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White, Halbert Lynn jun.

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Author ID: white.halbert-l Recent zbMATH articles by "White, Halbert Lynn jun."
Published as: White, Halbert; White, Halbert L.; White, H.; White, Helbert
External Links: MGP · Wikidata · dblp · GND · IdRef
Documents Indexed: 96 Publications since 1980, including 2 Books
2 Contributions as Editor
Biographic References: 1 Publication
Co-Authors: 59 Co-Authors with 79 Joint Publications
879 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

89 Publications have been cited 4,369 times in 3,568 Documents Cited by Year
Multilayer feedforward networks are universal approximators. Zbl 1383.92015
Hornik, Kurt; Stinchcombe, Maxwell; White, Halbert
876
1989
Maximum likelihood estimation of misspecified models. Zbl 0478.62088
White, Halbert
770
1982
A heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroskedasticity. Zbl 0459.62051
White, Halbert
509
1980
Estimation, inference, and specification analysis. Zbl 0860.62100
White, Halbert
202
1994
Automatic block-length selection for the dependent bootstrap. Zbl 1082.62076
Politis, Dimitris N.; White, Halbert
120
2004
Monitoring structural change. Zbl 0856.90027
Chu, Chia-Shang James; Stinchcombe, Maxwell; White, Halbert
118
1996
Tests of conditional predictive ability. Zbl 1187.91151
Giacomini, Raffaella; White, Halbert
112
2006
A reality check for data snooping. Zbl 1008.62116
White, Halbert
105
2000
Nonlinear regression with dependent observations. Zbl 0533.62055
White, Halbert; Domowitz, Ian
85
1984
Consistent specification testing via nonparametric series regression. Zbl 0941.62125
Hong, Yongmiao; White, Halbert
79
1995
Testing for neglected nonlinearity in time series models. A comparison of neural network methods and alternative tests. Zbl 0766.62055
Lee, Tae-Hwy; White, Halbert; Granger, Clive W. J.
75
1993
Consequences and detection of misspecified nonlinear regression models. Zbl 0467.62058
White, Halbert
74
1981
Information criteria for selecting possibly misspecified parametric models. Zbl 0843.62089
Sin, Chor-Yiu; White, Halbert
73
1996
A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators. Zbl 1272.62033
Giacomini, Raffaella; Politis, Dimitris N.; White, Halbert
57
2013
Correction to “automatic block-length selection for the dependent bootstrap” by D. Politis and H. White. Zbl 1400.62193
Patton, Andrew; Politis, Dimitris N.; White, Halbert
53
2009
Using least squares to approximate unknown regression functions. Zbl 0444.62119
White, Halbert
50
1980
Nonlinear regression on cross-section data. Zbl 0442.62050
White, Halbert
47
1980
Misspecified models with dependent observations. Zbl 0512.62114
Domowitz, Ian; White, Halbert
42
1982
Asymptotic distribution theory for nonparametric entropy measures of serial dependence. Zbl 1152.91729
Hong, Yongmiao; White, Halbert
40
2005
A consistent characteristic function-based test for conditional independence. Zbl 1418.62201
Su, Liangjun; White, Halbert
39
2007
A nonparametric Hellinger metric test for conditional independence. Zbl 1284.62285
Su, Liangjun; White, Halbert
39
2008
Regularity conditions for Cox’s test of non-nested hypotheses. Zbl 0539.62032
White, Halbert
38
1982
High breakdown point conditional dispersion estimation with application to S& P500 daily returns volatility. Zbl 1015.91530
Sakata, Shinichi; White, Halbert
36
1998
Artificial neural networks: An econometric perspective. (With comments). Zbl 0832.62101
Kuan, Chung-Ming; White, Halbert
36
1994
Maximum likelihood and the bootstrap for nonlinear dynamic models. Zbl 1337.62043
Gonçalves, Sílvia; White, Halbert
35
2004
Some asymptotic results for learning in single hidden-layer feedforward network models. Zbl 0721.62081
White, Halbert
34
1989
Consistent specification testing with nuisance parameters present only under the alternative. Zbl 1419.62105
Stinchcombe, M. B.; White, Halbert
32
1998
The bootstrap of the mean for dependent heterogeneous arrays. Zbl 1181.62056
Gonçalves, Sílvia; White, Halbert
30
2002
Instrumental variables regression with independent observations. Zbl 0518.62094
White, Halbert
25
1982
Specification testing in dynamic models. Zbl 0850.62886
White, Halbert
24
1987
Degree of approximation results for feedforward networks approximating unknown mappings and their derivatives. Zbl 0846.60088
Hornik, Kurt; Stinchcombe, Maxwell; White, Halbert; Auer, Peter
24
1994
Testing for regime switching. Zbl 1129.62072
Cho, Jin Seo; White, Halbert
23
2007
Tests for model specification in the presence of alternative hypotheses. Zbl 0518.62090
MacKinnon, James G.; White, Halbert; Davidson, Russell
22
1983
Improved rates and asymptotic normality for nonparametric neural network estimators. Zbl 1098.92502
Chen, Xiaohong; White, Halbert
20
1999
Specification tests for the variance of diffusion. Zbl 0932.62095
Corradi, Valentina; White, Helbert
20
1999
Nonparametric identification in nonseparable panel data models with generalized fixed effects. Zbl 1443.62462
Hoderlein, Stefan; White, Halbert
20
2012
An efficient algorithm to compute maximum entropy densities. Zbl 0932.62006
Ormoneit, Dirk; White, Halbert
19
1999
Some large-sample tests for nonnormality in the linear regression model. Zbl 0434.62044
White, Halbert; MacDonald, Glenn M.
