Halbert White

Q: What Schools Are Affiliated With Halbert White

Halbert White is affiliated with the following schools: University of California, Berkeley, University of California, San Diego, Princeton University, Massachusetts Institute of Technology, Queen Mary University of London

Halbert White's AcademicInfluence.com Rankings

Halbert White

Economics

#442

World Rank

#545

Historical Rank

#266

USA Rank

Econometrics

#14

World Rank

#15

Historical Rank

USA Rank

economics Degrees

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Economics

Why Is Halbert White Influential?

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According to Wikipedia, Halbert Lynn White Jr. was the Chancellor’s Associates Distinguished Professor of Economics at the University of California, San Diego, and a Fellow of the Econometric Society and the American Academy of Arts and Sciences.

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Halbert White's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity (1980) (24917)
Multilayer feedforward networks are universal approximators (1989) (19053)
Maximum Likelihood Estimation of Misspecified Models (1982) (4962)
Universal approximation of an unknown mapping and its derivatives using multilayer feedforward networks (1990) (1944)
Asymptotic theory for econometricians (1985) (1711)
A Reality Check for Data Snooping (2000) (1692)
Tests of Conditional Predictive Ability (2003) (1463)
Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties☆ (1985) (1361)
Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap (1999) (1041)
Learning in Artificial Neural Networks: A Statistical Perspective (1989) (1030)
Estimation, inference, and specification analysis (1996) (893)
FEED FORWARD NETWORKS ARE UNIVERSAL APPROXIMATORS (1989) (784)
Connectionist nonparametric regression: Multilayer feedforward networks can learn arbitrary mappings (1990) (734)
Automatic Block-Length Selection for the Dependent Bootstrap (2004) (729)
Economic prediction using neural networks: the case of IBM daily stock returns (1988) (705)
Testing for neglected nonlinearity in time series models: A comparison of neural network methods and alternative tests (1993) (613)
Artificial neural networks: an econometric perspective ∗ (1994) (516)
A Unified Theory of Estimation and Inference for Nonlinear Dynamic Models (1988) (502)
Using Least Squares to Approximate Unknown Regression Functions (1980) (502)
On More Robust Estimation of Skewness and Kurtosis: Simulation and Application to the S&P500 Index (2003) (470)
Some Asymptotic Results for Learning in Single Hidden-Layer Feedforward Network Models (1989) (462)
Artificial Neural Networks: Approximation and Learning Theory (1992) (448)
Nonlinear Regression with Dependent Observations (1984) (419)
A Model Selection Approach to Real-Time Macroeconomic Forecasting Using Linear Models and Artificial Neural Networks (1997) (381)
TESTS FOR MODEL SPECIFICATION IN THE PRESENCE OF ALTERNATIVE HYPOTHESES Some Further Results (1983) (376)
Monitoring Structural Change (1996) (375)
CONSISTENT SPECIFICATION TESTING WITH NUISANCE PARAMETERS PRESENT ONLY UNDER THE ALTERNATIVE (1998) (364)
Instrumental Variables Regression with Independent Observations (1982) (338)
Consequences and Detection of Misspecified Nonlinear Regression Models (1981) (327)
On learning the derivatives of an unknown mapping with multilayer feedforward networks (1992) (322)
NONLINEAR REGRESSION ON CROSS-SECTION DATA (1980) (311)
Information criteria for selecting possibly misspecified parametric models (1996) (308)
Correction to “Automatic Block-Length Selection for the Dependent Bootstrap” by D. Politis and H. White (2009) (297)
Dangers of data mining: the case of calendar effects in stock returns (2001) (284)
Universal approximation using feedforward networks with non-sigmoid hidden layer activation functions (1989) (283)
A Model-Selection Approach to Assessing the Information in the Term Structure Using Linear Models and Artificial Neural Networks (1995) (278)
