H. White

发表

Laws of Large Numbers for Hilbert Space-Valued Mixingales with Applications

Xiaohong Chen, H. White, 1996, Econometric Theory.

Multilayer feedforward networks are universal approximators

Kurt Hornik, Halbert White, Maxwell B. Stinchcombe, 1989, Neural Networks.

Universal approximation using feedforward networks with non-sigmoid hidden layer activation functions

H. White, M. Stinchcombe, H. White, 1989, International 1989 Joint Conference on Neural Networks.

Learning in Artificial Neural Networks: A Statistical Perspective

Halbert White, H. White, 1989, Neural Computation.

Maximum Likelihood Estimation of Misspecified Models

H. White, 1982 .

Consequences and Detection of Misspecified Nonlinear Regression Models

H. White, 1981 .

A Unified Theory of Estimation and Inference for Nonlinear Dynamic Models

H. White, A. Gallant, J. Davidson, 1988 .

Misspecified models with dependent observations

H. White, Ian Domowitz, 1982 .

Some Asymptotic Results for Learning in Single Hidden-Layer Feedforward Network Models

H. White, 1989 .

Asymptotic theory for econometricians

H. White, 1985 .

Maximum Likelihood Estimation of Misspecified Dynamic Models

H. White, 1984 .

Universal approximation of an unknown mapping and its derivatives using multilayer feedforward networks

Kurt Hornik, Halbert White, Maxwell B. Stinchcombe, 1990, Neural Networks.

Connectionist nonparametric regression: Multilayer feedforward networks can learn arbitrary mappings

Halbert White, H. White, 1990, Neural Networks.

Nonparametric Estimation of Conditional Quantiles Using Neural Networks

H. White, 1990 .

Automatic Block-Length Selection for the Dependent Bootstrap

H. White, D. Politis, 2004 .

There exists a neural network that does not make avoidable mistakes

H. White, A. R. Gallant, H. White, 1988, IEEE 1988 International Conference on Neural Networks.

Parametric Statistical Estimation with Artificial Neural Networks: A Condensed Discussion

Halbert White, H. White, 1994 .

A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity

H. White, 1980 .

Selecting concise training sets from clean data

Mark Plutowski, Halbert White, H. White, 1993, IEEE Trans. Neural Networks.

Degree of Approximation Results for Feedforward Networks Approximating Unknown Mappings and Their Derivatives

Kurt Hornik, Peter Auer, Halbert White, 1994, Neural Computation.

Using Least Squares to Approximate Unknown Regression Functions

H. White, 1980 .

Sup-norm approximation bounds for networks through probabilistic methods

Halbert White, Maxwell B. Stinchcombe, Joseph E. Yukich, 1995, IEEE Trans. Inf. Theory.

Approximating and learning unknown mappings using multilayer feedforward networks with bounded weights

Halbert White, Maxwell B. Stinchcombe, H. White, 1990, 1990 IJCNN International Joint Conference on Neural Networks.

Learning Mackey-Glass from 25 Examples, Plus or Minus 2

Garrison W. Cottrell, Mark Plutowski, Halbert White, 1993, NIPS.

Reply to comments on “artificial neural networks: an econometric perspective“

H. White, Chung-Ming Kuan, 1994 .

Recursive M-estimation, nonlinear regression and neural network learning with dependent observations

Halbert White, Chung-Ming Kuan, H. White, 1990 .

On learning the derivatives of an unknown mapping with multilayer feedforward networks

Halbert White, A. Ronald Gallant, H. White, 1992, Neural Networks.

A Consistent Characteristic-Function-Based Test for Conditional Independence

H. White, Liangjun Su, 2003 .

A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE

H. White, Liangjun Su, 2008, Econometric Theory.

FEED FORWARD NETWORKS ARE UNIVERSAL APPROXIMATORS

Kurt Hornik, Halbert White, M Stinchcombe, 1989 .

