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Testing conditional independence via empirical likelihood
Su, Liangjun; White, Halbert - In: Journal of econometrics 182 (2014) 1, pp. 27-44
Persistent link: https://www.econbiz.de/10010497148
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The bootstrap of the mean for dependent heterogeneous arrays
Gonçalves, Silvia; White, Halbert - 2001
Persistent link: https://www.econbiz.de/10001649008
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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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Maximum likelihood and the bootstrap for nonlinear dynamic models
Gonçalves, Sílvia; White, Halbert - 2002
Persistent link: https://www.econbiz.de/10001659303
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Bootstrapping the information matrix test
Stomberg, Christopher; White, Halbert - 2000
Persistent link: https://www.econbiz.de/10001500671
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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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Data-snooping, technical trading rule performance, and the bootstrap
Sullivan, Ryan; Timmermann, Allan; White, Halbert - In: The journal of finance : the journal of the American … 54 (1999) 5, pp. 1647-1691
Persistent link: https://www.econbiz.de/10001430863
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Maximum likelihood and the bootstrap for nonlinear dynamic models
Gonçalves, Sílvia; White, Halbert - 2000
Persistent link: https://www.econbiz.de/10001539325
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Maximum likelihood and the bootstrap for nonlinear dynamic models
Gonçalves, Sílvia; White, Halbert - In: Journal of econometrics 119 (2004) 1, pp. 199-219
Persistent link: https://www.econbiz.de/10001944127
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Automatic block-length selection for the dependent bootstrap
Politis, Dimitris N.; White, Halbert - In: Econometric reviews 23 (2004) 1, pp. 53-70
Persistent link: https://www.econbiz.de/10001944765