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Conditional independence specification testing for dependent processes with local polynomial quantile regression

Su, Liangjun; White, Halbert - In: Essays in honor of Jerry Hausman, (pp. 355-434). 2012

Persistent link: https://www.econbiz.de/10009709133

Testing structural change in partially linear models

Su, Liangjun; White, Halbert - In: Econometric theory 26 (2010) 6, pp. 1761-1806

Persistent link: https://www.econbiz.de/10008738330

Testing conditional independence via empirical likelihood

Su, Liangjun; White, Halbert - In: Journal of econometrics 182 (2014) 1, pp. 27-44

Persistent link: https://www.econbiz.de/10010497148

A consistent characteristic function-based test for conditional independence

Su, Liangjun; White, Halbert - In: Journal of econometrics 141 (2007) 2, pp. 807-834

Persistent link: https://www.econbiz.de/10003571354

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

Testing monotonicity in unobservables with panel data

Su, Liangjun; Hoderlein, Stefan; White, Halbert - 2013

Persistent link: https://www.econbiz.de/10011508488

Testing for monotonicity in unobservables under unconfoundedness

Hoderlein, Stefan; Su, Liangjun; White, Halbert; Yang, … - 2015

Persistent link: https://www.econbiz.de/10011508623

Granger causality and structural causality in cross-section and panel data

Lu, Xun; Su, Liangjun; White, Halbert - In: Econometric theory 33 (2017) 2, pp. 263-291

Persistent link: https://www.econbiz.de/10011665311

Testing for monotonicity in unobservables under unconfoundedness

Hoderlein, Stefan; Su, Liangjun; White, Halbert; Yang, … - In: Journal of econometrics 193 (2016) 1, pp. 183-202

Persistent link: https://www.econbiz.de/10011704789

Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models

Goncalves, Silvia; White, Halbert - Department of Economics, University of California-San … - 2000

The bootstrap is an increasingly popular method for performing statistical inference. This paper provides the theoretical foundation for using the bootstrap as a valid tool of inference for quasi-maximum likelihood estimators (QMLE). We provide a unified framework for analyzing bootstrapped...

Persistent link: https://www.econbiz.de/10011130679