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A WARP-SPEED METHOD FOR CONDUCTING MONTE CARLO EXPERIMENTS INVOLVING BOOTSTRAP ESTIMATORS

Giacomini, Raffaella; Politis, Dimitris N.; White, Halbert - In: Econometric Theory 29 (2013) 03, pp. 567-589

We analyze fast procedures for conducting Monte Carlo experiments involving bootstrap estimators, providing formal results establishing the properties of these methods under general conditions.

Persistent link: https://www.econbiz.de/10010932071

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

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

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

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

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

BOOK REVIEWS - Cointegration, Causality, and Forecasting: A Festschrift in Honour of Clive W. J. Granger.

Granger, Clive W.J.; Engle, Robert F.; White, Halbert; … - In: Journal of economic literature 39 (2001) 2, pp. 576-577

Persistent link: https://www.econbiz.de/10006832201

High Breakdown Point Conditional Dispersion Estimation with Application to S&P 500 Daily Returns Volatility

Sakata, Shinichi; White, Halbert - In: Econometrica : journal of the Econometric Society, an … 66 (1998) 3, pp. 529-568

Persistent link: https://www.econbiz.de/10006789123

Information criteria for selecting possibly misspecified parametric models

Sin, Chor-Yiu; White, Halbert - In: Journal of econometrics 71 (1996) 1-2, pp. 207-226

Persistent link: https://www.econbiz.de/10006794479

Monitoring Structural Change

Chu, Chia-Shang James; Stinchcombe, Maxwell; White, Halbert - In: Econometrica : journal of the Econometric Society, an … 64 (1996) 5, pp. 1045-1066

Persistent link: https://www.econbiz.de/10006795987

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