18
1980
Comments on testing economic theories and the use of model selection criteria. Zbl 0925.62521
Granger, Clive W. J.; King, Maxwell L.; White, Halbert
18
1995
Some measurability results for extrema of random functions over random sets. Zbl 0752.60008
Stinchcombe, Maxwell B.; White, Halbert
14
1992
VAR for VaR: measuring tail dependence using multivariate regression quantiles. Zbl 1337.62385
White, Halbert; Kim, Tae-Hwan; Manganelli, Simone
14
2015
Some results on sieve estimation with dependent observations. Zbl 0776.62042
White, Halbert; Wooldridge, Jeffrey M.
13
1991
Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes. Zbl 1054.62577
Corradi, Valentina; Swanson, Norman R.; White, Halbert
13
2000
Testing conditional independence via empirical likelihood. Zbl 1311.62069
Su, Liangjun; White, Halbert
13
2014
Testing structural change in partially linear models. Zbl 1230.62123
Su, Liangjun; White, Halbert
13
2010
Bootstrap standard error estimates for linear regression. Zbl 1117.62347
Gonçalves, Sílvia; White, Halbert
11
2005
Settable systems: an extension of Pearl’s causal model with optimization, equilibrium, and learning. Zbl 1235.91148
White, Halbert; Chalak, Karim
11
2009
Nonparametric estimation of conditional quantiles using neural networks. Zbl 0765.62034
White, Halbert
10
1992
James-Stein-type estimators in large samples with application to the least absolute deviations estimator. Zbl 1017.62059
Kim, Tae-Hwan; White, Halbert
10
2001
Mixtures of \(t\)-distributions for finance and forecasting. Zbl 1418.62380
Giacomini, Raffaella; Gottschling, Andreas; Haefke, Christian; White, Halbert
10
2008
Local indirect least squares and average marginal effects in nonseparable structural systems. Zbl 1441.62863
Schennach, Susanne; White, Halbert; Chalak, Karim
10
2012
Modeling autoregressive conditional skewness and kurtosis with multi-quantile CAViaR. Zbl 1229.91366
White, Halbert; Kim, Tae-Hwan; Manganelli, Simone
10
2010
Adaptive learning with nonlinear dynamics driven by dependent processes. Zbl 0816.90030
Kuan, Chung-Ming; White, Halbert
9
1994
An alternative definition of finite-sample breakdown point with applications to regression model estimators. Zbl 0851.62024
Sakata, Shinichi; White, Halbert
9
1995
A flexible nonparametric test for conditional independence. Zbl 1385.62015
Huang, Meng; Sun, Yixiao; White, Halbert
9
2016
Testing for separability in structural equations. Zbl 1311.62068
Lu, Xun; White, Halbert
9
2014
Some extensions of a lemma of Kotlarski. Zbl 1419.60013
Evdokimov, Kirill; White, Halbert
9
2012
Dangers of data mining: The case of calendar effects in stock returns. Zbl 1040.62095
Sullivan, Ryan; Timmermann, Allan; White, Halbert
8
2001
Nonparametric adaptive learning with feedback. Zbl 0910.90002
Chen, Xiaohong; White, Halbert
8
1998
Subsampling the distribution of diverging statistics with applications to finance. Zbl 1282.62188
Bertail, Patrice; Haefke, Christian; Politis, Dimitris N.; White, Halbert
8
2004
Sup-norm approximation bounds for networks through probabilistic methods. Zbl 0835.68102
Yukich, Joseph E.; Stinchcombe, Maxwell B.; White, Halbert
7
1995
Testing a conditional form of exogeneity. Zbl 1201.62058
White, Halbert; Chalak, Karim
7
2010
Revisiting tests for neglected nonlinearity using artificial neural networks. Zbl 1217.62141
Cho, Jin Seo; Ishida, Isao; White, Halbert
7
2011
Asymptotic properties of some projection-based Robbins-Monro procedures in a Hilbert space. Zbl 1178.62089
Chen, Xiaohong; White, Halbert
6
2002
\(S\)-estimation of nonlinear regression models with dependent and heterogeneous observations. Zbl 0998.62060
Sakata, Shinichi; White, Halbert
6
2001
Consideration of trends in time series. Zbl 1266.62071
White, Halbert; Granger, Clive W. J.
