Browsing All of EconStor by Author White, Halbert
Showing results 1 to 10 of 10
Year of Publication | Title | Author(s) |
1983 | Some Heteroskedasticity Consistent Covariance Matrix Estimators with Improved Finite Sample Properties | MacKinnon, James G.; White, Halbert |
1999 | Closed form integration of artificial neural networks with some applications | Gottschling, Andreas; Haefke, Christian; White, Halbert |
2007 | Estimating average marginal effects in nonseparable structural systems | Schennach, Susanne; White, Halbert; Chalak, Karim |
2007 | Mixtures of t-distributions for finance and forecasting | Giacomini, Raffaella; Gottschling, Andreas; Haefke, Christian; White, Halbert |
2008 | Modeling autoregressive conditional skewness and kurtosis with multi-quantile CAViaR | White, Halbert; Kim, Tae-Hwan; Manganelli, Simone |
2009 | Nonparametric identification in nonseparable panel data models with generalized fixed effects | Hoderlein, Stefan; White, Halbert |
2012 | A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators | Giacomini, Raffaella; Politis, Dimitris; White, Halbert |
2015 | VAR for VaR: measuring tail dependence using multivariate regression quantiles | White, Halbert; Kim, Tae-Hwan; Manganelli, Simone |
2015 | Estimating nonseparable models with mismeasured endogenous variables | Song, Suyong; Schennach, Susanne M.; White, Halbert |
2016 | Generalized information matrix tests for detecting model misspecification | Golden, Richard M.; Henley, Steven S.; White, Halbert; Kashner, T. Michael |