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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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Asymptotic theory for econometricians
White, Halbert - 2001 - Rev. ed.
Persistent link: https://www.econbiz.de/10001499955
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Tests de spécification dans les modèles dynamiques
White, Halbert
Persistent link: https://www.econbiz.de/10001266394
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Asymptotic theory for econometricians
White, Halbert - 1984
Persistent link: https://www.econbiz.de/10004756706
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Advances in econometric theory : the selected works of Halbert White
White, Halbert - 1998
Persistent link: https://www.econbiz.de/10013552272