Access Statistics for Halbert White

Working Paper	File Downloads				Abstract Views
	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A Comparison of Complementary Automatic Modeling Methods: RETINA and PcGets	0	0	0	73	1	1	1	243
A Consistent Characteristic-Function-Based Test for Conditional Independence	0	0	0	15	0	0	0	99
A Flexible Nonparametric Test for Conditional Independence	0	0	0	41	0	0	0	89
A Flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA)	0	0	0	44	0	0	1	231
A Model Selection Approach to Real-Time Macroeconomic Forecasting Using Linear Models and Artificial Neural Networks	0	0	4	1,205	1	2	10	3,342
A Models Selection Approach to Real-Time Macroeconomic Forecasting Using Linear Models and Artificial Neural Networks	0	0	0	3	0	1	1	502
A Subsampling Approach to Estimating The Distribution of Diverging Statistics with Applications to Assessing Financial Market Risk	0	0	0	4	0	1	1	42
A Subsampling Approach to Estimating the Distribution of Diverging Statistics with Applications to Assessing Financial Markets Risks	0	0	0	8	0	0	0	34
A Unified Theory of Consistent Estimation for Parametric Models	0	0	0	0	0	0	0	158
A flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA)	0	0	1	70	0	1	4	329
A subsampling approach to estimating the distribution of diversing statistics with application to assessing financial market risks	0	0	0	178	0	0	0	999
A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators	0	0	0	47	0	0	2	199
A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators	0	0	0	0	0	1	3	3
An Extended Class of Instrumental Variables for the Estimation of Causal Effects	0	1	3	111	0	1	3	392
Asymptotic Properties of Some Projection-based Robbins-Monro Procedures in a Hilbert Space	0	0	0	12	0	0	1	54
Asymptotic and Bayesian Confidence Intervals for Sharpe Style Weights	0	0	0	13	1	1	1	69
Bootstrapping the Information Matrix Test	0	0	0	6	0	0	1	66
CLOSED FORM INTEGRATION OF ARTIFICIAL NEURAL NETWORKS WITH SOME APPLICATIONS TO FINANCE	0	0	1	249	0	0	1	709
Can mutual fund stars really pick stocks? New evidence from a bootstrap analysis	2	2	3	129	3	4	16	483
Causal Discourse in a Game of Incomplete Information	0	0	0	21	0	1	1	123
Causality, Conditional Independence, and Graphical Separation in Settable Systems	0	0	1	147	0	0	1	458
Closed Form Integration of Artificial Neural Networks with Some Applications to Finance	0	0	0	3	0	0	1	30
Closed Form Integration of Artificial Neural Networks with Some Applications to Finance	0	0	0	138	0	0	0	304
Closed form integration of artificial neural networks with some applications	0	0	0	21	1	2	4	98
Constrained Information Processing and Individual Income Expectations	0	0	0	19	1	1	3	71
Dangers of Data-Driven Inference: The Case of Calendar Effects in Stock Returns	0	0	0	37	1	1	3	118
Data snooping, technical trading, rule performance, and the bootstrap	0	0	1	1	0	4	8	8
Data-Snooping, Technical Trading Rule Performance and the Bootstrap	0	0	4	336	1	5	14	1,068
Data-Snooping, Technical Trading, Rule Performance and the Bootstrap	2	5	7	1,026	3	10	30	2,695
Directionally Differentiable Econometric Models	0	0	1	55	0	0	1	95
Estimating average marginal effects in nonseparable structural systems	0	0	0	123	0	2	2	382
Estimation, Inference, and Specification Testing for Possibly Misspecified Quantile Regression	0	0	2	44	1	1	6	122
Flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA)	0	0	0	48	0	0	0	268
Forecast Evaluation with Shared Data Sets	0	0	0	121	1	1	1	368
Generalized Runs Test for the IID Hypothesis	0	0	2	201	0	0	3	849
Granger Causality, Exogeneity, Cointegration, and Economic Policy Analysis	0	0	1	144	0	1	4	549
Hypernormal Densities	0	0	0	98	0	0	1	554
