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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

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

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

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

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

Asymptotic theory for econometricians

White, Halbert - 1984

Persistent link: https://www.econbiz.de/10004756706

Asymptotic theory for econometricians

White, Halbert - 2001 - Rev. ed.

Persistent link: https://www.econbiz.de/10009173536

Advances in econometric theory : the selected works of Halbert White

White, Halbert - 1998

Persistent link: https://www.econbiz.de/10013552272

Estimation, inference and specification analysis

White, Halbert - 1994 - 1. publ.

Persistent link: https://www.econbiz.de/10000339922

Forecasting Changes in UK Interest Rates

Kim, Tae-Hwan; Mizen, Paul; Thanaset, Alan - Centre for Finance, Credit and Macroeconomics (CFCM), …

Making accurate forecasts of the future direction of interest rates is a vital element when making economic decisions. The focus on central banks as they make decisions about the future direction of interest rates requires the forecaster to assess the likely outcome of committee decisions based...

Persistent link: https://www.econbiz.de/10008862653