Forecasting economic time series using flexible versus fixed specification and linear versus nonlinear econometric models (1997) (257)
Cointegration, causality, and forecasting : a festschrift in honour of Clive W.J. Granger (1999) (246)
Consistent Specification Testing via Nonparametric Series Regression (1995) (243)
An additional hidden unit test for neglected nonlinearity in multilayer feedforward networks (1989) (243)
Robustness checks and robustness tests in applied economics (2014) (241)
Some Invariance Principles and Central Limit Theorems for Dependent Heterogeneous Processes (1988) (214)
There exists a neural network that does not make avoidable mistakes (1988) (214)
A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE (2008) (191)
Estimation, Inference and Specification Analysis. (1996) (191)
Degree of Approximation Results for Feedforward Networks Approximating Unknown Mappings and Their Derivatives (1994) (188)
A WARP-SPEED METHOD FOR CONDUCTING MONTE CARLO EXPERIMENTS INVOLVING BOOTSTRAP ESTIMATORS (2013) (179)
Comments on testing economic theories and the use of model selection criteria (1995) (178)
Misspecified models with dependent observations (1982) (178)
Improved Rates and Asymptotic Normality for Nonparametric Neural Network Estimators (1999) (164)
Testing for Regime Switching (2007) (162)
Selecting concise training sets from clean data (1993) (160)
Effects of statins on energy and fatigue with exertion: results from a randomized controlled trial. (2012) (157)
A Consistent Characteristic-Function-Based Test for Conditional Independence (2003) (154)
HIGH BREAKDOWN POINT CONDITIONAL DISPERSION ESTIMATION WITH APPLICATION TO S&P 500 DAILY RETURNS VOLATILITY (1998) (151)
ASYMPTOTIC DISTRIBUTION THEORY FOR NONPARAMETRIC ENTROPY MEASURES OF SERIAL DEPENDENCE (2005) (139)
Regularity conditions for cox's test of non-nested hypotheses (1982) (138)
Reduction in blood pressure with statins: results from the UCSD Statin Study, a randomized trial. (2008) (137)
Approximating and learning unknown mappings using multilayer feedforward networks with bounded weights (1990) (128)
Some Large-Sample Tests for Nonnormality in the Linear Regression Model (1980) (127)
Bootstrap Standard Error Estimates for Linear Regression (2005) (127)
Interval forecasting. An analysis based upon ARCH-quantile estimators (1989) (122)
Advances in Econometrics: Specification testing in dynamic models (1987) (113)
Approximate Nonlinear Forecasting Methods (2006) (107)
Nonparametric Estimation of Conditional Quantiles Using Neural Networks (1992) (100)
Nonparametric Identification in Nonseparable Panel Data Models with Generalized Fixed Effects (2009) (98)
Bootstrapping Confidence Intervals for Clinical Input Variable Effects in a Network Trained to Identify the Presence of Acute Myocardial Infarction (1995) (91)
An Extended Class of Instrumental Variables for the Estimation of Causal Effects (2011) (91)
Dangers of Data-Driven Inference: The Case of Calendar Effects in Stock Returns (1998) (89)
THE BOOTSTRAP OF THE MEAN FOR DEPENDENT HETEROGENEOUS ARRAYS (2001) (87)
The older the better: are elderly study participants more non-representative? A cross-sectional analysis of clinical trial and observational study samples (2012) (85)
Neural-network learning and statistics (1989) (85)
A Direct Test for Changing Trend (1992) (83)
An efficient algorithm to compute maximum entropy densities (1999) (78)
Dynamic Econometric Modeling (1988) (77)
"A flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach" (RETINA)". (2003) (76)
Association between more frequent chocolate consumption and lower body mass index. (2012) (71)
James-Stein-Type Estimators in Large Samples With Application to the Least Absolute Deviations Estimator (2000) (68)
Granger Causality and Dynamic Structural Systems (2010) (68)
Testing Conditional Independence Via Empirical Likelihood (2014) (67)
Settable Systems: An Extension of Pearl's Causal Model with Optimization, Equilibrium, and Learning (2009) (66)
Time-series estimation of the effects of natural experiments (2006) (64)