Hypernormal Densities	0	0	0	3	0	0	0	31
Hypernormal densities	0	0	0	201	0	0	2	777
Identifying Structural Effects in Nonseparable Systems Using Covariates	0	0	0	31	1	2	4	137
James-Stein Type Estimator in Large Samples with Application to the Least Absolute Deviations Estimator	0	0	0	4	0	0	1	56
James-Stein Type Estimators in Large Samples with Application to the Least Absolute Deviations Estimator	0	0	0	5	0	1	1	81
James-Stein Type Estimators in Large Samples with Application to the Least Absolute Deviations Estimator	0	0	0	4	0	0	0	41
Linking Granger Causality and the Pearl Causal Model with Settable Systems	0	0	8	161	0	2	14	410
Local Indirect Least Squares and Average Marginal Effects in Nonseparable Structural Systems	0	0	0	96	0	0	0	437
M-Testing Using Finite and Infinite Dimensional Parameter Estimators	0	0	0	7	0	0	0	55
Mathematical Proofs for "Testing for Neglected Nonlinearity Using Twofold Unidentified Models under the Null and Hexic Expansions"	0	0	0	19	0	0	0	93
Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models	0	0	0	17	0	0	0	81
Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models	0	0	1	329	0	0	1	1,334
Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models	0	0	1	9	0	0	2	81
Mixtures of t-distributions for Finance and Forecasting	0	0	0	221	0	0	0	548
Modeling autoregressive conditional skewness and kurtosis with multi-quantile CAViaR	0	0	1	190	1	3	10	629
Nonparametric Identification in Nonseparable Panel Data Models with Generalized Fixed Effects	0	0	0	17	0	2	2	102
Nonparametric identification in nonseparable panel data models with generalized fixed effects	0	0	0	88	0	0	0	212
Notations in "Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing" by Cho and White (2014)	0	0	1	24	0	0	1	60
On More Robust Estimation of Skewness and Kurtosis: Simulation and Application to the S&P500 Index	0	2	3	81	0	2	5	216
Some Further Results on Tests for Model Specification in the Presence of Alternative Hypotheses	0	0	0	0	0	0	2	164
Some Heteroskedasticity Consistent Covariance Matrix Estimators with Improved Finite Sample Properties	1	1	4	480	3	4	13	1,408
Strong Convergence of Recursive M-Estimators for Models with Dynamic Latent Variables	0	0	0	0	0	0	1	346
Subsampling the distribution of diverging statistics with applications to finance	0	0	0	0	0	0	0	3
Supplements to "Directionally Differentiable Econometric Models"	0	0	0	28	0	0	0	57
Testing Conditional Independence Via Empirical Likelihood	0	0	0	17	0	1	5	106
Testing Monotonicity in Unobservables with Panel Data	0	0	1	39	0	0	2	71
Testing a Conditional Form of Exogeneity	0	0	1	67	0	1	4	188
Testing a Constant Mean Function Using Functional Regression	0	0	0	170	0	0	7	56
Testing for Monotonicity in Unobservables under Unconfoundedness	0	0	1	35	1	2	6	103
Testing for Neglected Nonlinearity Using Twofold Unidentified Models under the Null and Hexic Expansions (published in: Essays in Nonlinear Time Series Econometrics, Festschrift in Honor of Timo Terasvirta. Eds. Niels Haldrup, Mika Meitz, and Pentti Saikkonen (2014). Oxford: Oxford University Press.)	0	0	1	37	0	0	1	174
Testing for Stationarity-Ergodicity and for Comovements Between Nonlinear Discrete Time Markov Processes	0	0	0	0	0	0	0	757
Testing for Unobserved Heterogeneity in Exponential and Weibull Duration Models	0	0	0	129	0	0	0	556
Testing for a Constant Mean Function using Functional Regression	0	0	0	106	0	0	1	628
Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing	0	0	3	88	0	2	5	123
Tests of Conditional Predictive Ability	0	0	1	31	2	3	6	171
Tests of Conditional Predictive Ability	0	3	11	525	2	7	28	1,225
Tests of conditional predictive ability	2	3	6	530	3	4	15	1,526
