| Year |
Citation |
Score |
| 2019 |
Golden RM, Henley SS, White H, Kashner TM. Consequences of Model Misspecification for Maximum Likelihood Estimation with Missing Data Econometrics. 7: 37. DOI: 10.3390/Econometrics7030037 |
0.417 |
|
| 2017 |
Cho JS, White H. DIRECTIONALLY DIFFERENTIABLE ECONOMETRIC MODELS Econometric Theory. 34: 1101-1131. DOI: 10.1017/S0266466617000354 |
0.624 |
|
| 2016 |
Golden R, Henley S, White H, Kashner T. Generalized Information Matrix Tests for Detecting Model Misspecification Econometrics. 4: 46. DOI: 10.3390/Econometrics4040046 |
0.381 |
|
| 2016 |
Lu X, Su L, White H. GRANGER CAUSALITY AND STRUCTURAL CAUSALITY IN CROSS-SECTION AND PANEL DATA Econometric Theory. 1-29. DOI: 10.1017/S0266466616000086 |
0.485 |
|
| 2016 |
Hoderlein S, Su L, White H, Yang TT. Testing for monotonicity in unobservables under unconfoundedness Journal of Econometrics. 193: 183-202. DOI: 10.1016/J.Jeconom.2016.02.015 |
0.578 |
|
| 2015 |
Song S, Schennach SM, White H. Estimating nonseparable models with mismeasured endogenous variables Quantitative Economics. 6: 749-794. DOI: 10.3982/Qe275 |
0.541 |
|
| 2014 |
Lu X, White H. Testing For Treatment Dependence Of Effects Of A Continuous Treatment Econometric Theory. 31: 1016-1053. DOI: 10.1017/S0266466614000620 |
0.384 |
|
| 2014 |
White H, Xu H, Chalak K. Causal Discourse in a Game of Incomplete Information Journal of Econometrics. 182: 45-58. DOI: 10.1016/J.Jeconom.2014.04.007 |
0.762 |
|
| 2014 |
Su L, White H. Testing conditional independence via empirical likelihood Journal of Econometrics. 182: 27-44. DOI: 10.1016/J.Jeconom.2014.04.006 |
0.604 |
|
| 2014 |
Lu X, White H. Testing for separability in structural equations Journal of Econometrics. 182: 14-26. DOI: 10.1016/J.Jeconom.2014.04.005 |
0.357 |
|
| 2014 |
Kaido H, White H. A two-stage procedure for partially identified models Journal of Econometrics. 182: 5-13. DOI: 10.1016/J.Jeconom.2014.04.004 |
0.736 |
|
| 2014 |
White H, Pettenuzzo D. Granger Causality, Exogeneity, Cointegration, and Economic Policy Analysis Journal of Econometrics. 178: 316-330. DOI: 10.1016/J.Jeconom.2013.08.030 |
0.334 |
|
| 2014 |
Lu X, White H. Robustness checks and robustness tests in applied economics Journal of Econometrics. 178: 194-206. DOI: 10.1016/J.Jeconom.2013.08.016 |
0.437 |
|
| 2013 |
Williams ES, Thompson VP, Chiswell KE, Alexander JH, White HD, Ohman EM, Al-Khatib SM. Rate versus rhythm control and outcomes in patients with atrial fibrillation and chronic kidney disease: data from the GUSTO-III Trial. Cardiology Journal. 20: 439-46. PMID 23913464 DOI: 10.5603/CJ.2013.0104 |
0.476 |
|
| 2013 |
White H, Chalak K. Identification and Identification Failure for Treatment Effects Using Structural Systems Econometric Reviews. 32: 273-317. DOI: 10.1080/07474938.2012.690664 |
0.778 |
|
| 2013 |
Giacomini R, Politis DN, White H. A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators Econometric Theory. 29: 567-589. DOI: 10.1017/S0266466612000655 |
0.363 |
|
| 2013 |
Kaido H, White H. Estimating misspecified moment inequality models Recent Advances and Future Directions in Causality, Prediction, and Specification Analysis: Essays in Honor of Halbert L. White Jr. 331-361. DOI: 10.1007/978-1-4614-1653-1_13 |
0.721 |
|
| 2012 |
White H, Cho JS. Higher-order approximations for testing neglected nonlinearity. Neural Computation. 24: 273-87. PMID 22023196 DOI: 10.1162/Neco_A_00225 |
0.628 |
|
| 2012 |