A Unified Theory of Consistent Estimation for Parametric Models (1985) (61)
Differencing as a Test of Specification (1982) (60)
Consideration of Trends in Time Series (2011) (59)
A Convergence Result for Learning in Recurrent Neural Networks (1994) (59)
Conceptual foundations of the UCSD Statin Study: a randomized controlled trial assessing the impact of statins on cognition, behavior, and biochemistry. (2004) (58)
Cross-Validation Estimates IMSE (1993) (58)
The UCSD Statin Study: a randomized controlled trial assessing the impact of statins on selected noncardiac outcomes. (2004) (52)
Some Measurability Results for Extrema of Random Functions Over Random Sets (1992) (52)
ADAPTIVE LEARNING WITH NONLINEAR DYNAMICS DRIVEN BY DEPENDENT PROCESSES (1994) (52)
Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes (2000) (51)
SOME EXTENSIONS OF A LEMMA OF KOTLARSKI (2012) (50)
Statistical inference, the bootstrap, and neural-network modeling with application to foreign exchange rates (2001) (49)
Local indirect least squares and average marginal effects in nonseparable structural systems (2012) (46)
Introduction to the special issue on neural networks in financial engineering (2001) (46)
Specification Tests for the Variance of a Diffusion (1999) (45)
Linking Granger Causality and the Pearl Causal Model with Settable Systems (2009) (45)
Learning Mackey-Glass from 25 Examples, Plus or Minus 2 (1993) (43)
Causal Diagrams for Treatment Effect Estimation with Application to Efficient Covariate Selection (2011) (43)
Nonparametric Adaptive Learning with Feedback (1998) (42)
Sup-norm approximation bounds for networks through probabilistic methods (1995) (40)
Optimal Investment in Schooling When Incomes Are Risky (1979) (40)
VAR for VaR: measuring systemic risk using multivariate regression quantiles (2010) (40)
Trans Fat Consumption and Aggression (2012) (39)
Chapter 9 Approximate Nonlinear Forecasting Methods (2006) (38)
Revisiting Tests for Neglected Nonlinearity Using Artificial Neural Networks (2011) (37)
A COMPARISON OF COMPLEMENTARY AUTOMATIC MODELING METHODS: RETINA AND PcGets (2005) (37)
Plus Factors and Agreement in Antitrust Law (2011) (37)
An Alternative Definition of Finite-Sample Breakdown Point with Applications to Regression Model Estimators (1995) (36)
Experience with selecting exemplars from clean data (1996) (32)
A consistent model selection procedure based on m-testing (2005) (32)
Laws of Large Numbers for Hilbert Space-Valued Mixingales with Applications (1996) (32)
The construction of empirical credit scoring rules based on maximization principles (2010) (32)
Subsampling the distribution of diverging statistics with applications to finance (2004) (31)
Testing a conditional form of exogeneity (2010) (30)
Mixtures of t-distributions for Finance and Forecasting (2008) (30)
A FLEXIBLE NONPARAMETRIC TEST FOR CONDITIONAL INDEPENDENCE (2013) (30)
New Directions in Information Matrix Testing: Eigenspectrum Tests (2013) (30)
Studying the Effects of ACGME Duty Hours Limits on Resident Satisfaction: Results From VA Learners' Perceptions Survey (2010) (30)
Asymptotic Properties of Some Projection-based Robbins-Monro Procedures in a Hilbert Space (2002) (29)
S-estimation of nonlinear regression models with dependent and heterogeneous observations (2001) (28)
TESTING STRUCTURAL CHANGE IN PARTIALLY LINEAR MODELS (2010) (28)
Identification and Identification Failure for Treatment Effects Using Structural Systems (2013) (27)
Some Further Results on Tests for Model Specification in the Presence of Alternative Hypotheses (1982) (27)
Causality, Conditional Independence, and Graphical Separation in Settable Systems (2012) (26)
Regularized Neural Networks: Some Convergence Rate Results (1995) (26)
Statin Effects on Aggression: Results from the UCSD Statin Study, a Randomized Control Trial (2015) (24)
Higher-Order Approximations for Testing Neglected Nonlinearity (2012) (24)
Conditional Independence Specification Testing for Dependent Processes with Local Polynomial Quantile Regression (2012) (23)
Generalized Information Matrix Tests for Detecting Model Misspecification (2016) (23)