An additional hidden unit test for neglected nonlinearity in multilayer feedforward networks

H. White, H. White, 1989, International 1989 Joint Conference on Neural Networks.

ADAPTIVE LEARNING WITH NONLINEAR DYNAMICS DRIVEN BY DEPENDENT PROCESSES

H. White, Chung-Ming Kuan, 1994 .

Forecasting economic time series using flexible versus fixed specification and linear versus nonlinear econometric models

Norman R. Swanson, H. White, N. Swanson, 1997 .

Interval forecasting. An analysis based upon ARCH-quantile estimators

C. Granger, H. White, M. Kamstra, 1989 .

On More Robust Estimation of Skewness and Kurtosis: Simulation and Application to the S&P500 Index

H. White, Tae-Hwan Kim, 2003 .

Nonparametric Adaptive Learning with Feedback

Xiaohong Chen, H. White, 1998 .

Information criteria for selecting possibly misspecified parametric models

H. White, C. Sin, Chor-yiu Sin, 1996 .

Cointegration, causality, and forecasting : a festschrift in honour of Clive W.J. Granger

H. White, R. Engle, 1999 .

M-Testing Using Finite and Infinite Dimensional Parameter Estimators

Yongmiao Hong, H. White, Yongmiao Hong, 1999 .

Some Large-Sample Tests for Nonnormality in the Linear Regression Model

Glenn M. MacDonald, H. White, G. MacDonald, 1980 .

Differencing as a Test of Specification

G. William Schwert, Charles I. Plosser, H. White, 1982 .

Granger Causality, Exogeneity, Cointegration, and Economic Policy Analysis

H. White, Halbert L. White, Jr., Davide Pettenuzzo, 2011 .

Robustness checks and robustness tests in applied economics

H. White, Xun Lu, 2014 .

Mathematical Proofs for "Testing for Neglected Nonlinearity Using Twofold Unidentified Models under the Null and Hexic Expansions"

H. White, J. Cho, Isao Ishida, 2013 .

Testing for neglected nonlinearity in time series models: A comparison of neural network methods and alternative tests

C. Granger, H. White, Tae-Hwy Lee, 1993 .

Corrigendum [Maximum Likelihood Estimation of Misspecified Models]

H. White, Halbert White, 1983 .

Parametric and Nonparametric Estimation of Covariate-Conditioned Average Causal Effects

H. White, Karim Chalak, 2005 .

An efficient algorithm to compute maximum entropy densities

Dirk Ormoneit, H. White, Dirk Ormoneit, 1999 .

Nonlinear Regression with Dependent Observations

H. White, Ian Domowitz, 1984 .

Testing a conditional form of exogeneity

H. White, Karim Chalak, 2010 .

Studying the Effects of ACGME Duty Hours Limits on Resident Satisfaction: Results From VA Learners' Perceptions Survey

Steven S. Henley, H. White, R. Golden, 2010, Academic medicine : journal of the Association of American Medical Colleges.

Testing Conditional Independence Via Empirical Likelihood

H. White, Liangjun Su, 2014 .

Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties☆

H. White, J. MacKinnon, 1985 .

THE BOOTSTRAP OF THE MEAN FOR DEPENDENT HETEROGENEOUS ARRAYS

H. White, Sı́lvia Gonçalves, 2001, Econometric Theory.

Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap

H. White, A. Timmermann, Ryan Sullivan, 1999 .

Cross-Validation Estimates IMSE

H. White, M. Plutowski, S. Sakata, 1993, NIPS 1993.

GRANGER CAUSALITY AND STRUCTURAL CAUSALITY IN CROSS-SECTION AND PANEL DATA

H. White, Liangjun Su, Xun Lu, 2016, Econometric Theory.

Estimating Nonseparable Models with Mismeasured Endogenous Variables

Susanne M. Schennach, H. White, S. Schennach, 2015 .

Identification and Identification Failure for Treatment Effects Using Structural Systems

H. White, Karim Chalak, 2013 .

Conditional Independence Specification Testing for Dependent Processes with Local Polynomial Quantile Regression

H. White, Liangjun Su, 2012 .

Local indirect least squares and average marginal effects in nonseparable structural systems

Susanne M. Schennach, H. White, Karim Chalak, 2012 .

