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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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Testing for regime switching
Cho, Jin Seo; White, Halbert - In: Econometrica : journal of the Econometric Society, an … 75 (2007) 6, pp. 1671-1720
Persistent link: https://www.econbiz.de/10003611883
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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
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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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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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Directionally differentiable econometric models
Cho, Jin Seo; White, Halbert - In: Econometric theory 34 (2018) 5, pp. 1101-1131
Persistent link: https://www.econbiz.de/10011951462
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An Alternative Proof That OLS is BLUE
White, Halbert; Cho, Jin Seo - In: Journal of Econometric Methods 1 (2012) 1, pp. 107-107
Abstract We provide an altrnative proof that the Ordinary Least Squares estimator is the (conditionally) best linear unbiased estimator.
Persistent link: https://www.econbiz.de/10014612542
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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. 458-481
Persistent link: https://www.econbiz.de/10008433388
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Generalized runs tests for the IID hypothesis
Cho, Jin Seo; White, Halbert - In: Journal of econometrics 162 (2011) 2, pp. 326-345
Persistent link: https://www.econbiz.de/10008997618
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Generalized Runs Test for the IID Hypothesis
Cho, Jin Seo; White, Halbert - Institute of Economic Research, Korea University - 2009
We provide a familiy of tests for the IID hypothesis based on generalized runs, powerful against unspecified alternatives, providing a useful complement to test designed for specific alternatives, such as serial correlation, GARCH, or structural breaks. Our tests have appealing computational...
Persistent link: https://www.econbiz.de/10005109540