Chalak K, White H. Causality, Conditional Independence, and Graphical Separation in Settable Systems Neural Computation. 24: 1611-1668. DOI: 10.1162/Neco_A_00295 |
0.768 |
|
| 2012 |
Su L, White HL. Conditional independence specification testing for dependent processes with local polynomial quantile regression Advances in Econometrics. 29: 355-434. DOI: 10.1108/S0731-9053(2012)0000029018 |
0.353 |
|
| 2012 |
Hoderlein S, White H. Nonparametric identification in nonseparable panel data models with generalized fixed effects Journal of Econometrics. 168: 300-314. DOI: 10.1016/J.Jeconom.2012.01.033 |
0.409 |
|
| 2012 |
Schennach S, White H, Chalak K. Local indirect least squares and average marginal effects in nonseparable structural systems Journal of Econometrics. 166: 282-302. DOI: 10.1016/J.Jeconom.2011.09.041 |
0.771 |
|
| 2011 |
Cho JS, Ishida I, White H. Revisiting tests for neglected nonlinearity using artificial neural networks. Neural Computation. 23: 1133-86. PMID 21299425 DOI: 10.1162/Neco_A_00117 |
0.623 |
|
| 2011 |
White H, Granger CWJ. Consideration of Trends in Time Series Journal of Time Series Econometrics. 3: 1-40. DOI: 10.2202/1941-1928.1092 |
0.367 |
|
| 2011 |
White H, Lu X. Causal Diagrams for Treatment Effect Estimation with Application to Efficient Covariate Selection The Review of Economics and Statistics. 93: 1453-1459. DOI: 10.1162/Rest_A_00153 |
0.343 |
|
| 2011 |
Cho JS, White H. Testing correct model specification using extreme learning machines Neurocomputing. 74: 2552-2565. DOI: 10.1016/J.Neucom.2010.11.031 |
0.615 |
|
| 2011 |
Cho JS, White H. Generalized runs tests for the IID hypothesis Journal of Econometrics. 162: 326-344. DOI: 10.1016/J.Jeconom.2011.02.001 |
0.6 |
|
| 2010 |
Su L, White H. TESTING STRUCTURAL CHANGE IN PARTIALLY LINEAR MODELS Econometric Theory. 26: 1761-1806. DOI: 10.1017/S0266466609990788 |
0.583 |
|
| 2010 |
Cho JS, White H. Testing for unobserved heterogeneity in exponential and Weibull duration models Journal of Econometrics. 157: 458-480. DOI: 10.1016/J.Jeconom.2010.03.046 |
0.624 |
|
| 2010 |
Lieli RP, White H. The construction of empirical credit scoring rules based on maximization principles Journal of Econometrics. 157: 110-119. DOI: 10.1016/J.Jeconom.2009.10.028 |
0.767 |
|
| 2010 |
White H, Chalak K. Testing a conditional form of exogeneity Economics Letters. 109: 88-90. DOI: 10.1016/J.Econlet.2010.08.018 |
0.768 |
|
| 2009 |
Kaido H, White H. Inference on risk-neutral measures for incomplete markets Journal of Financial Econometrics. 7: 199-246. DOI: 10.1093/Jjfinec/Nbp004 |
0.693 |
|
| 2008 |
Su L, White H. A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE Econometric Theory. 24: 829-864. DOI: 10.1017/S0266466608080341 |
0.577 |
|
| 2007 |
Cho JS, White H. Testing for regime switching Econometrica. 75: 1671-1720. DOI: 10.1111/J.1468-0262.2007.00809.X |
0.617 |
|
| 2007 |
Su L, White H. A consistent characteristic function-based test for conditional independence Journal of Econometrics. 141: 807-834. DOI: 10.1016/J.Jeconom.2006.11.006 |
0.602 |
|
| 2006 |
Giacomini R, White H. Tests of conditional predictive ability Econometrica. 74: 1545-1578. DOI: 10.1111/J.1468-0262.2006.00718.X |
0.416 |
|
| 2006 |
White H. Time-series estimation of the effects of natural experiments Journal of Econometrics. 135: 527-566. DOI: 10.1016/J.Jeconom.2005.07.013 |
0.411 |
|
| 2005 |
Gonçalves S, White H. Bootstrap Standard Error Estimates for Linear Regression Journal of the American Statistical Association. 100: 970-979. DOI: 10.1198/016214504000002087 |
0.684 |
|
| 2005 |
