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Determination of Estimators with Minimum Asymptotic Covariance Matrices
Bates, Charles E.; White, Halbert - In: Econometric theory 9 (1993) 4, pp. 633-648
Persistent link: https://www.econbiz.de/10007019264
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Do managers intentionally use repurchase tender offers to signal private information? Evidence from firm financial reporting behavior
Louis, Henock; White, Hal - In: Journal of financial economics 85 (2007) 1, pp. 205-233
Persistent link: https://www.econbiz.de/10007740806
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Can Mutual Fund "Stars" Really Pick Stocks? New Evidence from a Bootstrap Analysis
Kosowski, Robert; Timmermann, Allan; Wermers, Russ; … - In: The journal of finance : the journal of the American … 61 (2006) 6, pp. 2551-2596
Persistent link: https://www.econbiz.de/10007397344
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Insider Trading after Repurchase Tender Offer Announcements: Timing versus Informed Trading
Louis, Henock; Sun, AmyX.; White, Hal - In: Financial management 39 (2010) 1, pp. 301-323
Persistent link: https://www.econbiz.de/10008398794
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Automatic Block-Length Selection for the Dependent Bootstrap
Politis, Dimitris N.; White, Halbert - In: Econometric reviews 23 (2004) 1, pp. 53-70
Persistent link: https://www.econbiz.de/10006883461
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Theory and Methods - James-Stein-Type Estimators in Large Samples With Application to the Least Absolute Deviations Estimator
Kim, Tae-Hwan; White, Halbert - In: Journal of the American Statistical Association : JASA 96 (2001) 454, pp. 697-705
Persistent link: https://www.econbiz.de/10006620162
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An Alternative Definition of Finite-Sample Breakdown Point With Applications to Regression Model Estimators
Sakata, Shinichi; White, Halbert - In: Journal of the American Statistical Association : JASA 90 (1995) 431, pp. 1099-1106
Persistent link: https://www.econbiz.de/10006634045
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Asymptotic Distribution Theory for Nonparametric Entropy Measures of Serial Dependence
Hong, Yongmiao; White, Halbert - In: Econometrica : journal of the Econometric Society, an … 73 (2005) 3, pp. 837-902
Persistent link: https://www.econbiz.de/10006752875
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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
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BOOK REVIEWS - (GRANGER, CLIVE W. J.) Cointegration, Causality, and Forecasting: A Festschrift in Honour of Clive W. J. Granger.
Engle, Robert F.; White, Halbert; Bewley, Ronald - In: Journal of economic literature 40 (2002) 3, pp. 931-932
Persistent link: https://www.econbiz.de/10006825797