  35. Maxwell B. Stinchcombe & Halbert White, 1993. "Consistent Specification Testing with Unidentified Nuisance Parameters Using Duality and Banach Space Limit Theory," University of California at San Diego, Economics Working Paper Series 93-14, Department of Economics, UC San Diego.

  36. Valentina Corradi & Halbert White, 1993. "Regularized Neural Networks: Some Convergence Rate Results," University of California at San Diego, Economics Working Paper Series 93-23, Department of Economics, UC San Diego. [Downloadable!]

  37. Xiaohong Chen & Halbert White, 1992. "Weak and Strong Laws of Large Numbers for Hilbert Space - Valued Mixingales," University of California at San Diego, Economics Working Paper Series 92-15, Department of Economics, UC San Diego.

  38. Norman R. Swanson & Halbert White, 1992. "A Model Selection Approach to Assessing the Information in the Term Structure Using Linear Models and Artificial Neural Networks," University of California at San Diego, Economics Working Paper Series 92-39, Department of Economics, UC San Diego.
    Published as:

  39. Clive Granger & Maxwell L. King & Halbert White, 1992. "Comments on Testing Economic Theories and the Use of Model Selection Criteria," University of California at San Diego, Economics Working Paper Series 92-18, Department of Economics, UC San Diego.
    Published as:

  40. Charles E. Bates & Halbert White, 1992. "Determination of Estimators with Minimum Asymptotic Covariance Matrices," University of California at San Diego, Economics Working Paper Series 92-16, Department of Economics, UC San Diego.

  41. Halbert White, 1992. "Parametric Statistical Estimation with Artificial Neural Networks," University of California at San Diego, Economics Working Paper Series 92-13, Department of Economics, UC San Diego.

  42. Chor-Yiu Sin & Halbert White, 1992. "Information Criteria for Selecting Possibly Misspecified Parametric Models," University of California at San Diego, Economics Working Paper Series 92-47, Department of Economics, UC San Diego.
    Published as:

  43. Chung-Ming Kuan & Halbert White, 1992. "Artificial Neural Networks: An Econometric Perspective," University of California at San Diego, Economics Working Paper Series 92-11, Department of Economics, UC San Diego.
    Published as:

  44. Chia-Shang James Chu & Halbert White, 1991. "Testing for Structural Change in Some Simple Time Series Models," University of California at San Diego, Economics Working Paper Series 91-06, Department of Economics, UC San Diego.

  45. A. Ron Gallant & Halbert White, 1991. "On Learning the Derivatives of an Unknown Mapping with Multilayer Feedforward Networks," University of California at San Diego, Economics Working Paper Series 89-53r, Department of Economics, UC San Diego.

  46. Chung-Ming Kuan & Halbert White, 1991. "Strong Convergence of Recursive m-Estimators for Models with Dynamic Latent Variables," University of California at San Diego, Economics Working Paper Series 91-05r, Department of Economics, UC San Diego.
    Other versions:

  47. Halbert White & Maxwell B. Stinchcombe, 1990. "Adaptive Efficient Weighted Least Squares with Dependent Observations," University of California at San Diego, Economics Working Paper Series 89-45r, Department of Economics, UC San Diego.

  48. Maxwell Stinchcombe & Halbert White, 1990. "Approximating and Learning Unknown Mappings Using Multilayer Feedforward Networks with Bounded Weights," University of California at San Diego, Economics Working Paper Series 90-10, Department of Economics, UC San Diego.

  49. Kurt Hornik & Maxwell Stinchcombe & Halbert White, 1990. "Universal Approximation of an Unknown Mapping And Its Derivatives Using Multilayer Feedforward Networks," University of California at San Diego, Economics Working Paper Series 89-36r, Department of Economics, UC San Diego.

  50. Halbert White, 1990. "Connectionist Non-parametric Regression Multilayer Feedforward Networks Can Learn Arbitrary Mappings," University of California at San Diego, Economics Working Paper Series 90-5, Department of Economics, UC San Diego.

  51. Chung-Ming Kuan & Halbert White, 1990. "Recursive M-Estimation, Nonlinear Regression and Neural Network Learning with Dependent Observations," University of California at San Diego, Economics Working Paper Series 90-38, Department of Economics, UC San Diego.

  52. Chung-Ming Kuan & Kurt Hornik & Halbert White, 1990. "Some Convergence Results for Learning in Recurrent Neural Networks," University of California at San Diego, Economics Working Paper Series 90-42, Department of Economics, UC San Diego.