The Bootstrap of Mean for Dependent Heterogeneous Arrays	0	0	1	43	0	0	1	275
The Bootstrap of Mean for Dependent Heterogeneous Arrays	0	0	0	0	0	0	0	194
The Bootstrap of the Mean for Dependent Heterogeneous Arrays	0	0	0	152	0	0	3	748
The Dangers of Data-Driven Inference: The Case of Calendar Effects in Stock Returns	0	0	0	237	0	0	2	752
The dangers of data-driven inference: the case of calender effects in stock returns	0	0	0	0	0	0	1	1
Unanticipated Money, Output, and Prices in the Small Economy	0	0	0	0	0	0	0	4
VAR for VaR: measuring systemic risk using multivariate regression quantiles	0	2	3	135	1	4	11	389
VAR for VaR: measuring tail dependence using multivariate regression quantiles	0	0	0	61	0	2	16	292
Total Working Papers	7	19	79	9,208	29	84	302	31,901

Journal Article	File Downloads				Abstract Views
	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A COMPARISON OF COMPLEMENTARY AUTOMATIC MODELING METHODS: RETINA AND PcGets	0	0	0	12	0	0	0	116
A Direct Test for Changing Trend	0	0	0	0	1	3	4	318
A FLEXIBLE NONPARAMETRIC TEST FOR CONDITIONAL INDEPENDENCE	0	0	0	6	0	0	0	39
A Flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA)*	0	1	1	22	0	1	2	126
A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity	4	24	88	6,484	21	74	270	19,742
A MAJOR COLLECTION OF EARLY WORKS ON POLITICAL ECONOMY	0	0	1	4	0	0	2	17
A Model Selection Approach To Real-Time Macroeconomic Forecasting Using Linear Models And Artificial Neural Networks	1	2	7	414	1	4	20	1,152
A Model-Selection Approach to Assessing the Information in the Term Structure Using Linear Models and Artificial Neural Networks	0	0	0	0	0	0	2	494
A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE	0	0	2	71	0	0	3	205
A Note on Computing the Heteroskedasticity Consistent Covariance Matrix Using Instrumental Variable Techniques	0	0	0	0	0	0	6	184
A Reality Check for Data Snooping	0	0	0	11	1	5	24	2,811
A Unified Theory of Consistent Estimation for Parametric Models	0	0	0	23	0	0	0	71
A WARP-SPEED METHOD FOR CONDUCTING MONTE CARLO EXPERIMENTS INVOLVING BOOTSTRAP ESTIMATORS	0	0	1	41	0	1	6	127
A consistent characteristic function-based test for conditional independence	0	0	0	65	0	0	2	269
A two-stage procedure for partially identified models	0	0	0	12	0	0	1	68
Abstracts of Working Papers in Economics: A Computer Searchable On-line Data Base	0	0	0	1	0	0	1	32
Adaptive Learning with Nonlinear Dynamics Driven by Dependent Processes	0	0	0	84	0	0	3	384
An Alternative Proof That OLS is BLUE	1	1	3	48	1	1	9	214
An efficient algorithm to compute maximum entropy densities	0	0	1	133	0	1	3	318
Asymptotic Distribution Theory for Nonparametric Entropy Measures of Serial Dependence	0	0	0	168	0	0	3	600
Asymptotic Properties of Some Projection-based Robbins-Monro Procedures in a Hilbert Space	0	0	0	60	0	1	4	296
Automatic Block-Length Selection for the Dependent Bootstrap	1	2	11	156	3	7	27	434
Bootstrap Standard Error Estimates for Linear Regression	0	1	9	205	1	4	14	554
CENTRAL LIMIT AND FUNCTIONAL CENTRAL LIMIT THEOREMS FOR HILBERT-VALUED DEPENDENT HETEROGENEOUS ARRAYS WITH APPLICATIONS	1	1	1	45	1	2	3	128
CONSISTENT SPECIFICATION TESTING WITH NUISANCE PARAMETERS PRESENT ONLY UNDER THE ALTERNATIVE	0	1	8	115	0	3	14	235
Can Mutual Fund “Stars” Really Pick Stocks? New Evidence from a Bootstrap Analysis	1	5	12	333	3	9	24	1,031
Causal Diagrams for Treatment Effect Estimation with Application to Efficient Covariate Selection	0	0	3	92	0	1	6	219
Causal discourse in a game of incomplete information	1	1	1	14	1	1	1	65
Comments on testing economic theories and the use of model selection criteria	0	0	1	220	0	0	3	582
