Halbert White

14 catalog papers. Identity-linked publications and additional name matches are distinguished below.

OpenAlex: A5103455390

Publications

• Testing for Regime Switching — Econometrica 2007
• Can Mutual Fund “Stars” Really Pick Stocks? New Evidence from a Bootstrap Analysis — The Journal of Finance 2006
• Tests of Conditional Predictive Ability — Econometrica 2006
• Bootstrap Standard Error Estimates for Linear Regression — Journal of the American Statistical Association 2005
• Asymptotic Distribution Theory for Nonparametric Entropy Measures of Serial Dependence — Econometrica 2005
• James-Stein-Type Estimators in Large Samples With Application to the Least Absolute Deviations Estimator — Journal of the American Statistical Association 2001
• A Reality Check for Data Snooping — Econometrica 2000
• Data-Snooping, Technical Trading Rule Performance, and the Bootstrap — The Journal of Finance 1999
• An Alternative Definition of Finite-Sample Breakdown Point with Applications to Regression Model Estimators — Journal of the American Statistical Association 1995
• Some Measurability Results for Extrema of Random Functions Over Random Sets — The Review of Economic Studies 1992
• Some Asymptotic Results for Learning in Single Hidden-Layer Feedforward Network Models — Journal of the American Statistical Association 1989
• Consequences and Detection of Misspecified Nonlinear Regression Models — Journal of the American Statistical Association 1981
• Some Large-Sample Tests for Nonnormality in the Linear Regression Model — Journal of the American Statistical Association 1980
• Optimal Investment in Schooling When Incomes Are Risky — Journal of Political Economy 1979