Hong Y, White H. Asymptotic Distribution Theory for Nonparametric Entropy Measures of Serial Dependence Econometrica. 73: 837-901. DOI: 10.1111/J.1468-0262.2005.00597.X |
0.407 |
|
| 2004 |
Politis DN, White H. Automatic Block-Length Selection for the Dependent Bootstrap Econometric Reviews. 23: 53-70. DOI: 10.1081/Etc-120028836 |
0.39 |
|
| 2004 |
Kim TH, White H. On more robust estimation of skewness and kurtosis Finance Research Letters. 1: 56-73. DOI: 10.1016/S1544-6123(03)00003-5 |
0.323 |
|
| 2004 |
Bertail P, Haefke C, Politis DN, White H. Subsampling the distribution of diverging statistics with applications to finance Journal of Econometrics. 120: 295-326. DOI: 10.1016/S0304-4076(03)00215-X |
0.396 |
|
| 2004 |
Gonçalves S, White H. Maximum likelihood and the bootstrap for nonlinear dynamic models Journal of Econometrics. 119: 199-219. DOI: 10.1016/S0304-4076(03)00204-5 |
0.692 |
|
| 2003 |
Perez-Amaral T, Gallo GM, White H. A Flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA)* Oxford Bulletin of Economics and Statistics. 65: 821-838. DOI: 10.1046/J.0305-9049.2003.00096.X |
0.337 |
|
| 2002 |
Gonçalves S, White H. THE BOOTSTRAP OF THE MEAN FOR DEPENDENT HETEROGENEOUS ARRAYS Econometric Theory. 18: 1367-1384. DOI: 10.1017/S0266466602186051 |
0.693 |
|
| 2001 |
Kim T, White H. James-Stein-Type Estimators in Large Samples With Application to the Least Absolute Deviations Estimator Journal of the American Statistical Association. 96: 697-705. DOI: 10.1198/016214501753168352 |
0.4 |
|
| 2001 |
White H, Racine J. Statistical inference, the bootstrap, and neural-network modeling with application to foreign exchange rates Ieee Transactions On Neural Networks. 12: 657-673. DOI: 10.1109/72.935080 |
0.381 |
|
| 2001 |
Sullivan R, Timmermann A, White H. Dangers of data mining: The case of calendar effects in stock returns Journal of Econometrics. 105: 249-286. DOI: 10.1016/S0304-4076(01)00077-X |
0.366 |
|
| 2001 |
Sakata S, White H. S-estimation of nonlinear regression models with dependent and heterogeneous observations Journal of Econometrics. 103: 5-72. DOI: 10.1016/S0304-4076(01)00039-2 |
0.386 |
|
| 2000 |
White H. A Reality Check for Data Snooping Econometrica. 68: 1097-1126. DOI: 10.1111/1468-0262.00152 |
0.353 |
|
| 2000 |
Corradi V, Swanson NR, White H. Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes Journal of Econometrics. 96: 39-73. DOI: 10.1016/S0304-4076(99)00050-0 |
0.61 |
|
| 1999 |
Corradi V, White H. Specification Tests for the Variance of a Diffusion Journal of Time Series Analysis. 20: 253-270. DOI: 10.1111/1467-9892.00136 |
0.382 |
|
| 1999 |
Chen X, White H. Improved rates and asymptotic normality for nonparametric neural network estimators Ieee Transactions On Information Theory. 45: 682-691. DOI: 10.1109/18.749011 |
0.362 |
|
| 1998 |
Sakata S, White H. High Breakdown Point Conditional Dispersion Estimation with Application to S & P 500 Daily Returns Volatility Econometrica. 66: 529. DOI: 10.2307/2998574 |
0.386 |
|
| 1998 |
Stinchcombe MB, White H. CONSISTENT SPECIFICATION TESTING WITH NUISANCE PARAMETERS
PRESENT ONLY UNDER THE ALTERNATIVE Econometric Theory. 14: 295-325. DOI: 10.1017/S0266466698143013 |
0.402 |
|
| 1997 |
Swanson NR, White H. Forecasting economic time series using flexible versus fixed specification and linear versus nonlinear econometric models International Journal of Forecasting. 13: 439-461. DOI: 10.1016/S0169-2070(97)00030-7 |
0.647 |
|
| 1996 |
Pagan A, White H. Estimation, Inference and Specification Analysis. The Economic Journal. 106: 1444. DOI: 10.2307/2235549 |
