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A heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroskedasticity
White, Halbert - In: Econometrica : journal of the Econometric Society, an … 48 (1980) 4, pp. 817-838
Persistent link: https://www.econbiz.de/10003000556
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Instrumental variables regression with independent observations
White, Halbert - In: Econometrica : journal of the Econometric Society, an … 50 (1982) 2, pp. 483-499
Persistent link: https://www.econbiz.de/10003000561
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Maximum likelihood estimation of misspecified models
White, Halbert - In: Econometrica : journal of the Econometric Society, an … 50 (1982) 1, pp. 1-25
Persistent link: https://www.econbiz.de/10003000566
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Nonlinear regression on cross-section data
White, Halbert - In: Econometrica : journal of the Econometric Society, an … 48 (1980) 3, pp. 721-746
Persistent link: https://www.econbiz.de/10003000594
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Monitoring structural change
Chu, Chia-shang James - In: Econometrica : journal of the Econometric Society, an … 64 (1996) 5, pp. 1045-1065
Persistent link: https://www.econbiz.de/10001206926
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Consistent specification testing via nonparametric series regression
Hong, Yongmiao - In: Econometrica : journal of the Econometric Society, an … 63 (1995) 5, pp. 1133-1159
Persistent link: https://www.econbiz.de/10001190381
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Adaptive learning with nonlinear dynamics driven by dependent processes
Kuan, Chung-ming - In: Econometrica : journal of the Econometric Society, an … 62 (1994) 5, pp. 1087-1114
Persistent link: https://www.econbiz.de/10001169159
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High breakdown point conditional dispersion estimation with application to S&P 500 daily returns to volatility
Sakata, Shinichi - In: Econometrica : journal of the Econometric Society, an … 66 (1998) 3, pp. 529-567
Persistent link: https://www.econbiz.de/10001240761
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A reality check for data snooping
White, Halbert - In: Econometrica : journal of the Econometric Society, an … 68 (2000) 5, pp. 1097-1126
Persistent link: https://www.econbiz.de/10001510571
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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