  53. Charles Bates & Halbert White, 1984. "A Unified Theory of Consistent Estimation for Parametric Models," Working papers 359, Massachusetts Institute of Technology (MIT), Department of Economics.

  54. James G. MacKinnon & Halbert White, 1983. "Some Heteroskedasticity Consistent Covariance Matrix Estimators with Improved Finite Sample Properties," Working Papers 537, Queen's University, Department of Economics. [Downloadable!]
    Published as:

  55. James G. MacKinnon & Halbert White & Russell Davidson, 1982. "Some Further Results on Tests for Model Specification in the Presence of Alternative Hypotheses," Working Papers 491, Queen's University, Department of Economics.

Articles

  1. Giacomini, Raffaella & Gottschling, Andreas & Haefke, Christian & White, Halbert, 2008. "Mixtures of t-distributions for finance and forecasting," Journal of Econometrics, Elsevier, vol. 144(1), pages 175-192, May. [Downloadable!] (restricted)
    Other versions:

  2. Jin Seo Cho & Halbert White, 2007. "Testing for Regime Switching," Econometrica, Econometric Society, vol. 75(6), pages 1671-1720, November. [Downloadable!] (restricted)

  3. Su, Liangjun & White, Halbert, 2007. "A consistent characteristic function-based test for conditional independence," Journal of Econometrics, Elsevier, vol. 141(2), pages 807-834, December. [Downloadable!] (restricted)

  4. Raffaella Giacomini & Halbert White, 2006. "Tests of Conditional Predictive Ability," Econometrica, Econometric Society, vol. 74(6), pages 1545-1578, November. [Downloadable!] (restricted)
    Other versions:

  5. Robert Kosowski & Allan Timmermann & Russ Wermers & Hal White, 2006. "Can Mutual Fund "Stars" Really Pick Stocks? New Evidence from a Bootstrap Analysis," Journal of Finance, American Finance Association, vol. 61(6), pages 2551-2595, December. [Downloadable!] (restricted)

  6. White, Halbert, 2006. "Time-series estimation of the effects of natural experiments," Journal of Econometrics, Elsevier, vol. 135(1-2), pages 527-566. [Downloadable!] (restricted)

  7. Goncalves, Silvia & White, Halbert, 2005. "Bootstrap Standard Error Estimates for Linear Regression," Journal of the American Statistical Association, American Statistical Association, vol. 100, pages 970-979, September. [Downloadable!] (restricted)

  8. Yongmiao Hong & Halbert White, 2005. "Asymptotic Distribution Theory for Nonparametric Entropy Measures of Serial Dependence," Econometrica, Econometric Society, vol. 73(3), pages 837-901, 05. [Downloadable!] (restricted)

  9. Perez-Amaral, Teodosio & Gallo, Giampiero M. & White, Halbert, 2005. "A COMPARISON OF COMPLEMENTARY AUTOMATIC MODELING METHODS: RETINA AND PcGets," Econometric Theory, Cambridge University Press, vol. 21(01), pages 262-277, February. [Downloadable!]
    Other versions:

  10. Goncalves, Silvia & White, Halbert, 2004. "Maximum likelihood and the bootstrap for nonlinear dynamic models," Journal of Econometrics, Elsevier, vol. 119(1), pages 199-219, March. [Downloadable!] (restricted)
    Other versions:

  11. Kim, Tae-Hwan & White, Halbert, 2004. "On more robust estimation of skewness and kurtosis," Finance Research Letters, Elsevier, vol. 1(1), pages 56-73, March. [Downloadable!] (restricted)

  12. Bertail, Patrice & Haefke, Christian & Politis, D.N.Dimitris N. & White, Halbert, 2004. "Subsampling the distribution of diverging statistics with applications to finance," Journal of Econometrics, Elsevier, vol. 120(2), pages 295-326, June. [Downloadable!] (restricted)

  13. Teodosio Perez-Amaral & Giampiero M. Gallo & Halbert White, 2003. "A Flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA)," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 65(s1), pages 821-838, December. [Downloadable!] (restricted)
    Other versions:

  14. Sullivan, Ryan & Timmermann, Allan & White, Halbert, 2003. "Forecast evaluation with shared data sets," International Journal of Forecasting, Elsevier, vol. 19(2), pages 217-227. [Downloadable!] (restricted)
    Other versions:

