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A Model-Selection Approach to...
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White, Halbert
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Swanson, Norman R.
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Corradi, Valentina
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4
Granger, C. W. J.
4
Su, Liangjun
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Chalak, Karim
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Bhardwaj, Geetesh
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Chen, Xiaohong
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Lu, Xun
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Journal of econometrics
Working papers / Rutgers University, Department of Economics
56
Journal of Econometrics
47
Discussion paper / Department of Economics, University of California San Diego
46
Working Paper
41
Econometric theory
31
Departmental Working Papers / Department of Economics, Rutgers University-New Brunswick
26
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
26
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18
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17
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16
International journal of forecasting
13
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11
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11
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11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
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7
Journal of Business & Economic Statistics
6
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6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Essays in honor of Jerry Hausman
5
International Journal of Forecasting
5
Journal of the American Statistical Association : JASA
5
Quantitative economics : QE ; journal of the Econometric Society
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
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4
CIRANO Working Papers
4
Econometrics
4
Econometrics : open access journal
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Economics Letters
4
FRB of Philadelphia Working Paper
4
International economic review
4
Journal of empirical finance
4
Journal of monetary economics
4
Studies in Nonlinear Dynamics & Econometrics
4
The review of economics and statistics
4
Working papers / Economic Research Institute, College of Business and Economics
4
Working papers / Federal Reserve Bank of Philadelphia, Research Department
4
Annals of applied econometrics
3
CeMMAP working papers
3
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ECONIS (ZBW)
49
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1
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
Saved in:
2
Causality, prediction, and specification analysis: Recent advances and future directions : [ ... a conference to honor Halbert L. White on the occasion of his 60th birthday ...]
Chen, Xiaohong
(
contributor
);
White, Halbert
(
honouree
); …
-
2014
Persistent link: https://www.econbiz.de/10010497189
Saved in:
3
Regularity conditions for Cox's test of non-nested hypotheses
White, Halbert
- In:
Journal of econometrics
19
(
1982
)
2/3
,
pp. 301-318
Persistent link: https://www.econbiz.de/10003000608
Saved in:
4
Time-series estimation of the effects of natural experiments
White, Halbert
- In:
Journal of econometrics
135
(
2006
)
1/2
,
pp. 527-566
Persistent link: https://www.econbiz.de/10003376113
Saved in:
5
Subsampling the distribution of diverging statistics with applications to finance
Bertail, Patrice
;
Haefke, Christian
;
Politis, Dimitris N.
; …
- In:
Journal of econometrics
120
(
2004
)
2
,
pp. 295-326
Persistent link: https://www.econbiz.de/10006757388
Saved in:
6
Information criteria for selecting possibly misspecified parametric models
Sin, Chor-Yiu
;
White, Halbert
- In:
Journal of econometrics
71
(
1996
)
1-2
,
pp. 207-226
Persistent link: https://www.econbiz.de/10006794479
Saved in:
7
Comments on testing economic theories and the use of model selection criteria
Granger, Clive W.J.
;
King, Maxwell L.
;
White, Halbert
- In:
Journal of econometrics
67
(
1995
)
1
,
pp. 173-188
Persistent link: https://www.econbiz.de/10006798458
Saved in:
8
Testing for neglected nonlinearity in time series models: A comparison of neural network methods and alternative tests
Lee, Tae-Hwy
;
White, Halbert
;
Granger, Clive W.J.
- In:
Journal of econometrics
56
(
1993
)
3
,
pp. 269-290
Persistent link: https://www.econbiz.de/10006805309
Saved in:
9
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
Saved in:
10
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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