Conditional distributions of earnings, wages and hours for blacks and whites	0	0	0	7	0	0	0	46
Consequences of Model Misspecification for Maximum Likelihood Estimation with Missing Data	0	0	0	7	0	1	11	79
Consideration of Trends in Time Series	0	0	4	296	0	0	6	618
Consistent Specification Testing via Nonparametric Series Regression	0	0	0	126	0	0	8	408
Correction to “Automatic Block-Length Selection for the Dependent Bootstrap” by D. Politis and H. White	0	2	8	90	0	2	12	297
Corrigendum [Maximum Likelihood Estimation of Misspecified Models]	0	0	0	2	0	0	0	213
DIRECTIONALLY DIFFERENTIABLE ECONOMETRIC MODELS	0	0	0	3	0	1	1	36
Dangers of data mining: The case of calendar effects in stock returns	1	4	24	1,162	3	12	47	2,932
Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap	1	3	21	340	1	11	52	865
Determination of Estimators with Minimum Asymptotic Covariance Matrices	0	0	0	15	0	1	1	57
Differencing as a Test of Specification	0	0	0	42	0	0	0	210
Disclosure incentives when competing firms have common ownership	0	3	7	71	1	7	25	224
Editor's introduction	0	0	0	5	0	0	0	17
Editor's introduction	0	0	0	3	0	0	1	31
Estimating nonseparable models with mismeasured endogenous variables	0	0	5	52	0	0	12	157
Forecast evaluation with shared data sets	0	0	1	71	0	1	5	193
Forecasting economic time series using flexible versus fixed specification and linear versus nonlinear econometric models	1	2	4	131	2	5	8	494
Generalized Information Matrix Tests for Detecting Model Misspecification	0	0	0	8	0	0	2	75
Generalized runs tests for the IID hypothesis	0	0	0	44	0	1	3	177
Granger Causality and Dynamic Structural Systems	0	1	6	71	0	2	15	513
Granger causality, exogeneity, cointegration, and economic policy analysis	0	0	1	54	1	1	5	293
High Breakdown Point Conditional Dispersion Estimation with Application to S&P 500 Daily Returns Volatility	0	0	0	2	0	1	3	604
Identification and Identification Failure for Treatment Effects Using Structural Systems	0	0	2	50	0	0	4	133
Inference on Risk-Neutral Measures for Incomplete Markets	0	0	0	26	0	1	3	268
Information criteria for selecting possibly misspecified parametric models	2	3	14	384	2	7	26	855
Instrumental Variables Regression with Independent Observations	0	0	2	213	0	0	6	714
Interval forecasting: An analysis based upon ARCH-quantile estimators	0	0	2	215	0	0	8	489
James-Stein-Type Estimators in Large Samples With Application to the Least Absolute Deviations Estimator	0	0	1	31	0	0	1	110
Laws of Large Numbers for Hilbert Space-Valued Mixingales with Applications	0	0	0	37	0	0	0	112
Learning in recurrent neural networks	0	0	0	66	0	0	0	143
Local indirect least squares and average marginal effects in nonseparable structural systems	0	0	1	42	0	1	5	279
Maximum Likelihood Estimation of Misspecified Models	1	1	9	1,837	2	7	35	4,369
Maximum likelihood and the bootstrap for nonlinear dynamic models	1	1	8	282	2	2	10	647
Misspecified models with dependent observations	0	0	4	126	1	1	6	258
Mixtures of t-distributions for finance and forecasting	0	0	0	49	0	1	3	153
Monitoring Structural Change	2	7	24	291	3	11	48	824
Nonlinear Regression on Cross-Section Data	1	1	4	312	1	2	7	949
Nonlinear Regression with Dependent Observations	0	2	7	323	0	2	10	838
Nonparametric Adaptive Learning with Feedback	0	2	2	60	0	2	4	156
Nonparametric identification in nonseparable panel data models with generalized fixed effects	0	1	3	63	1	2	11	229
On more robust estimation of skewness and kurtosis	0	1	5	368	0	2	12	838
Optimal Investment in Schooling when Incomes are Risky	0	0	0	51	0	0	0	141
Optimum Trade Restrictions and Their Consequences	0	0	0	33	0	0	0	195
Regularity conditions for cox's test of non-nested hypotheses	0	0	0	72	0	0	0	206