  15. Xiaohong Chen & Halbert White, 2002. "Asymptotic Properties of Some Projection-based Robbins-Monro Procedures in a Hilbert Space," Studies in Nonlinear Dynamics & Econometrics, Berkeley Electronic Press, vol. 6(1), pages 1000-1000. [Downloadable!] (restricted)
    Other versions:

  16. Gon alves, S lvia & White, Halbert, 2002. "The Bootstrap Of The Mean For Dependent Heterogeneous Arrays," Econometric Theory, Cambridge University Press, vol. 18(06), pages 1367-1384, September. [Downloadable!]
    Other versions:

  17. Sullivan, Ryan & Timmermann, Allan & White, Halbert, 2001. "Dangers of data mining: The case of calendar effects in stock returns," Journal of Econometrics, Elsevier, vol. 105(1), pages 249-286, November. [Downloadable!] (restricted)

  18. Kim T-H. & White H., 2001. "James-Stein-Type Estimators in Large Samples With Application to the Least Absolute Deviations Estimator," Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 697-705, June. [Downloadable!] (restricted)
    Other versions:

  19. Sakata, Shinichi & White, Halbert, 2001. "S-estimation of nonlinear regression models with dependent and heterogeneous observations," Journal of Econometrics, Elsevier, vol. 103(1-2), pages 5-72, July. [Downloadable!] (restricted)

  20. Corradi, Valentina & Swanson, Norman R. & White, Halbert, 2000. "Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes," Journal of Econometrics, Elsevier, vol. 96(1), pages 39-73, May. [Downloadable!] (restricted)
    Other versions:

  21. Halbert White, 2000. "A Reality Check for Data Snooping," Econometrica, Econometric Society, vol. 68(5), pages 1097-1126, September.

  22. Ryan Sullivan & Allan Timmermann & Halbert White, 1999. "Data-Snooping, Technical Trading Rule Performance, and the Bootstrap," Journal of Finance, American Finance Association, vol. 54(5), pages 1647-1691, October. [Downloadable!] (restricted)
    Other versions:

  23. D. Ormoneit & H. White, 1999. "An efficient algorithm to compute maximum entropy densities," Econometric Reviews, Taylor and Francis Journals, vol. 18(2), pages 127-140. [Downloadable!] (restricted)

  24. Shinichi Sakata & Halbert White, 1998. "High Breakdown Point Conditional Dispersion Estimation with Application to S&P 500 Daily Returns Volatility," Econometrica, Econometric Society, vol. 66(3), pages 529-568, May.

  25. Chen, Xiaohong & White, Halbert, 1998. "Nonparametric Adaptive Learning with Feedback," Journal of Economic Theory, Elsevier, vol. 82(1), pages 190-222, September. [Downloadable!] (restricted)
    Other versions:

  26. Chen, Xiaohong & White, Halbert, 1998. "Central Limit And Functional Central Limit Theorems For Hilbert-Valued Dependent Heterogeneous Arrays With Applications," Econometric Theory, Cambridge University Press, vol. 14(02), pages 260-284, April. [Downloadable!]
    Other versions:

  27. Stinchcombe, Maxwell B. & White, Halbert, 1998. "Consistent Specification Testing With Nuisance Parameters Present Only Under The Alternative," Econometric Theory, Cambridge University Press, vol. 14(03), pages 295-325, June. [Downloadable!]

  28. Swanson, Norman R. & White, Halbert, 1997. "Forecasting economic time series using flexible versus fixed specification and linear versus nonlinear econometric models," International Journal of Forecasting, Elsevier, vol. 13(4), pages 439-461, December. [Downloadable!] (restricted)

  29. Norman R. Swanson & Halbert White, 1997. "A Model Selection Approach To Real-Time Macroeconomic Forecasting Using Linear Models And Artificial Neural Networks," The Review of Economics and Statistics, MIT Press, vol. 79(4), pages 540-550, November. [Downloadable!] (restricted)
    Other versions:

  30. Sin, Chor-Yiu & White, Halbert, 1996. "Information criteria for selecting possibly misspecified parametric models," Journal of Econometrics, Elsevier, vol. 71(1-2), pages 207-225. [Downloadable!] (restricted)
    Other versions:

  31. Chu, Chia-Shang James & Stinchcombe, Maxwell & White, Halbert, 1996. "Monitoring Structural Change," Econometrica, Econometric Society, vol. 64(5), pages 1045-65, September. [Downloadable!] (restricted)