Identi cation and Identi cation Failure for Treatment E ¤ ects using Structural Systems

H. White, 2011 .

Granger Causality and Dynamic Structural Systems

H. White, Xun Lu, 2010 .

Nonparametric Identification in Nonseparable Panel Data Models with Generalized Fixed Effects

H. White, Stefan Hoderlein, 2009 .

Identifying Structural Effects in Nonseparable Systems Using Covariates

H. White, Karim Chalak, 2008 .

Estimating average marginal effects in nonseparable structural systems

Susanne M. Schennach, H. White, Karim Chalak, 2007 .

An Extended Class of Instrumental Variables for the Estimation of Causal Effects

H. White, Karim Chalak, 2011 .

Retrospective Estimation of Causal E¤ects Through Time

H. White, 2007 .

A Uni ed Framework for De ning and Identifying Causal E ¤ ects

H. White, Karim Chalak, 2006 .

A Unified Framework for Defining and Identifying Causal Effects

H. White, Karim Chalak, 2006 .

ESTIMATING THE EFFECTS OF NATURAL EXPERIMENTS

H. White, 2005 .

A Unified Theory of Consistent Estimation for Parametric Models

H. White, Charles Bates, 1985, Econometric Theory.

Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models

H. White, Halbert L. White, Jr., Sı́lvia Gonçalves, 2000 .

ASYMPTOTIC DISTRIBUTION THEORY FOR NONPARAMETRIC ENTROPY MEASURES OF SERIAL DEPENDENCE

H. White, Yongmiao Hong, 2005 .

Improved Rates and Asymptotic Normality for Nonparametric Neural Network Estimators

Halbert White, Xiaohong Chen, Xiaohong Chen, 1999, IEEE Trans. Inf. Theory.

CONSISTENT SPECIFICATION TESTING WITH NUISANCE PARAMETERS PRESENT ONLY UNDER THE ALTERNATIVE

Maxwell B. Stinchcombe, H. White, M. Stinchcombe, 1998, Econometric Theory.

Some Invariance Principles and Central Limit Theorems for Dependent Heterogeneous Processes

Jeffrey M. Wooldridge, H. White, J. Wooldridge, 1988, Econometric Theory.

Correction to “Automatic Block-Length Selection for the Dependent Bootstrap” by D. Politis and H. White

Andrew J. Patton, Dimitris N. Politis, H. White, 2009 .

Determination of Estimators with Minimum Asymptotic Covariance Matrices

H. White, Charles Bates, Halbert White, 1993, Econometric Theory.

Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes

Norman R. Swanson, Valentina Corradi, H. White, 2000 .

Estimation, Inference, and Specification Testing for Possibly Misspecified Quantile Regression

Tae-Hwan Kim, H. White, Tae-Hwan Kim, 2002 .

Advances in Econometrics: Specification testing in dynamic models

H. White, Halbert White, 1987 .

Consistent Specification Testing via Nonparametric Series Regression

Yongmiao Hong, H. White, Yongmiao Hong, 1995 .

Can Mutual Fund 'Stars' Really Pick Stocks? New Evidence from a Bootstrap Analysis

Russ Wermers, Allan Timmermann, Robert Kosowski, 2005 .

NONLINEAR REGRESSION ON CROSS-SECTION DATA

H. White, Halbert White, 1980 .

Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing

H. White, J. Cho, 2014 .

Testing for Monotonicity in Unobservables Under Unconfoundedness

H. White, Liangjun Su, Halbert L. White, Jr., 2014 .

Testing for separability in structural equations

H. White, Xun Lu, 2014 .

Testing for unobserved heterogeneity in exponential and Weibull duration models

Jin Seo Cho, H. White, J. Cho, 2010 .

Testing for Regime Switching

Jin Seo Cho, H. White, J. Cho, 2007 .

