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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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Regularity conditions for Cox's test of non-nested hypotheses
White, Halbert - In: Journal of econometrics 19 (1982) 2/3, pp. 301-318
Persistent link: https://www.econbiz.de/10003000608
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Using least squares to approximate unknown regression functions
White, Halbert - In: International economic review 21 (1980) 1, pp. 149-170
Persistent link: https://www.econbiz.de/10003000622
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Nonlinear regression with dependent observations
White, Halbert; Domowitz, Ian - In: Econometrica : journal of the Econometric Society, an … 52 (1984) 1, pp. 143-161
Persistent link: https://www.econbiz.de/10003000599
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Non-nested models
White, Halbert - In: Annals of applied econometrics (1983) 1, pp. 1-160
Persistent link: https://www.econbiz.de/10003000604
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Misspecified models with dependent observations
Domowitz, Ian; White, Halbert - In: Annals of applied econometrics 20 (1982) 1, pp. 35-58
Persistent link: https://www.econbiz.de/10002136404
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Differencing as a test of specification
Plosser, Charles I.; Schwert, G. William; White, Halbert - In: International economic review 23 (1982) 3, pp. 535-552
Persistent link: https://www.econbiz.de/10002650699