  32. Hong, Yongmiao & White, Halbert, 1995. "Consistent Specification Testing via Nonparametric Series Regression," Econometrica, Econometric Society, vol. 63(5), pages 1133-59, September. [Downloadable!] (restricted)
    Other versions:

  33. Swanson, Norman R & White, Halbert, 1995. "A Model-Selection Approach to Assessing the Information in the Term Structure Using Linear Models and Artificial Neural Networks," Journal of Business & Economic Statistics, American Statistical Association, vol. 13(3), pages 265-75, July.
    Other versions:

  34. Granger, Clive W. J. & King, Maxwell L. & White, Halbert, 1995. "Comments on testing economic theories and the use of model selection criteria," Journal of Econometrics, Elsevier, vol. 67(1), pages 173-187, May. [Downloadable!] (restricted)
    Other versions:

  35. Chung-Ming Kuan & Halbert White, 1994. "Reply to comments on "artificial neural networks: an econometric perspective"," Econometric Reviews, Taylor and Francis Journals, vol. 13(1), pages 139-143. [Downloadable!] (restricted)

  36. Chung-Ming Kuan & Halbert White, 1994. "Artificial neural networks: an econometric perspective," Econometric Reviews, Taylor and Francis Journals, vol. 13(1), pages 1-91. [Downloadable!] (restricted)
    Other versions:

  37. Kuan, Chung-Ming & White, Halbert, 1994. "Adaptive Learning with Nonlinear Dynamics Driven by Dependent Processes," Econometrica, Econometric Society, vol. 62(5), pages 1087-1114, September. [Downloadable!] (restricted)

  38. Lee, Tae-Hwy & White, Halbert & Granger, Clive W. J., 1993. "Testing for neglected nonlinearity in time series models : A comparison of neural network methods and alternative tests," Journal of Econometrics, Elsevier, vol. 56(3), pages 269-290, April. [Downloadable!] (restricted)

  39. Chu, Chia-Shang James & White, Halbert, 1992. "A Direct Test for Changing Trend," Journal of Business & Economic Statistics, American Statistical Association, vol. 10(3), pages 289-99, July.

  40. Stinchcombe, Maxwell B & White, Halbert, 1992. "Some Measurability Results for Extrema of Random Functions over Random Sets," Review of Economic Studies, Blackwell Publishing, vol. 59(3), pages 495-514, July. [Downloadable!] (restricted)

  41. White, Halbert, 1991. "Learning in recurrent neural networks," Mathematical Social Sciences, Elsevier, vol. 22(1), pages 102-103, August. [Downloadable!] (restricted)

  42. Halbert White, 1991. "Comment on basic structure of the asymptotic theory in dynamic nonlinear econometric models. ii. asymptotic normality," Econometric Reviews, Taylor and Francis Journals, vol. 10(3), pages 345-348. [Downloadable!] (restricted)

  43. Granger, C. W. J. & White, Halbert & Kamstra, Mark, 1989. "Interval forecasting : An analysis based upon ARCH-quantile estimators," Journal of Econometrics, Elsevier, vol. 40(1), pages 87-96, January. [Downloadable!] (restricted)

  44. MacKinnon, James G. & White, Halbert, 1985. "Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties," Journal of Econometrics, Elsevier, vol. 29(3), pages 305-325, September. [Downloadable!] (restricted)
    Other versions:

  45. White, Halbert & Domowitz, Ian, 1984. "Nonlinear Regression with Dependent Observations," Econometrica, Econometric Society, vol. 52(1), pages 143-61, January. [Downloadable!] (restricted)

  46. Halbert White, 1984. "Comment," Econometric Reviews, Taylor and Francis Journals, vol. 3(2), pages 261-267. [Downloadable!] (restricted)

  47. Messer, Karen & White, Halbert, 1984. "A Note on Computing the Heteroskedasticity Consistent Covariance Matrix Using Instrumental Variable Techniques," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 46(2), pages 181-84, May.

  48. White, Halbert, 1983. "Editor's introduction," Journal of Econometrics, Elsevier, vol. 21(1), pages 1-3, January. [Downloadable!] (restricted)

  49. MacKinnon, James G. & White, Halbert & Davidson, Russell, 1983. "Tests for model specification in the presence of alternative hypotheses : Some further results," Journal of Econometrics, Elsevier, vol. 21(1), pages 53-70, January. [Downloadable!] (restricted)
    Other versions:

  50. White, Halbert, 1983. "Corrigendum [Maximum Likelihood Estimation of Misspecified Models]," Econometrica, Econometric Society, vol. 51(2), pages 513, March.