6
2011
Estimating nonseparable models with mismeasured endogenous variables. Zbl 1398.62096
Song, Suyong; Schennach, Susanne M.; White, Halbert
6
2015
Testing for monotonicity in unobservables under unconfoundedness. Zbl 1420.62198
Hoderlein, Stefan; Su, Liangjun; White, Halbert; Yang, Thomas Tao
5
2016
Time-series estimation of the effects of natural experiments. Zbl 1418.62544
White, Halbert
5
2006
Testing for unobserved heterogeneity in exponential and Weibull duration models. Zbl 1431.62604
Cho, Jin Seo; White, Halbert
5
2010
Maximum likelihood estimation of misspecified dynamic models. Zbl 0577.62090
White, Halbert
5
1984
Differencing as a test of specification. Zbl 0518.62091
Plosser, Charles I.; Schwert, G. William; White, Halbert
5
1982
Causality, conditional independence, and graphical separation in settable systems. Zbl 1270.62018
Chalak, Karim; White, Halbert
5
2012
Higher-order approximations for testing neglected nonlinearity. Zbl 1437.62359
White, Halbert; Cho, Jin Seo
5
2012
Generalized runs tests for the IID hypothesis. Zbl 1441.62648
Cho, Jin Seo; White, Halbert
4
2011
Correction to: Maximum likelihood estimation of misspecified models. Zbl 0518.62092
White, Halbert
4
1983
Retrospective estimation of causal effects through time. Zbl 1376.62121
White, Halbert; Kennedy, Pauline
3
2009
Granger causality, exogeneity, cointegration, and economic policy analysis. Zbl 1293.91157
White, Halbert; Pettenuzzo, Davide
3
2014
The construction of empirical credit scoring rules based on maximization principles. Zbl 1431.62647
Lieli, Robert P.; White, Halbert
2
2010
Directionally differentiable econometric models. Zbl 1400.62317
Cho, Jin Seo; White, Halbert
2
2018
Causal discourse in a game of incomplete information. Zbl 1311.91124
White, Halbert; Xu, Haiqing; Chalak, Karim
2
2014
Robustness checks and robustness tests in applied economics. Zbl 1293.91154
Lu, Xun; White, Halbert
2
2014
Adaptive efficient weighted least squares with dependent observations. Zbl 0738.62041
White, Halbert; Stinchcombe, Maxwell
1
1991
Testing the equality of two positive-definite matrices with application to information matrix testing. Zbl 1453.62277
Cho, Jin Seo; White, Halbert
1
2014
Conditional independence specification testing for dependent processes with local polynomial quantile regression. Zbl 1452.62391
Su, Liangjun; White, Halbert L.