A Direct Test for Changing Trend

Chia-Shang James Chu, H. White, C. Chu, 1992 .

Monitoring Structural Change

H. White, M. Stinchcombe, C. Chu, 1996 .

DIRECTIONALLY DIFFERENTIABLE ECONOMETRIC MODELS

H. White, J. Cho, 2017, Econometric Theory.

Supplements to "Directionally Differentiable Econometric Models"

H. White, J. Cho, 2017 .

Inference on Risk-Neutral Measures for Incomplete Markets

Hiroaki Kaido, H. White, Hiroaki Kaido, 2009 .

TESTING STRUCTURAL CHANGE IN PARTIALLY LINEAR MODELS

Liangjun Su, H. White, Liangjun Su, 2010, Econometric Theory.

Instrumental Variables Regression with Independent Observations

H. White, Halbert White, 1982 .

A REALITY CHECK FOR DATA SNOOPING BY HALBERT WHITE

H. White, D. Politis, Ryan Sullivan, 2005 .

Dangers of data mining: the case of calendar effects in stock returns

Allan Timmermann, Ryan Sullivan, H. White, 2001 .

Independence and Conditional Independence in Causal Systems

H. White, Karim Chalak, 2007 .

Generalized Information Matrix Tests for Detecting Model Misspecification

Steven S. Henley, H. White, R. Golden, 2016 .

Specification Testing for Nonparametric Structural Models with Monotonicity in Unobservables

H. White, Liangjun Su, Stefan Hoderlein, 2011 .

MLP'S ARE UNIVERSAL APPROXIMATORS

Kurt Hornik, Halbert White, M Stinchcombe, 1989 .

Letters to the editor

Kurt Hornik, Halbert White, Maxwell B. Stinchcombe, 1993, Neural Networks.

USING FEEDFORWARD NETWOW TO DISTINGUEE MULTIVARIATE POPULATIONS

H. White, Maxwell Stinchcombc, 1992 .

A Misspecified Model

H. White, 1987, Econometric Theory.

A Reality Check for Data Snooping

H. White, Halbert White, 2000 .

Asymptotic theory for econometricians

H. White, 1985 .

Comments on “A Nonparametric Test For Nonlinear Cointegration” By Jörg Breitung

H. White, 1998 .

Abstract 1501: Do Low Dose Statins Affect Cognition? Results of the UCSD Statin Study

H. White, B. Golomb, M. Criqui, 2006 .

Statin Effects on Aggression: Results from the UCSD Statin Study, a Randomized Control Trial

H. White, B. Golomb, M. Criqui, 2015, PloS one.

CHAPTER II – Consistency

H. White, 1984 .

Optimal Investment in Schooling When Incomes Are Risky

H. White, H. Shefrin, Lawrence Olson, 1979, Journal of Political Economy.

CHAPTER V – Central Limit Theory

H. White, 1984 .

CHAPTER VII – Efficient Estimation with Estimated Error Covariance Matrices

H. White, 1984 .

Conceptual Foundations of the UCSD Statin Study

H. White, B. Golomb, M. Criqui, 2004 .

Estimation, Inference and Specification Analysis.

Adrian Pagan, Adrian Pagan, Halbert White, 1996 .

Experience with selecting exemplars from clean data

Garrison W. Cottrell, Mark Plutowski, Halbert White, 1996, Neural Networks.

Artificial Neural Networks: Approximation and Learning Theory

Halbert White, H. White, 1992 .

Consequences of Model Misspecification for Maximum Likelihood Estimation with Missing Data

Steven S. Henley, H. White, R. Golden, 2019, Econometrics.

Asymptotic Properties of Some Projection-based Robbins-Monro Procedures in a Hilbert Space

Xiaohong Chen, H. White, 2002 .

Artificial neural networks: an econometric perspective ∗

Halbert White, Chung-Ming Kuan, H. White, 1994 .

Tests of Conditional Predictive Ability

Halbert White, Raffaella Giacomini, H. White, 2003 .

