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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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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/10001944765
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Estimation, inference, and specification testing for possibly misspecified quantile regression
Kim, Tae-hwan; White, Halbert - 2002
Persistent link: https://www.econbiz.de/10001683571
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Asymptotic and Bayesian confidence intervals for Sharpe style weights
Kim, Tae-hwan; Stone, Douglas; White, Halbert - 2000
Persistent link: https://www.econbiz.de/10001541193
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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
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Testing a conditional form of exogeneity
White, Halbert; Chalak, Karim - 2010
Persistent link: https://www.econbiz.de/10008665530
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Identifying structural effects in nonseparable systems using covariates
White, Halbert; Chalak, Karim - 2008
Persistent link: https://www.econbiz.de/10008665888
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Linking Granger causality and the Pearl Causal Model with settable systems
White, Halbert; Chalak, Karim; Lu, Xun - 2010
Persistent link: https://www.econbiz.de/10008666450
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An extended class of instrumental variables for the estimation of causal effects
Chalak, Karim; White, Halbert - 2009 - Rev.
Persistent link: https://www.econbiz.de/10008666648