1
2012
Efficient instrumental variables estimation of systems of implicit heterogeneous nonlinear dynamic equations with nonspherical errors. Zbl 0727.62108
Bates, Charles; White, Halbert
1
1988
Granger causality and structural causality in cross-section and panel data. Zbl 1441.62804
Lu, Xun; Su, Liangjun; White, Halbert
1
2017
A two-stage procedure for partially identified models. Zbl 1311.62038
Kaido, Hiroaki; White, Halbert
1
2014
An alternative proof that OLS is BLUE. Zbl 1279.62062
White, Halbert; Cho, Jin Seo
1
2012
Directionally differentiable econometric models. Zbl 1400.62317
Cho, Jin Seo; White, Halbert
2
2018
Granger causality and structural causality in cross-section and panel data. Zbl 1441.62804
Lu, Xun; Su, Liangjun; White, Halbert
1
2017
A flexible nonparametric test for conditional independence. Zbl 1385.62015
Huang, Meng; Sun, Yixiao; White, Halbert
9
2016
Testing for monotonicity in unobservables under unconfoundedness. Zbl 1420.62198
Hoderlein, Stefan; Su, Liangjun; White, Halbert; Yang, Thomas Tao
5
2016
VAR for VaR: measuring tail dependence using multivariate regression quantiles. Zbl 1337.62385
White, Halbert; Kim, Tae-Hwan; Manganelli, Simone
14
2015
Estimating nonseparable models with mismeasured endogenous variables. Zbl 1398.62096
Song, Suyong; Schennach, Susanne M.; White, Halbert
6
2015
Testing conditional independence via empirical likelihood. Zbl 1311.62069
Su, Liangjun; White, Halbert
13
2014
Testing for separability in structural equations. Zbl 1311.62068
Lu, Xun; White, Halbert
9
2014
Granger causality, exogeneity, cointegration, and economic policy analysis. Zbl 1293.91157
White, Halbert; Pettenuzzo, Davide
3
2014
Causal discourse in a game of incomplete information. Zbl 1311.91124
White, Halbert; Xu, Haiqing; Chalak, Karim
2
2014
Robustness checks and robustness tests in applied economics. Zbl 1293.91154
Lu, Xun; White, Halbert
2
2014
Testing the equality of two positive-definite matrices with application to information matrix testing. Zbl 1453.62277
Cho, Jin Seo; White, Halbert
1
2014
A two-stage procedure for partially identified models. Zbl 1311.62038
Kaido, Hiroaki; White, Halbert
1
2014
A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators. Zbl 1272.62033
Giacomini, Raffaella; Politis, Dimitris N.; White, Halbert
57
2013
Nonparametric identification in nonseparable panel data models with generalized fixed effects. Zbl 1443.62462
Hoderlein, Stefan; White, Halbert
20
2012
Local indirect least squares and average marginal effects in nonseparable structural systems. Zbl 1441.62863
Schennach, Susanne; White, Halbert; Chalak, Karim
10
2012
Some extensions of a lemma of Kotlarski. Zbl 1419.60013
Evdokimov, Kirill; White, Halbert
9
2012
Causality, conditional independence, and graphical separation in settable systems. Zbl 1270.62018
Chalak, Karim; White, Halbert
5
2012
Higher-order approximations for testing neglected nonlinearity. Zbl 1437.62359
White, Halbert; Cho, Jin Seo
5
2012
Conditional independence specification testing for dependent processes with local polynomial quantile regression. Zbl 1452.62391
Su, Liangjun; White, Halbert L.
1
2012
An alternative proof that OLS is BLUE. Zbl 1279.62062
White, Halbert; Cho, Jin Seo
1
2012
Revisiting tests for neglected nonlinearity using artificial neural networks. Zbl 1217.62141
Cho, Jin Seo; Ishida, Isao; White, Halbert
7
2011
Consideration of trends in time series. Zbl 1266.62071
White, Halbert; Granger, Clive W. J.