An Alternative Proof That OLS is BLUE

H. White, J. Cho, 2012 .

Statistical inference, the bootstrap, and neural-network modeling with application to foreign exchange rates

Jeffrey S. Racine, Halbert L. White, H. White, 2001, IEEE Trans. Neural Networks.

A WARP-SPEED METHOD FOR CONDUCTING MONTE CARLO EXPERIMENTS INVOLVING BOOTSTRAP ESTIMATORS

Raffaella Giacomini, Dimitris N. Politis, H. White, 2013, Econometric Theory.

Estimation, inference, and specification analysis

Halbert White, H. White, 1996 .

Adaptive Efficient Weighted Least Squares With Dependent Observations

Maxwell B. Stinchcombe, H. White, M. Stinchcombe, 1991 .

Trans Fat Consumption and Aggression

H. White, B. Golomb, J. Dimsdale, 2012, PloS one.

The UCSD Statin Study: a randomized controlled trial assessing the impact of statins on selected noncardiac outcomes.

Joel E Dimsdale, H. White, B. Golomb, 2004, Controlled clinical trials.

Conceptual foundations of the UCSD Statin Study: a randomized controlled trial assessing the impact of statins on cognition, behavior, and biochemistry.

Joel E Dimsdale, H. White, B. Golomb, 2004, Archives of internal medicine.

James-Stein-Type Estimators in Large Samples With Application to the Least Absolute Deviations Estimator

Tae-Hwan Kim, H. White, Tae-Hwan Kim, 2000 .

A Model-Selection Approach to Assessing the Information in the Term Structure Using Linear Models and Artificial Neural Networks

Norman R. Swanson, Halbert White, H. White, 1995 .

New Directions in Information Matrix Testing: Eigenspectrum Tests

Halbert White, Steven S. Henley, T. Michael Kashner, 2013 .

Recent advances and future directions in causality, prediction, and specification analysis

Norman R. Swanson, Halbert White, Xiaohong Chen, 2013 .

Testing correct model specification using extreme learning machines

Halbert White, Jin Seo Cho, H. White, 2011, Neurocomputing.

Revisiting Tests for Neglected Nonlinearity Using Artificial Neural Networks

Halbert White, Jin Seo Cho, Isao Ishida, 2011, Neural Computation.

A Model Selection Approach to Real-Time Macroeconomic Forecasting Using Linear Models and Artificial Neural Networks

Norman R. Swanson, Halbert White, H. White, 1997, Review of Economics and Statistics.

Testing for neglected nonlinearity in time series models: A comparison of neural network methods and alternative tests

Clive W. J. Granger, Tae-Hwy Lee, Halbert White, 1993 .

Some Measurability Results for Extrema of Random Functions Over Random Sets

Maxwell B. Stinchcombe, H. White, M. Stinchcombe, 1992 .

Regularized Neural Networks: Some Convergence Rate Results

Halbert White, Valentina Corradi, H. White, 1995, Neural Computation.

Reduction in blood pressure with statins: results from the UCSD Statin Study, a randomized trial.

Joel E Dimsdale, H. White, B. Golomb, 2008, Archives of internal medicine.

Causal Discourse in a Game of Incomplete Information

Haiqing Xu, Karim Chalak, H. White, 2014 .

Consideration of Trends in Time Series

Clive W. J. Granger, C. Granger, H. White, 2011 .

Chapter 9 Approximate Nonlinear Forecasting Methods

Halbert White, H. White, 2006 .

A Comparison of Pearl s Causal Models and Settable Systems

H. White, 2007 .

Generalized runs tests for the IID hypothesis

Jin Seo Cho, H. White, J. Cho, 2011 .

Time-series estimation of the effects of natural experiments

Halbert White, H. White, 2006 .

The older the better: are elderly study participants more non-representative? A cross-sectional analysis of clinical trial and observational study samples

H. White, B. Golomb, M. Criqui, 2012, BMJ Open.

Bootstrap Standard Error Estimates for Linear Regression

Sílvia Gonçalves, H. White, Sı́lvia Gonçalves, 2005 .