Remarks for the Clive Granger Memorial, July 31, 2009	0	0	0	12	0	0	0	38
Robustness checks and robustness tests in applied economics	3	14	49	3,815	13	73	383	31,574
S-estimation of nonlinear regression models with dependent and heterogeneous observations	0	0	0	59	0	0	1	186
SOME EXTENSIONS OF A LEMMA OF KOTLARSKI	0	0	2	30	1	1	4	79
Some Invariance Principles and Central Limit Theorems for Dependent Heterogeneous Processes	0	2	3	104	0	4	6	206
Some Measurability Results for Extrema of Random Functions Over Random Sets	0	0	1	57	1	1	2	257
Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties	1	8	29	619	7	21	85	1,667
Specification Tests for the Variance of a Diffusion	0	0	0	2	0	0	0	7
Subsampling the distribution of diverging statistics with applications to finance	0	0	0	37	0	0	1	184
TESTING STRUCTURAL CHANGE IN PARTIALLY LINEAR MODELS	0	0	0	20	0	0	0	63
THE BOOTSTRAP OF THE MEAN FOR DEPENDENT HETEROGENEOUS ARRAYS	0	0	2	31	0	2	9	105
Testing a conditional form of exogeneity	0	0	0	37	0	0	1	126
Testing conditional independence via empirical likelihood	0	0	1	17	0	1	7	110
Testing for Regime Switching	0	0	0	210	1	1	2	622
Testing for monotonicity in unobservables under unconfoundedness	0	0	0	4	0	0	2	91
Testing for neglected nonlinearity in time series models: A comparison of neural network methods and alternative tests	1	2	12	624	1	5	26	1,423
Testing for separability in structural equations	0	0	0	17	0	0	0	83
Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes	0	0	0	81	0	0	1	337
Testing for unobserved heterogeneity in exponential and Weibull duration models	0	0	0	34	0	0	0	177
Tests for model specification in the presence of alternative hypotheses: Some further results	0	1	7	277	0	1	10	633
Tests of Conditional Predictive Ability	1	6	15	731	4	13	36	2,168
The construction of empirical credit scoring rules based on maximization principles	0	0	1	57	0	1	9	242
Time-series estimation of the effects of natural experiments	0	0	4	115	0	1	8	299
Trends in unit energy consumption: The performance of end-use models	0	0	0	4	0	0	0	47
Unanticipated money, output, and prices in the small economy	0	0	0	7	0	0	0	23
Using Least Squares to Approximate Unknown Regression Functions	0	1	6	289	0	2	16	682
VAR for VaR: Measuring tail dependence using multivariate regression quantiles	0	2	5	61	1	5	17	263
Viewpoint: An extended class of instrumental variables for the estimation of causal effects	0	0	0	1	0	1	1	9
Viewpoint: An extended class of instrumental variables for the estimation of causal effects	0	0	1	57	0	0	5	174
Total Journal Articles	26	109	457	23,781	83	338	1,505	94,151

Book	File Downloads				Abstract Views
	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Advances in Econometric Theory	0	0	2	20	0	0	3	43
Estimation, Inference and Specification Analysis	0	0	0	0	4	20	95	757
Estimation, Inference and Specification Analysis	0	0	0	0	3	5	32	443
New Perspectives in Econometric Theory	0	0	2	11	0	1	5	34
Total Books	0	0	4	31	7	26	135	1,277

Chapter	File Downloads				Abstract Views
	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Approximate Nonlinear Forecasting Methods	1	1	5	387	1	2	9	1,158
Conditional Independence Specification Testing for Dependent Processes with Local Polynomial Quantile Regression	0	0	1	1	0	0	2	3
ESTIMATION, INFERENCE, AND SPECIFICATION TESTING FOR POSSIBLY MISSPECIFIED QUANTILE REGRESSION	0	2	5	5	1	5	16	17
Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing☆A glossary of notation and the program codes written in GAUSS for our simulations are available at:http://web.yonsei.ac.kr/jinseocho/research.htm	0	0	0	3	0	0	1	74
Total Chapters	1	3	11	396	2	7	28	1,252