6
2011
Generalized runs tests for the IID hypothesis. Zbl 1441.62648
Cho, Jin Seo; White, Halbert
4
2011
Testing structural change in partially linear models. Zbl 1230.62123
Su, Liangjun; White, Halbert
13
2010
Modeling autoregressive conditional skewness and kurtosis with multi-quantile CAViaR. Zbl 1229.91366
White, Halbert; Kim, Tae-Hwan; Manganelli, Simone
10
2010
Testing a conditional form of exogeneity. Zbl 1201.62058
White, Halbert; Chalak, Karim
7
2010
Testing for unobserved heterogeneity in exponential and Weibull duration models. Zbl 1431.62604
Cho, Jin Seo; White, Halbert
5
2010
The construction of empirical credit scoring rules based on maximization principles. Zbl 1431.62647
Lieli, Robert P.; White, Halbert
2
2010
Correction to “automatic block-length selection for the dependent bootstrap” by D. Politis and H. White. Zbl 1400.62193
Patton, Andrew; Politis, Dimitris N.; White, Halbert
53
2009
Settable systems: an extension of Pearl’s causal model with optimization, equilibrium, and learning. Zbl 1235.91148
White, Halbert; Chalak, Karim
11
2009
Retrospective estimation of causal effects through time. Zbl 1376.62121
White, Halbert; Kennedy, Pauline
3
2009
A nonparametric Hellinger metric test for conditional independence. Zbl 1284.62285
Su, Liangjun; White, Halbert
39
2008
Mixtures of \(t\)-distributions for finance and forecasting. Zbl 1418.62380
Giacomini, Raffaella; Gottschling, Andreas; Haefke, Christian; White, Halbert
10
2008
A consistent characteristic function-based test for conditional independence. Zbl 1418.62201
Su, Liangjun; White, Halbert
39
2007
Testing for regime switching. Zbl 1129.62072
Cho, Jin Seo; White, Halbert
23
2007
Tests of conditional predictive ability. Zbl 1187.91151
Giacomini, Raffaella; White, Halbert
112
2006
Time-series estimation of the effects of natural experiments. Zbl 1418.62544
White, Halbert
5
2006
Asymptotic distribution theory for nonparametric entropy measures of serial dependence. Zbl 1152.91729
Hong, Yongmiao; White, Halbert
40
2005
Bootstrap standard error estimates for linear regression. Zbl 1117.62347
Gonçalves, Sílvia; White, Halbert
11
2005
Automatic block-length selection for the dependent bootstrap. Zbl 1082.62076
Politis, Dimitris N.; White, Halbert
120
2004
Maximum likelihood and the bootstrap for nonlinear dynamic models. Zbl 1337.62043
Gonçalves, Sílvia; White, Halbert
35
2004
Subsampling the distribution of diverging statistics with applications to finance. Zbl 1282.62188
Bertail, Patrice; Haefke, Christian; Politis, Dimitris N.; White, Halbert
8
2004
The bootstrap of the mean for dependent heterogeneous arrays. Zbl 1181.62056
Gonçalves, Sílvia; White, Halbert
30
2002
Asymptotic properties of some projection-based Robbins-Monro procedures in a Hilbert space. Zbl 1178.62089
Chen, Xiaohong; White, Halbert
6
2002
James-Stein-type estimators in large samples with application to the least absolute deviations estimator. Zbl 1017.62059
Kim, Tae-Hwan; White, Halbert
10
2001
Dangers of data mining: The case of calendar effects in stock returns. Zbl 1040.62095
Sullivan, Ryan; Timmermann, Allan; White, Halbert
8
2001
\(S\)-estimation of nonlinear regression models with dependent and heterogeneous observations. Zbl 0998.62060
Sakata, Shinichi; White, Halbert
6
2001
A reality check for data snooping. Zbl 1008.62116
White, Halbert
105
2000
Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes. Zbl 1054.62577
Corradi, Valentina; Swanson, Norman R.; White, Halbert
13
2000
Improved rates and asymptotic normality for nonparametric neural network estimators. Zbl 1098.92502
Chen, Xiaohong; White, Halbert
20
1999
Specification tests for the variance of diffusion. Zbl 0932.62095
Corradi, Valentina; White, Helbert
20
1999
An efficient algorithm to compute maximum entropy densities. Zbl 0932.62006
Ormoneit, Dirk; White, Halbert
19
1999
High breakdown point conditional dispersion estimation with application to S& P500 daily returns volatility. Zbl 1015.91530
Sakata, Shinichi; White, Halbert
36
1998
Consistent specification testing with nuisance parameters present only under the alternative. Zbl 1419.62105
Stinchcombe, M. B.; White, Halbert
32
1998
Nonparametric adaptive learning with feedback. Zbl 0910.90002
Chen, Xiaohong; White, Halbert
8
1998
Monitoring structural change. Zbl 0856.90027
Chu, Chia-Shang James; Stinchcombe, Maxwell; White, Halbert
118
1996
Information criteria for selecting possibly misspecified parametric models. Zbl 0843.62089
Sin, Chor-Yiu; White, Halbert
73
1996
Consistent specification testing via nonparametric series regression. Zbl 0941.62125
Hong, Yongmiao; White, Halbert
79
1995
Comments on testing economic theories and the use of model selection criteria. Zbl 0925.62521
Granger, Clive W. J.; King, Maxwell L.; White, Halbert
18
1995
An alternative definition of finite-sample breakdown point with applications to regression model estimators. Zbl 0851.62024
Sakata, Shinichi; White, Halbert
9
1995
Sup-norm approximation bounds for networks through probabilistic methods. Zbl 0835.68102
Yukich, Joseph E.; Stinchcombe, Maxwell B.; White, Halbert
7
1995
Estimation, inference, and specification analysis. Zbl 0860.62100
White, Halbert
202
1994
Artificial neural networks: An econometric perspective. (With comments). Zbl 0832.62101
Kuan, Chung-Ming; White, Halbert
36
1994
Degree of approximation results for feedforward networks approximating unknown mappings and their derivatives. Zbl 0846.60088
Hornik, Kurt; Stinchcombe, Maxwell; White, Halbert; Auer, Peter
24
1994
Adaptive learning with nonlinear dynamics driven by dependent processes. Zbl 0816.90030
Kuan, Chung-Ming; White, Halbert
9
1994
Testing for neglected nonlinearity in time series models. A comparison of neural network methods and alternative tests. Zbl 0766.62055
Lee, Tae-Hwy; White, Halbert; Granger, Clive W. J.
