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Estimation, inference and specification analysis

White, Halbert - 1994 - 1. publ.

Persistent link: https://www.econbiz.de/10000339922

Advances in econometric theory : the selected works of Halbert White

White, Halbert - 1998

Persistent link: https://www.econbiz.de/10013552272

Approximate nonlinear forecasting methods

White, Halbert - 2006

Persistent link: https://www.econbiz.de/10003338436

Specification Tests for Time-Varying Coefficient Models

Fu, Zhonghao; Hong, Yongmiao; Su, Liangjun; Wang, Xia - 2022

Time-varying coefficient models have been widely used to model changing relationships of economic and financial variables. The existing literature usually specifies the time-varying coefficient vector as a stochastic stationary process, a deterministic function of time, or a unit root process....

Persistent link: https://www.econbiz.de/10014077865

Jackknife model averaging for quantile regressions

Lu, Xun; Su, Liangjun - In: Journal of econometrics 188 (2015) 1, pp. 40-58

Persistent link: https://www.econbiz.de/10011500249

Specification testing for transformation models with an application to generalized accelerated failure-time models

Lewbel, Arthur; Lu, Xun; Su, Liangjun - In: Journal of econometrics 184 (2015) 1, pp. 81-96

Persistent link: https://www.econbiz.de/10011326814

Specification test for spatial autoregressive models

Su, Liangjun; Qu, Xi - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 4, pp. 572-584

Persistent link: https://www.econbiz.de/10011893804

A reality check for data snooping

White, Halbert - In: Econometrica : journal of the Econometric Society, an … 68 (2000) 5, pp. 1097-1126

Persistent link: https://www.econbiz.de/10001510571

Bootstrapping the information matrix test

Stomberg, Christopher; White, Halbert - 2000

Persistent link: https://www.econbiz.de/10001500671

[Rezension von: White, Halbert, Estimation, inference and specification analysis]

Pagan, Adrian R. - In: The economic journal : the journal of the Royal … 106 (1996) 438, pp. 1444-1445

Persistent link: https://www.econbiz.de/10001348171

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