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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/10003376113
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Testing for unobserved heterogeneity in exponential and Weibull duration models
Cho, Jin Seo; White, Halbert - In: Journal of econometrics 157 (2010) 2, pp. 458-480
Persistent link: https://www.econbiz.de/10008662980
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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
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Local indirect least squares and average marginal effects in nonseparable structural systems
Schennach, Susanne M.; White, Halbert; Chalak, Karim - In: Journal of econometrics 166 (2012) 2, pp. 282-302
Persistent link: https://www.econbiz.de/10009511327
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Granger causality, exogeneity, cointegration, and economic policy analysis
White, Halbert; Pettenuzzo, Davide - In: Journal of econometrics 178 (2014) 1, pp. 316-330
Persistent link: https://www.econbiz.de/10010256850
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Robustness checks and robustness tests in applied economics
Lu, Xun; White, Halbert - In: Journal of econometrics 178 (2014) 1, pp. 194-206
Persistent link: https://www.econbiz.de/10010255444
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Generalized runs tests for the IID hypothesis
Cho, Jin Seo; White, Halbert - In: Journal of econometrics 162 (2011) 2, pp. 326-344
Persistent link: https://www.econbiz.de/10009270627
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Nonparametric identification in nonseparable panel data models with generalized fixed effects
Hoderlein, Stefan; White, Halbert - In: Journal of econometrics 168 (2012) 2, pp. 300-314
Persistent link: https://www.econbiz.de/10009612736
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VAR for VaR: measuring tail dependence using multivariate regression quantiles
White, Halbert; Kim, Tae-hwan; Manganelli, Simone - In: Journal of econometrics 187 (2015) 1, pp. 169-188
Persistent link: https://www.econbiz.de/10011498808
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Mixtures of t-distributions for finance and forecasting
Giacomini, Raffaella; Gottschling, Andreas; Häfke, … - In: Journal of econometrics 144 (2008) 1, pp. 175-192
Persistent link: https://www.econbiz.de/10003723638