75
1993
Some measurability results for extrema of random functions over random sets. Zbl 0752.60008
Stinchcombe, Maxwell B.; White, Halbert
14
1992
Nonparametric estimation of conditional quantiles using neural networks. Zbl 0765.62034
White, Halbert
10
1992
Some results on sieve estimation with dependent observations. Zbl 0776.62042
White, Halbert; Wooldridge, Jeffrey M.
13
1991
Adaptive efficient weighted least squares with dependent observations. Zbl 0738.62041
White, Halbert; Stinchcombe, Maxwell
1
1991
Multilayer feedforward networks are universal approximators. Zbl 1383.92015
Hornik, Kurt; Stinchcombe, Maxwell; White, Halbert
876
1989
Some asymptotic results for learning in single hidden-layer feedforward network models. Zbl 0721.62081
White, Halbert
34
1989
Efficient instrumental variables estimation of systems of implicit heterogeneous nonlinear dynamic equations with nonspherical errors. Zbl 0727.62108
Bates, Charles; White, Halbert
1
1988
Specification testing in dynamic models. Zbl 0850.62886
White, Halbert
24
1987
Nonlinear regression with dependent observations. Zbl 0533.62055
White, Halbert; Domowitz, Ian
85
1984
Maximum likelihood estimation of misspecified dynamic models. Zbl 0577.62090
White, Halbert
5
1984
Tests for model specification in the presence of alternative hypotheses. Zbl 0518.62090
MacKinnon, James G.; White, Halbert; Davidson, Russell
22
1983
Correction to: Maximum likelihood estimation of misspecified models. Zbl 0518.62092
White, Halbert
4
1983
Maximum likelihood estimation of misspecified models. Zbl 0478.62088
White, Halbert
770
1982
Misspecified models with dependent observations. Zbl 0512.62114
Domowitz, Ian; White, Halbert
42
1982
Regularity conditions for Cox’s test of non-nested hypotheses. Zbl 0539.62032
White, Halbert
38
1982
Instrumental variables regression with independent observations. Zbl 0518.62094
White, Halbert
25
1982
Differencing as a test of specification. Zbl 0518.62091
Plosser, Charles I.; Schwert, G. William; White, Halbert
5
1982
Consequences and detection of misspecified nonlinear regression models. Zbl 0467.62058
White, Halbert
74
1981
A heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroskedasticity. Zbl 0459.62051
White, Halbert
509
1980
Using least squares to approximate unknown regression functions. Zbl 0444.62119
White, Halbert
50
1980
Nonlinear regression on cross-section data. Zbl 0442.62050
White, Halbert
47
1980
Some large-sample tests for nonnormality in the linear regression model. Zbl 0434.62044
White, Halbert; MacDonald, Glenn M.
