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Asymptotic properties of some projection-based Robbins-Monro procedures in a Hilbert space
Chen, Xiaohong; White, Halbert - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 6 (2002) 1
Persistent link: https://www.econbiz.de/10009949768
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Nonparametric identification in nonseparable panel data models with generalized fixed effects
Hoderlein, Stefan; White, Halbert - In: Journal of econometrics 168 (2012) 2, pp. 300-315
Persistent link: https://www.econbiz.de/10009969402
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Consideration of trends in time series
White, Halbert; Granger, Clive W. J. - In: Journal of time series econometrics 3 (2011) 1, pp. 1-38
Persistent link: https://www.econbiz.de/10010029876
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Identification and Identification Failure for Treatment Effects Using Structural Systems
White, Halbert; Chalak, Karim - In: Econometric reviews 32 (2012) 3, pp. 273-318
Persistent link: https://www.econbiz.de/10010043134
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A Flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA)
Perez-Amaral, Teodosio; Gallo, Giampiero M.; White, Halbert - In: Oxford bulletin of economics and statistics 65 (2003), pp. 821-838
Persistent link: https://www.econbiz.de/10006431522
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PROBLEMS AND SOLUTIONS - PROBLEMS - A Useful Result for Lipschitz Functions of Mixingales
White, Halbert - In: Econometric theory 14 (1998) 5, pp. 687
Persistent link: https://www.econbiz.de/10006991441
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Consistent Specification Testing with Nuisance Parameters Present Only under the Alternative
Stinchcombe, Maxwell B.; White, Halbert - In: Econometric theory 14 (1998) 3, pp. 295-325
Persistent link: https://www.econbiz.de/10006993042
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Central Limit and Functional Central Limit Theorems for Hilbert-Valued Dependent Heterogeneous Arrays with Applications
Chen, Xiaohong; White, Halbert - In: Econometric theory 14 (1998) 2, pp. 260-284
Persistent link: https://www.econbiz.de/10006993138
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Laws of Large Numbers for Hilbert Space-Valued Mixingales with Applications
Chen, Xiaohong; White, Halbert - In: Econometric theory 12 (1996) 2, pp. 284-304
Persistent link: https://www.econbiz.de/10007000185
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Determination of Estimators with Minimum Asymptotic Covariance Matrices
Bates, Charles E.; White, Halbert - In: Econometric theory 9 (1993) 4, pp. 633-648
Persistent link: https://www.econbiz.de/10007019264