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A stochastic dominance approach to financial risk management strategies
Chang, Chia-Lin; Jiménez-Martín, Juan-Ángel; … - In: Journal of econometrics 187 (2015) 2, pp. 472-485
Persistent link: https://www.econbiz.de/10011499744
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Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes
Corradi, Valentina; Swanson, Norman R.; White, Halbert - In: Journal of econometrics 96 (2000) 1, pp. 39-73
Persistent link: https://www.econbiz.de/10001466743
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Comments on testing economic theories and the use of model selection criteria
Granger, C. W. J. - In: Journal of econometrics 67 (1995) 1, pp. 173-187
Persistent link: https://www.econbiz.de/10001333012
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Information criteria for selecting possibly misspecified parametric models
Sin, Chor-yiu - In: Journal of econometrics 71 (1996) 1, pp. 207-225
Persistent link: https://www.econbiz.de/10001194736
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Dangers of data mining : the case of calendar effects in stock returns
Sullivan, Ryan; Timmermann, Allan; White, Halbert - In: Journal of econometrics 105 (2001) 1, pp. 249-286
Persistent link: https://www.econbiz.de/10001617167
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S-estimation of non-linear regression models with dependent and heterogeneous observations
Sakata, Shinichi; White, Halbert - In: Journal of econometrics 103 (2001) 1/2, pp. 5-72
Persistent link: https://www.econbiz.de/10001585160
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Subsampling the distribution of diverging statistics with applications to finance
Bertail, Patrice; Häfke, Christian; Politis, Dimitris N.; … - In: Journal of econometrics 120 (2004) 2, pp. 295-326
Persistent link: https://www.econbiz.de/10002028637
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Maximum likelihood and the bootstrap for nonlinear dynamic models
Gonçalves, Sílvia; White, Halbert - In: Journal of econometrics 119 (2004) 1, pp. 199-219
Persistent link: https://www.econbiz.de/10001944127
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The construction of empirical credit scoring rules based on maximization principles
Lieli, Robert P.; White, Halbert - In: Journal of econometrics 157 (2010) 1, pp. 110-119
Persistent link: https://www.econbiz.de/10008661798
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Testing for unobserved heterogeneity in exponential and Weibull duration models
Cho, Jin Seo; White, Halbert - In: Journal of econometrics 157 (2010) 2, pp. 458-480
Persistent link: https://www.econbiz.de/10008662980