18
1980
all top 5

Cited by 5,323 Authors

40 White, Halbert Lynn jun.
21 Cribari-Neto, Francisco
21 Su, Liangjun
20 Kapetanios, George
18 Politis, Dimitris Nicolas
18 Swanson, Norman Rasmus
17 Horváth, Lajos
17 Jiménez-Gamero, María Dolores
16 Corradi, Valentina
16 Hendry, David F.
15 Hong, Yongmiao
15 Li, Qi
14 Chen, Xiaohong
14 Tsou, Tsung-Shan
13 Lee, Lung-Fei
13 Lee, Tae-Hwy
13 Pesaran, M. Hashem
12 Aue, Alexander
12 Bera, Anil K.
12 Meintanis, Simos G.
12 Newey, Whitney Kent
12 Patton, Andrew J.
12 Phillips, Peter Charles Bonest
11 Cho, Jin Seo
11 Godfrey, Leslie George
11 Hušková, Marie
11 Lucas, André
11 McAleer, Michael
11 Shin, Dongwan
11 Song, Weixing
11 Ullah, Aman
10 Blasques, Francisco
10 Čížek, Pavel
10 Dufour, Jean-Marie
10 Fan, Yanqin
10 Forsyth, Peter A.
10 Gonçalves, Sílvia
10 Gourieroux, Christian
10 Lahiri, Soumendra Nath
10 Linton, Oliver Bruce
10 Steinebach, Josef G.
10 Timmermann, Allan G.
10 Zhang, Xinyu
9 Bierens, Herman J.
9 Buckley, James J.
9 Dette, Holger
9 Franses, Philip Hans
9 Ghysels, Eric
9 Hidalgo, Javier
9 Lee, Sangyeol
9 Nordman, Daniel J.
9 Wan, Alan T. K.
9 Wooldridge, Jeffrey M.
9 Zhu, Lixing
8 Castle, Jennifer L.
8 Fernandes, Marcelo
8 Granger, Clive William John
8 Hill, Jonathan B.
8 Hsiao, Cheng
8 Lipsitz, Stuart R.
8 Medeiros, Marcelo C.
8 Otsu, Taisuke
8 Teräsvirta, Timo
8 Yang, Haizhao
8 Zou, Guohua
7 Bollerslev, Tim
7 Cao, Feilong
7 Chen, Zhanshou
7 Dean, Charmaine B.
7 Francq, Christian
7 Gustafson, Paul
7 Huang, Xianzheng
7 Hwang, Eunju
7 Inoue, Atsushi
7 Jin, Sainan
7 Karniadakis, George Em
7 Kim, Taehwan
7 Kokoszka, Piotr S.
7 Koopman, Siem Jan
7 Kundu, Debasis
7 Lewis, Frank Leroy
7 Molenberghs, Geert
7 Mukherjee, Amitava
7 Perna, Cira
7 Petersen, Philipp Christian
7 Sun, Yixiao
7 Taşpınar, Süleyman
7 Tian, Zheng
7 Van Keilegom, Ingrid
7 Wang, Shouyang
7 Xu, Jinchao
7 Xu, Zongben
6 Allison, James Samuel
6 Balakrishnan, Narayanaswamy
6 Blake, Andrew Peter
6 Chalak, Karim
6 Chernozhukov, Victor
6 Claeskens, Gerda
6 Clark, Todd E.
6 Cook, Richard J.
...and 5,223 more Authors
all top 5

Cited in 377 Serials

611 Journal of Econometrics
142 Econometric Reviews
139 Economics Letters
124 Computational Statistics and Data Analysis
105 Econometric Theory
101 Journal of Statistical Planning and Inference
76 Communications in Statistics. Theory and Methods
61 European Journal of Operational Research
59 Journal of Economic Dynamics & Control
56 The Annals of Statistics
55 Communications in Statistics. Simulation and Computation
55 Journal of Statistical Computation and Simulation
52 Journal of Applied Statistics
51 Journal of Multivariate Analysis
47 Statistics & Probability Letters
47 Neural Computation
42 Neural Networks
40 Journal of Computational Physics
38 Biometrics
37 Computer Methods in Applied Mechanics and Engineering
37 Electronic Journal of Statistics
34 Journal of Time Series Analysis
34 Quantitative Finance
33 Journal of the American Statistical Association
32 The Canadian Journal of Statistics
30 Computational Statistics
29 Psychometrika
28 Journal of Nonparametric Statistics
27 Automatica
26 Test
26 Statistical Papers
23 Applied Mathematics and Computation
23 Statistical Science
23 The Econometrics Journal
22 Metrika
21 Statistics
19 International Journal of Control
19 Mathematics and Computers in Simulation
18 Journal of the Franklin Institute
18 Fuzzy Sets and Systems
18 Information Sciences
18 Mathematical and Computer Modelling
17 International Journal of Systems Science
17 Statistical Methods and Applications
16 Annals of the Institute of Statistical Mathematics
16 Journal of Econometric Methods
15 Bernoulli
14 Sequential Analysis
14 Computers & Operations Research
14 Journal of the Korean Statistical Society