Settable Systems: An Extension of Pearl's Causal Model with Optimization, Equilibrium, and Learning

Halbert White, Karim Chalak, H. White, 2009, J. Mach. Learn. Res..

A Convergence Result for Learning in Recurrent Neural Networks

Kurt Hornik, Halbert White, Chung-Ming Kuan, 1994, Neural Computation.

The construction of empirical credit scoring rules based on maximization principles

Halbert White, Robert P. Lieli, H. White, 2010 .

Effects of statins on energy and fatigue with exertion: results from a randomized controlled trial.

Joel E Dimsdale, H. White, B. Golomb, 2012, Archives of internal medicine.

Economic prediction using neural networks: the case of IBM daily stock returns

H. White, H. White, 1988, IEEE 1988 International Conference on Neural Networks.

TESTS FOR MODEL SPECIFICATION IN THE PRESENCE OF ALTERNATIVE HYPOTHESES Some Further Results

James G. MacKinnon, Russell Davidson, H. White, 1983 .

Regularity conditions for cox's test of non-nested hypotheses

H. White, Halbert White, 1982 .

Comments on testing economic theories and the use of model selection criteria

Clive W. J. Granger, Halbert White, Maxwell L. King, 1995 .

S-estimation of nonlinear regression models with dependent and heterogeneous observations

Shinichi Sakata, H. White, S. Sakata, 2001 .

HIGH BREAKDOWN POINT CONDITIONAL DISPERSION ESTIMATION WITH APPLICATION TO S&P 500 DAILY RETURNS VOLATILITY

Shinichi Sakata, H. White, S. Sakata, 1998 .

Neural-network learning and statistics

Halbert White, H. White, Halbert White, 1989 .

Plus Factors and Agreement in Antitrust Law

Leslie M. Marx, William E. Kovacic, H. White, 2011 .

Nonparametric Identification in Dynamic Nonseparable Panel Data Models

Halbert White, Stefan Hoderlein, H. White, 2013 .

CHAPTER IV – Asymptotic Normality

H. White, 1984 .

634 CHARLES E. BA TES AND HALBERT WHITE

H. White, 2001 .

Conditional distributions of earnings, wages and hours for blacks and whites

H. White, Lawrence Olson, 1981 .

Mixtures of t-distributions for Finance and Forecasting

Andreas Gottschling, Christian Haefke, Raffaella Giacomini, 2008 .

Active portfolio management: The power of the Treynor-Black model

H. White, Alex Kane, Tae-Hwan Kim, 2012 .

Forecast Precision and Portfolio Performance

Tae-Hwan Kim, Alex Kane, H. White, 2010 .

Causality, Conditional Independence, and Graphical Separation in Settable Systems

Halbert White, Karim Chalak, H. White, 2012, Neural Computation.

Linking Granger Causality and the Pearl Causal Model with Settable Systems

Xun Lu, Halbert White, Karim Chalak, 2009, NIPS Mini-Symposium on Causality in Time Series.

Testing monotonicity in unobservables with panel data

H. White, Liangjun Su, Stefan Hoderlein, 2016 .

Approximate Nonlinear Forecasting Methods

Halbert White, H. White, 2006 .

Comment on basic structure of the asymptotic theory in dynamic nonlinear econometric models. ii. asymptotic normality

H. White, 1991 .

Association between more frequent chocolate consumption and lower body mass index.

H. White, B. Golomb, Sabrina Koperski, 2012, Archives of internal medicine.

A FLEXIBLE NONPARAMETRIC TEST FOR CONDITIONAL INDEPENDENCE

H. White, Yixiao Sun, Meng Huang, 2013, Econometric Theory.

Subsampling the distribution of diverging statistics with applications to finance

Halbert White, Christian Haefke, Patrice Bertail, 2004 .

Causal Diagrams for Treatment Effect Estimation with Application to Efficient Covariate Selection

Halbert White, Xun Lu, H. White, 2011, Review of Economics and Statistics.

