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Unit root tests with a break in innovation variance

Kim, Tae-Hwan; Leybourne, Stephen; Newbold, Paul - In: Journal of Econometrics 109 (2002) 2, pp. 365-387

Persistent link: https://www.econbiz.de/10005228670

Dangers of data mining: The case of calendar effects in stock returns

Sullivan, Ryan; Timmermann, Allan; White, Halbert - In: Journal of Econometrics 105 (2001) 1, pp. 249-286

Persistent link: https://www.econbiz.de/10005239116

Time-series estimation of the effects of natural experiments

White, Halbert - In: Journal of Econometrics 135 (2006) 1-2, pp. 527-566

Persistent link: https://www.econbiz.de/10005285728

Conditional distributions of earnings, wages and hours for blacks and whites

White, Halbert; Olson, Lawrence - In: Journal of Econometrics 17 (1981) 3, pp. 263-285

Persistent link: https://www.econbiz.de/10005285844

Testing for neglected nonlinearity in time series models : A comparison of neural network methods and alternative tests

Lee, Tae-Hwy; White, Halbert; Granger, Clive W. J. - In: Journal of Econometrics 56 (1993) 3, pp. 269-290

Persistent link: https://www.econbiz.de/10005286073

The construction of empirical credit scoring rules based on maximization principles

Lieli, Robert P.; White, Halbert - In: Journal of Econometrics 157 (2010) 1, pp. 110-119

We examine the econometric implications of the decision problem faced by a profit/utility-maximizing lender operating in a simple "double-binary" environment, where the two actions available are "approve" or "reject", and the two states of the world are "pay back" or "default". In practice, such...

Persistent link: https://www.econbiz.de/10008494727