13 Computers & Mathematics with Applications
13 Physica A
13 Insurance Mathematics & Economics
13 Studies in Nonlinear Dynamics and Econometrics
13 Journal of Statistical Theory and Practice
12 Chaos, Solitons and Fractals
12 Journal of Machine Learning Research (JMLR)
12 The Annals of Applied Statistics
11 International Journal of Approximate Reasoning
11 Computational Economics
10 Biological Cybernetics
10 Lifetime Data Analysis
10 Journal of Time Series Econometrics
9 Journal of Mathematical Psychology
9 Journal of Optimization Theory and Applications
9 Journal of Systems Science and Complexity
9 Journal of Forecasting
9 AStA. Advances in Statistical Analysis
9 Statistics and Computing
8 Scandinavian Journal of Statistics
8 Journal of Computational and Applied Mathematics
8 Kybernetika
8 Physica D
8 Open Economies Review
8 Mathematical Problems in Engineering
8 European Journal of Control
8 ASTIN Bulletin
7 Journal of Economic Theory
7 Constructive Approximation
7 Computational Mechanics
7 Annals of Operations Research
7 Advances in Engineering Software
7 Chaos
7 Asia-Pacific Financial Markets
7 Analysis and Applications (Singapore)
6 Journal of Fluid Mechanics
6 Biometrical Journal
6 Journal of Approximation Theory
6 Applied Mathematical Modelling
6 International Journal of Robust and Nonlinear Control
6 Advances in Computational Mathematics
6 Nonlinear Dynamics
6 Soft Computing
6 International Journal of Theoretical and Applied Finance
6 Biostatistics
6 Communications in Computational Physics
6 European Journal of Pure and Applied Mathematics
6 Sankhyā. Series B
5 Journal of Mathematical Economics
5 Statistica Neerlandica
...and 277 more Serials
all top 5

Cited in 50 Fields

2,560 Statistics (62-XX)
641 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
468 Computer science (68-XX)
461 Numerical analysis (65-XX)
215 Systems theory; control (93-XX)
214 Biology and other natural sciences (92-XX)
178 Probability theory and stochastic processes (60-XX)
128 Operations research, mathematical programming (90-XX)
91 Approximations and expansions (41-XX)
63 Partial differential equations (35-XX)
44 Fluid mechanics (76-XX)
43 Dynamical systems and ergodic theory (37-XX)
42 Mechanics of deformable solids (74-XX)
37 Statistical mechanics, structure of matter (82-XX)
25 Information and communication theory, circuits (94-XX)
23 Geophysics (86-XX)
19 Calculus of variations and optimal control; optimization (49-XX)
12 Harmonic analysis on Euclidean spaces (42-XX)
12 Functional analysis (46-XX)
11 Ordinary differential equations (34-XX)
11 Mechanics of particles and systems (70-XX)
10 General and overarching topics; collections (00-XX)
9 Linear and multilinear algebra; matrix theory (15-XX)
7 Real functions (26-XX)
7 Quantum theory (81-XX)
5 History and biography (01-XX)
5 Mathematical logic and foundations (03-XX)
5 Measure and integration (28-XX)
5 Functions of a complex variable (30-XX)
5 Operator theory (47-XX)
3 Integral transforms, operational calculus (44-XX)
3 Convex and discrete geometry (52-XX)
2 Number theory (11-XX)
2 Algebraic geometry (14-XX)
2 Potential theory (31-XX)
2 Special functions (33-XX)
2 Integral equations (45-XX)
2 Differential geometry (53-XX)
2 General topology (54-XX)
2 Optics, electromagnetic theory (78-XX)
2 Classical thermodynamics, heat transfer (80-XX)
2 Relativity and gravitational theory (83-XX)
1 Combinatorics (05-XX)
1 Field theory and polynomials (12-XX)
1 Commutative algebra (13-XX)
1 Nonassociative rings and algebras (17-XX)
1 Group theory and generalizations (20-XX)
1 Several complex variables and analytic spaces (32-XX)
1 Manifolds and cell complexes (57-XX)
1 Astronomy and astrophysics (85-XX)

Citations by Year

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