  51. Plosser, Charles I & Schwert, G William & White, Halbert, 1982. "Differencing as a Test of Specification," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 23(3), pages 535-52, October. [Downloadable!] (restricted)

  52. White, Halbert, 1982. "Instrumental Variables Regression with Independent Observations," Econometrica, Econometric Society, vol. 50(2), pages 483-99, March. [Downloadable!] (restricted)

  53. White, Halbert, 1982. "Editor's introduction," Journal of Econometrics, Elsevier, vol. 20(1), pages 1-2, October. [Downloadable!] (restricted)

  54. White, Halbert, 1982. "Regularity conditions for cox's test of non-nested hypotheses," Journal of Econometrics, Elsevier, vol. 19(2-3), pages 301-318, August. [Downloadable!] (restricted)

  55. White, Halbert, 1982. "Maximum Likelihood Estimation of Misspecified Models," Econometrica, Econometric Society, vol. 50(1), pages 1-25, January. [Downloadable!] (restricted)

  56. Halbert White, 1982. "Comment," Econometric Reviews, Taylor and Francis Journals, vol. 1(2), pages 201-205. [Downloadable!] (restricted)

  57. Domowitz, Ian & White, Halbert, 1982. "Misspecified models with dependent observations," Journal of Econometrics, Elsevier, vol. 20(1), pages 35-58, October. [Downloadable!] (restricted)

  58. White, Halbert & Olson, Lawrence, 1981. "Conditional distributions of earnings, wages and hours for blacks and whites," Journal of Econometrics, Elsevier, vol. 17(3), pages 263-285, December. [Downloadable!] (restricted)

  59. White, Halbert, 1980. "Nonlinear Regression on Cross-Section Data," Econometrica, Econometric Society, vol. 48(3), pages 721-46, April. [Downloadable!] (restricted)

  60. White, Halbert, 1980. "A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity," Econometrica, Econometric Society, vol. 48(4), pages 817-38, May. [Downloadable!] (restricted)

  61. White, Halbert, 1980. "Using Least Squares to Approximate Unknown Regression Functions," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 21(1), pages 149-70, February. [Downloadable!] (restricted)

  62. Olson, Lawrence & White, Halbert & Shefrin, H M, 1979. "Optimal Investment in Schooling when Incomes are Risky," Journal of Political Economy, University of Chicago Press, vol. 87(3), pages 522-39, June. [Downloadable!] (restricted)

  63. Michael Cox, W. & White, Halbert, 1978. "Unanticipated money, output, and prices in the small economy," Economics Letters, Elsevier, vol. 1(1), pages 23-27. [Downloadable!] (restricted)

  64. Thurow, Lester C & White, Halbert, 1976. "Optimum Trade Restrictions and Their Consequences," Econometrica, Econometric Society, vol. 44(4), pages 777-86, July. [Downloadable!] (restricted)

  65. White, Halbert & Thirlwall, A P, 1974. "U.S. Merchandise Imports and the Dispersion of Demand," Applied Economics, Taylor and Francis Journals, vol. 6(4), pages 275-92, December.

Chapters

  1. White, Halbert, 2006. "Approximate Nonlinear Forecasting Methods," Handbook of Economic Forecasting, Elsevier. [Downloadable!] (restricted)

NEP Fields

11 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (11) 2002-02-22 2002-09-28 2003-08-17 2003-10-12 2003-10-28 2003-11-03 2005-05-23 2007-10-20 2008-01-19 2008-01-26 2008-09-20 Author is listed
  2. NEP-ETS: Econometric Time Series (6) 2002-09-28 2003-08-17 2003-09-24 2003-10-28 2003-11-03 2007-10-20 Author is listed
  3. NEP-FMK: Financial Markets (1) 2002-02-15
  4. NEP-FOR: Forecasting (1) 2007-10-20
  5. NEP-IAS: Insurance Economics (1) 2002-02-15
  6. NEP-MFD: Microfinance (1) 2003-11-03
  7. NEP-PKE: Post Keynesian Economics (1) 2002-02-15
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This page was last updated on 2008-11-15.

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