0.351 |
|
| 1996 |
Chu CJ, Stinchcombe M, White H. Monitoring Structural Change Econometrica. 64: 1045. DOI: 10.2307/2171955 |
0.327 |
|
| 1996 |
Chen X, White H. Laws of Large Numbers for Hilbert Space-Valued Mixingales with Applications Econometric Theory. 12: 284-304. DOI: 10.1017/S0266466600006599 |
0.335 |
|
| 1996 |
Sin C, White H. Information criteria for selecting possibly misspecified parametric models Journal of Econometrics. 71: 207-225. DOI: 10.1016/0304-4076(94)01701-8 |
0.341 |
|
| 1995 |
Corradi V, White H. Regularized neural networks: some convergence rate results. Neural Computation. 7: 1225-44. PMID 7584900 DOI: 10.1162/Neco.1995.7.6.1225 |
0.34 |
|
| 1995 |
Hong Y, White H. Consistent Specification Testing Via Nonparametric Series Regression Econometrica. 63: 1133. DOI: 10.2307/2171724 |
0.43 |
|
| 1995 |
Yukich JE, Stinchcombe MB, White H. Sup-Norm Approximation Bounds for Networks Through Probabilistic Methods Ieee Transactions On Information Theory. 41: 1021-1027. DOI: 10.1109/18.391247 |
0.312 |
|
| 1995 |
Swanson NR, White H. A Model-Selection Approach to Assessing the Information in the Term Structure Using Linear Models and Artificial Neural Networks Journal of Business & Economic Statistics. 13: 265-275. DOI: 10.1080/07350015.1995.10524600 |
0.614 |
|
| 1995 |
Sakata S, White H. An Alternative Definition of Finite-Sample Breakdown Point with Applications to Regression Model Estimators Journal of the American Statistical Association. 90: 1099-1106. DOI: 10.1080/01621459.1995.10476613 |
0.404 |
|
| 1995 |
Granger CWJ, King ML, White H. Comments on testing economic theories and the use of model selection criteria Journal of Econometrics. 67: 173-187. DOI: 10.1016/0304-4076(94)01632-A |
0.379 |
|
| 1994 |
Hornik K, Stinchcombe M, White H, Auer P. Degree of Approximation Results for Feedforward Networks Approximating Unknown Mappings and Their Derivatives Neural Computation. 6: 1262-1275. DOI: 10.1162/Neco.1994.6.6.1262 |
0.307 |
|
| 1993 |
Bates CE, White H. Determination of estimators with minimum asymptotic covariance matrices Econometric Theory. 9: 633-648. DOI: 10.1017/S026646660000801X |
0.396 |
|
| 1993 |
Lee T, White H, Granger CWJ. Testing for neglected nonlinearity in time series models: A comparison of neural network methods and alternative tests Journal of Econometrics. 56: 269-290. DOI: 10.1016/0304-4076(93)90122-L |
0.36 |
|
| 1992 |
Stinchcombe MB, White H. Some Measurability Results for Extrema of Random Functions Over Random Sets Review of Economic Studies. 59: 495-512. DOI: 10.2307/2297861 |
0.358 |
|
| 1992 |
Chu CJ, White H. A Direct Test for Changing Trend Journal of Business & Economic Statistics. 10: 289-299. DOI: 10.1080/07350015.1992.10509906 |
0.349 |
|
| 1992 |
Gallant AR, White H. On learning the derivatives of an unknown mapping with multilayer feedforward networks Neural Networks. 5: 129-138. DOI: 10.1016/S0893-6080(05)80011-5 |
0.311 |
|
| 1991 |
White H. Comment on basic structure of the asymptotic theory in dynamic nonlinear econometric models. ii. asymptotic normality Econometric Reviews. 10: 345-348. DOI: 10.1080/07474939108800213 |
0.321 |
|
| 1990 |
Hornik K, Stinchcombe M, White H. Universal approximation of an unknown mapping and its derivatives using multilayer feedforward networks Neural Networks. 3: 551-560. DOI: 10.1016/0893-6080(90)90005-6 |
0.311 |
|
| 1990 |
