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VAR for VaR: Measuring tail dependence using multivariate regression quantiles

Journal of econometrics, 2015-07, Vol.187 (1), p.169-188

2015

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

Econometric theory, 2013-06, Vol.29 (3), p.567-589

2013

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A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE

Econometric theory, 2008-08, Vol.24 (4), p.829-864

2008

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Finite Lag Estimation of Non-Markovian Processes

Journal of financial econometrics, 2024-05

2024

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A consistent characteristic function-based test for conditional independence

Journal of econometrics, 2007-12, Vol.141 (2), p.807-834

2007

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Robustness checks and robustness tests in applied economics

Journal of econometrics, 2014-01, Vol.178, p.194-206

2014

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Trans fat consumption and aggression

PloS one, 2012-03, Vol.7 (3), p.e32175

2012

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SOME EXTENSIONS OF A LEMMA OF KOTLARSKI

Econometric theory, 2012-08, Vol.28 (4), p.925-932

2012

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

Econometric reviews, 2009-07, Vol.28 (4), p.372-375

2009

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

PloS one, 2015-07, Vol.10 (7), p.e0124451-e0124451

2015

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Automatic Block-Length Selection for the Dependent Bootstrap

Econometric reviews, 2004, Vol.23 (1), p.53-70

2004

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PLUS FACTORS AND AGREEMENT IN ANTITRUST LAW

Michigan law review, 2011-12, Vol.110 (3), p.393-436

2011

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Testing conditional independence via empirical likelihood

Journal of econometrics, 2014-09, Vol.182 (1), p.27-44

2014

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Higher-Order Approximations for Testing Neglected Nonlinearity

Neural computation, 2012-01, Vol.24 (1), p.273-287

2012

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Consequences of model misspecification for maximum likelihood estimation with missing data

Econometrics, 2019-09, Vol.7 (3), p.1-27

2019

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

BMJ open, 2012-01, Vol.2 (6), p.e000833

2012

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A Reality Check for Data Snooping

Econometrica, 2000-09, Vol.68 (5), p.1097-1126

White, Halbert

2000

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Nonparametric identification in nonseparable panel data models with generalized fixed effects

Journal of econometrics, 2012-06, Vol.168 (2), p.300-314

2012

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TESTING STRUCTURAL CHANGE IN PARTIALLY LINEAR MODELS

Econometric theory, 2010-12, Vol.26 (6), p.1761-1806

2010

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Tests of Conditional Predictive Ability

Econometrica, 2006-11, Vol.74 (6), p.1545-1578

2006

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Revisiting Tests for Neglected Nonlinearity Using Artificial Neural Networks

Neural computation, 2011-05, Vol.23 (5), p.1133-1186

2011

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Asymptotic Theory for Econometricians

2014

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Generalized information matrix tests for detecting model misspecification

Econometrics, 2016-12, Vol.4 (4), p.1-24

2016

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Testing a constant mean function using functional regression

Neural computing & applications, 2023-10, Vol.35 (29), p.21915-21934

2023

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

The review of economics and statistics, 1997-11, Vol.79 (4), p.540-550

1997

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VAR for VaR: Measuring tail dependence using multivariate regression quantiles

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

A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE

Finite Lag Estimation of Non-Markovian Processes

A consistent characteristic function-based test for conditional independence

Robustness checks and robustness tests in applied economics

Trans fat consumption and aggression

SOME EXTENSIONS OF A LEMMA OF KOTLARSKI

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

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

Automatic Block-Length Selection for the Dependent Bootstrap

PLUS FACTORS AND AGREEMENT IN ANTITRUST LAW

Testing conditional independence via empirical likelihood

Higher-Order Approximations for Testing Neglected Nonlinearity

Consequences of model misspecification for maximum likelihood estimation with missing data

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

A Reality Check for Data Snooping

Nonparametric identification in nonseparable panel data models with generalized fixed effects

TESTING STRUCTURAL CHANGE IN PARTIALLY LINEAR MODELS

Tests of Conditional Predictive Ability

Revisiting Tests for Neglected Nonlinearity Using Artificial Neural Networks

Asymptotic Theory for Econometricians

Generalized information matrix tests for detecting model misspecification

Testing a constant mean function using functional regression

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

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