Dynamic econometric modeling: Efficient instrumental variables estimation of systems of implicit heterogeneous nonlinear dynamic equations with nonspherical errors

Charles Bates, Halbert White, H. White, 1988 .

Nonparametric Estimation of Conditional Quantiles Using Neural Networks

H. White, 1992 .

An Alternative Definition of Finite-Sample Breakdown Point with Applications to Regression Model Estimators

Shinichi Sakata, H. White, S. Sakata, 1995 .

Logistic regression in the medical literature: standards for use and reporting, with particular attention to one medical domain.

H. White, B. Golomb, S. Bagley, 2001, Journal of clinical epidemiology.

Identification with Conditioning Instruments in Causal Systems

H. White, Karim Chalak, 2007 .

Closed Form Integration of Artificial Neural Networks with Some Applications to Finance

Halbert White, Andreas Gottschling, Christian Haefke, 2000 .

U.S. merchandise imports and the dispersion of demand

H. White, A. Thirlwall, 1974 .

Interpretation of automated perimetry for glaucoma by neural network.

M H Goldbaum, P A Sample, H White, 1994, Investigative ophthalmology & visual science.

Misspecification, Test for

H. White, 2006 .

TESTS OF CONDITIONAL PREDICTIVE ABILITY BY RAFFAELLA GIACOMINI AND

H. White, 2003 .

INV ARIANCE PRINCIPLES 211

H. White, J. Wooldridge, 2001 .

CHAPTER VI – Estimating Asymptotic Covariance Matrices

H. White, Halbert White, 1984 .

CHAPTER III – Laws of Large Numbers

H. White, 1984 .

"A flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach" (RETINA)".

Giampiero M. Gallo, Halbert White, Teodosio Pérez Amaral, 2003 .

Studying the Effects of ACGME Duty Hours Limits on Resident Satisfaction: Results From VA Learners' Perceptions Survey

Steven S. Henley, John M. Byrne, H. White, 2010, Academic medicine : journal of the Association of American Medical Colleges.

Independence and Conditional Independence in Causal Systems

H. White, Karim Chalak, 2007 .

Testing for a Constant Mean Function using Functional Regression

H. White, J. Cho, Meng Huang, 2008 .

Estimation, Inference and Specification Analysis: Conclusion

H. White, 1993 .

A consistent model selection procedure based on m-testing

H. White, Halbert White, 2005 .

SOME EXTENSIONS OF A LEMMA OF KOTLARSKI

H. White, Kirill S. Evdokimov, Halbert White, 2012, Econometric Theory.

Higher-Order Approximations for Testing Neglected Nonlinearity

H. White, J. Cho, 2012, Neural Computation.

Recent advances and future directions in causality, prediction, and specification analysis : essays in honor of Halbert L. White Jr

Norman R. Swanson, Xiaohong Chen, H. White, 2013 .

Testing a constant mean function using functional regression

H. White, J. Cho, Meng Huang, 2023, Neural Computing and Applications.

Bootstrapping the Shrinkage Least Absolute Deviations Estimator

Tae-Hwan Kim, H. White, Tae-Hwan Kim, 2010 .

Dangers of Data-Driven Inference: The Case of Calendar Effects in Stock Returns

Allan Timmermann, Ryan Sullivan, H. White, 1998 .

Original Contribution: On learning the derivatives of an unknown mapping with multilayer feedforward networks

H. White, A. Gallant, 1992 .

Specification Tests for the Variance of a Diffusion

Valentina Corradi, H. White, V. Corradi, 1999 .

Estimation, Inference and Specification Analysis: Information Matrix Testing

Halbert White, H. White, 1994 .

The Bootstrap of Mean for Dependent Heterogeneous Arrays

H. White, Sílvia Gonçalves, 2001 .

Bootstrapping Confidence Intervals for Clinical Input Variable Effects in a Network Trained to Identify the Presence of Acute Myocardial Infarction

Halbert White, William G. Baxt, H. White, 1995, Neural Computation.