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Tests of conditional predictive ability
Giacomini, Raffaella; White, Halbert - In: Econometrica : journal of the Econometric Society, an … 74 (2006) 6, pp. 1545-1578
Persistent link: https://www.econbiz.de/10003392308
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On more robust estimation of skewness and kurtosis
Kim, Tae-hwan; White, Halbert - In: Finance research letters 1 (2004) 1, pp. 56-73
Persistent link: https://www.econbiz.de/10003307251
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A nonparametric Hellinger metric test for conditional independence
Su, Liangjun; White, Halbert - In: Econometric theory 24 (2008) 4, pp. 829-864
Persistent link: https://www.econbiz.de/10003736836
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Mixtures of t-distributions for finance and forecasting
Giacomini, Raffaella; Gottschling, Andreas; Häfke, … - In: Journal of econometrics 144 (2008) 1, pp. 175-192
Persistent link: https://www.econbiz.de/10003723638
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Testing for treatment dependence of effects of a continuous treatment
Lu, Xun; White, Halbert - In: Econometric theory 31 (2015) 5, pp. 1016-1053
Persistent link: https://www.econbiz.de/10011545498
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VAR for VaR: measuring tail dependence using multivariate regression quantiles
White, Halbert; Kim, Tae-hwan; Manganelli, Simone - In: Journal of econometrics 187 (2015) 1, pp. 169-188
Persistent link: https://www.econbiz.de/10011498808
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Estimating nonseparable models with mismeasured endogenous variables
Song, Suyong; Schennach, Susanne M.; White, Halbert - In: Quantitative economics : QE ; journal of the … 6 (2015) 3, pp. 749-794
Persistent link: https://www.econbiz.de/10011440715
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Testing monotonicity in unobservables with panel data
Su, Liangjun; Hoderlein, Stefan; White, Halbert - 2013
Persistent link: https://www.econbiz.de/10011508488
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Testing for monotonicity in unobservables under unconfoundedness
Hoderlein, Stefan; Su, Liangjun; White, Halbert; Yang, … - 2015
Persistent link: https://www.econbiz.de/10011508623
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Directionally differentiable econometric models
Cho, Jin Seo; White, Halbert - In: Econometric theory 34 (2018) 5, pp. 1101-1131
Persistent link: https://www.econbiz.de/10011951462