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Tests of conditional predictive ability

Giacomini, Raffaella; White, Halbert - 2003

Persistent link: https://www.econbiz.de/10001778124

A consistent characteristic-function-based test for conditional independence

Su, Liangjun; White, Halbert - 2003

Persistent link: https://www.econbiz.de/10001778136

Hypernormal densities

Giacomini, Raffaella; Gottschling, Andreas; Häfke, … - 2002

Persistent link: https://www.econbiz.de/10001711395

Asymptotic properties of some projection-based Robbins-Monro procedures in a Hilbert space

Chen, Xiaohong; White, Halbert - 2002

Persistent link: https://www.econbiz.de/10001659348

The bootstrap of the mean for dependent heterogeneous arrays

Gonçalves, Silvia; White, Halbert - 2001

Persistent link: https://www.econbiz.de/10001649008

On more robust estimation of skewness and kurtosis : simulation and application to the S&P500 index

Kim, Tae-hwan; White, Halbert - 2003

Persistent link: https://www.econbiz.de/10002118385

Testing conditional independence via empirical likelihood

Su, Liangjun; White, Halbert - 2003

Persistent link: https://www.econbiz.de/10002118431

Estimation, inference, and specification testing for possibly misspecified quantile regression

Kim, Tae-hwan; White, Halbert - 2002

Persistent link: https://www.econbiz.de/10001683571

A flexible nonparametric test for conditional independence

Huang, Meng; Sun, Yixiao; White, Halbert - 2013

Persistent link: https://www.econbiz.de/10010209785

Nonparametric identification in nonseparable panel data models with generalized fixed effects

Hoderlein, Stefan; White, Halbert - 2009

This paper is concerned with extending the familiar notion of fixed effects to nonlinear setups with infinite dimensional unobservables like preferences. The main result is that a generalized version of differencing identifies local average structural derivatives (LASDs) in very general...

Persistent link: https://www.econbiz.de/10003908561