White H. Connectionist nonparametric regression: Multilayer feedforward networks can learn arbitrary mappings Neural Networks. 3: 535-549. DOI: 10.1016/0893-6080(90)90004-5 |
0.306 |
|
| 1989 |
White H. Some asymptotic results for learning in single hidden-layer feedforward network models Journal of the American Statistical Association. 84: 1003-1013. DOI: 10.1080/01621459.1989.10478865 |
0.417 |
|
| 1989 |
Granger CWJ, Chung-Ming K, Matthew M, White H. Trends in unit energy consumption: The performance of end-use models Energy. 14: 943-960. DOI: 10.1016/0360-5442(89)90049-2 |
0.313 |
|
| 1989 |
Granger CWJ, White H, Kamstra M. Interval forecasting. An analysis based upon ARCH-quantile estimators Journal of Econometrics. 40: 87-96. DOI: 10.1016/0304-4076(89)90031-6 |
0.394 |
|
| 1988 |
Wooldridge JM, White H. Some Invariance Principles and Central Limit Theorems for Dependent Heterogeneous Processes Econometric Theory. 4: 210-230. DOI: 10.1017/S0266466600012032 |
0.665 |
|
| 1988 |
Barnett WA, Berndt ER, White H. Dynamic econometric modeling : proceedings of the Third International Symposium in Economic Theory and Econometrics Southern Economic Journal. 56: 541. DOI: 10.1017/Cbo9780511664342 |
0.433 |
|
| 1985 |
Bates C, White H. A Unified Theory of Consistent Estimation for Parametric Models Econometric Theory. 1: 151-178. DOI: 10.1017/S0266466600011117 |
0.39 |
|
| 1985 |
MacKinnon JG, White H. Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties Journal of Econometrics. 29: 305-325. DOI: 10.1016/0304-4076(85)90158-7 |
0.367 |
|
| 1983 |
MacKinnon JG, White H, Davidson R. Tests for model specification in the presence of alternative hypotheses. Some further results Journal of Econometrics. 21: 53-70. DOI: 10.1016/0304-4076(83)90119-7 |
0.422 |
|
| 1982 |
Plosser CI, Schwert GW, White H. Differencing as a Test of Specification International Economic Review. 23: 535. DOI: 10.2307/2526372 |
0.309 |
|
| 1982 |
Domowitz I, White H. Misspecified models with dependent observations Journal of Econometrics. 20: 35-58. DOI: 10.1016/0304-4076(82)90102-6 |
0.449 |
|
| 1982 |
White H. Regularity conditions for cox's test of non-nested hypotheses Journal of Econometrics. 19: 301-318. DOI: 10.1016/0304-4076(82)90007-0 |
0.415 |
|
| 1981 |
White H, MacDonald GM. Corrigenda: Some Large-Sample Tests for Nonnormality in the Linear Regression Model Journal of the American Statistical Association. 76: 1022. DOI: 10.2307/2287631 |
0.357 |
|
| 1981 |
White H. Consequences and detection of misspecified nonlinear regression models Journal of the American Statistical Association. 76: 419-433. DOI: 10.1080/01621459.1981.10477663 |
0.424 |
|
| 1981 |
White H, Olson L. Conditional distributions of earnings, wages and hours for blacks and whites Journal of Econometrics. 17: 263-285. DOI: 10.1016/0304-4076(81)90002-6 |
0.312 |
|
| 1980 |
White H. Using Least Squares to Approximate Unknown Regression Functions International Economic Review. 21: 149. DOI: 10.2307/2526245 |
0.314 |
|
| 1980 |
White H, Macdonald GM. Some large-sample tests for nonnormality in the linear regression model Journal of the American Statistical Association. 75: 16-28. DOI: 10.1080/01621459.1980.10477415 |
0.376 |
|
| 1979 |
Olson L, White H, Shefrin HM. Optimal Investment in Schooling When Incomes Are Risky Journal of Political Economy. 87: 522-539. DOI: 10.1086/260776 |
0.309 |
|
| 1978 |
Cox WM, White H. Unanticipated money, output, and prices in the small economy Economics Letters. 1: 23-27. DOI: 10.1016/0165-1765(78)90090-3 |
0.31 |
|
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