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Generalized runs tests for the IID hypothesis
Cho, Jin Seo; White, Halbert - In: Journal of econometrics 162 (2011) 2, pp. 326-345
Persistent link: https://www.econbiz.de/10008997618
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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. 458-481
Persistent link: https://www.econbiz.de/10008433388
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Testing for the effects of omitted power transformations
Cho, Jin Seo; Ishida, Isao - In: Economics letters 117 (2012) 1, pp. 287-291
Persistent link: https://www.econbiz.de/10010018235
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Infinite Density at the Median and the Typical Shape of Stock Return Distributions
Han, Chirok; Cho, Jin Seo; Phillips, Peter C B - In: Journal of business & economic statistics : JBES ; a … 29 (2011) 2, pp. 282-295
Persistent link: https://www.econbiz.de/10008894204
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LAD ASYMPTOTICS UNDER CONDITIONAL HETEROSKEDASTICITY WITH POSSIBLY INFINITE ERROR DENSITIES
Cho, Jin Seo; Han, Chirok; Phillips, Peter C.B. - In: Econometric theory 26 (2010) 3, pp. 953-963
Persistent link: https://www.econbiz.de/10008415349
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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