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Estimation, inference, and specification testing for possibly misspecified quantile regression
Kim, Tae-hwan; White, Halbert - In: Maximum likelihood estimation of misspecified models : …, (pp. 107-132). 2003
Persistent link: https://www.econbiz.de/10001916288
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Active portfolio management : the power of the Treynor-Black model
Kane, Alex; Kim, Tae-hwan; White, Halbert - In: Progress in financial markets research, (pp. 311-332). 2012
Persistent link: https://www.econbiz.de/10009678540
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Approximate nonlinear forecasting methods
White, Halbert - 2006
Persistent link: https://www.econbiz.de/10003338436
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Testing the equality of two positive-definite matrices with application to information matrix testing
Cho, Jin Seo; White, Halbert - In: Essays in honor of Peter C. B. Phillips, (pp. 491-556). 2014
Persistent link: https://www.econbiz.de/10010442843
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Retrospective estimation of causal effects through time
White, Halbert; Kennedy, Pauline - In: The methodology and practice of econometrics : a …, (pp. 59-87). 2009
Persistent link: https://www.econbiz.de/10003857834
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Conditional independence specification testing for dependent processes with local polynomial quantile regression
Su, Liangjun; White, Halbert - In: Essays in honor of Jerry Hausman, (pp. 355-434). 2012
Persistent link: https://www.econbiz.de/10009709133
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Testing for neglected nonlineary using twofold unidentified models unter the null and hexic expansions
Cho, Jin Seo; Ishida, Isao; White, Halbert - In: Essays in nonlinear time series econometrics, (pp. 3-27). 2014
Persistent link: https://www.econbiz.de/10010385316