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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
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Some extensions of a lemma of Kotlarski
Evdokimov, Kirill; White, Halbert - In: Econometric theory 28 (2012) 4, pp. 925-932
Persistent link: https://www.econbiz.de/10009669723
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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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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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A comparison of complementary automatic modeling methods : RETINA and PcGets
Pérez Amaral, Teodosio; Gallo, Giampiero M.; White, Halbert - In: Econometric theory 21 (2005) 1, pp. 262-277
Persistent link: https://www.econbiz.de/10002674720
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The bootstrap of the mean for dependent heterogenous arrays
Gonçalves, Sílvia; White, Halbert - In: Econometric theory 18 (2002) 6, pp. 1367-1384
Persistent link: https://www.econbiz.de/10001716908
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Laws of large numbers for Hilbert space-valued mixingales with applications
Chen, Xiaohong - In: Econometric theory 12 (1996) 2, pp. 284-304
Persistent link: https://www.econbiz.de/10001205641
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Central limit and functional central limit theorems for Hilbert-valued dependent heterogeneous arrays with applications
Chen, Xiaohong - In: Econometric theory 14 (1998) 2, pp. 260-284
Persistent link: https://www.econbiz.de/10001245306
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Consistent specification testing with nuisance parameters present only under the alternative
Stinchcombe, Maxwell B. - In: Econometric theory 14 (1998) 3, pp. 295-325
Persistent link: https://www.econbiz.de/10001245316
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Determination of estimators with minimum asymptotic covariance matrices
Bates, Charles E. - In: Econometric theory 9 (1993) 4, pp. 633-648
Persistent link: https://www.econbiz.de/10001156712