Determination of Estimators with Minimum Asymptotic Covariance Matrices (1993) (23)
CHAPTER VIII – Directions For Further Study (1984) (22)
Estimating Nonseparable Models with Mismeasured Endogenous Variables (2015) (22)
Testing for separability in structural equations (2014) (21)
Maximum Likelihood Estimation of Misspecified Dynamic Models (1984) (20)
Estimation, Inference and Specification Analysis: Applications of m-Testing (1994) (19)
Parametric Statistical Estimation with Artificial Neural Networks: A Condensed Discussion (1994) (19)
Retrospective Estimation of Causal E¤ects Through Time (2007) (18)
Reply to comments on “artificial neural networks: an econometric perspective“ (1994) (18)
A Unified Framework for Defining and Identifying Causal Effects (2006) (18)
Estimating average marginal effects in nonseparable structural systems (2007) (17)
Corrigendum [Maximum Likelihood Estimation of Misspecified Models] (1983) (16)
GRANGER CAUSALITY AND STRUCTURAL CAUSALITY IN CROSS-SECTION AND PANEL DATA (2016) (15)
Testing for unobserved heterogeneity in exponential and Weibull duration models (2010) (14)
Identifying Structural Effects in Nonseparable Systems Using Covariates (2008) (14)
Specification Testing for Nonparametric Structural Models with Monotonicity in Unobservables (2011) (14)
Testing correct model specification using extreme learning machines (2011) (13)
Adaptive Efficient Weighted Least Squares With Dependent Observations (1991) (13)
Dynamic econometric modeling: Efficient instrumental variables estimation of systems of implicit heterogeneous nonlinear dynamic equations with nonspherical errors (1988) (12)
Closed Form Integration of Artificial Neural Networks with Some Applications to Finance (2000) (12)
Recent advances and future directions in causality, prediction, and specification analysis : essays in honor of Halbert L. White Jr (2013) (12)
Inference on Risk-Neutral Measures for Incomplete Markets (2009) (12)
Abstract 1501: Do Low Dose Statins Affect Cognition? Results of the UCSD Statin Study (2006) (12)
Active portfolio management: The power of the Treynor-Black model (2012) (11)
Mathematical Proofs for "Testing for Neglected Nonlinearity Using Twofold Unidentified Models under the Null and Hexic Expansions" (2013) (11)
Generalized runs tests for the IID hypothesis (2011) (11)
M-Testing Using Finite and Infinite Dimensional Parameter Estimators (1999) (11)
Independence and Conditional Independence in Causal Systems (2007) (10)
Testing monotonicity in unobservables with panel data (2016) (9)
DIRECTIONALLY DIFFERENTIABLE ECONOMETRIC MODELS (2017) (9)
Strong Convergence of Recursive M-Estimators for Models with Dynamic Latent Variables (1991) (9)
U.S. merchandise imports and the dispersion of demand (1974) (9)
Conceptual Foundations of the UCSD Statin Study (2004) (8)
Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing (2014) (8)
Dynamic Econometric Modeling: Investment and sales: some empirical evidence (1988) (7)
Estimating Misspecified Moment Inequality Models (2013) (7)
A two-stage procedure for partially identified models (2014) (7)
Causal Discourse in a Game of Incomplete Information (2014) (7)
Conditional distributions of earnings, wages and hours for blacks and whites (1981) (7)
A Note on Computing the Heteroskedasticity Consistent Covariance Matrix Using Instrumental Variable Techniques (2009) (6)
MLP'S ARE UNIVERSAL APPROXIMATORS (1989) (6)
Recursive M-estimation, nonlinear regression and neural network learning with dependent observations (1990) (6)
Consequences of Model Misspecification for Maximum Likelihood Estimation with Missing Data (2019) (6)
Identi cation and Identi cation Failure for Treatment E ¤ ects using Structural Systems (2011) (5)
Advances in Econometric Theory: The Selected Works of Halbert White (1999) (5)
The UCSD Statin Study (2004) (4)
OPTIMUM TRADE RESTRICTIONS AND THEIR CONSEQUENCES (1976) (4)
New perspectives in econometric theory (2004) (4)
Correction: Some Asymptotic Results for Learning in Single Hidden-Layer Feedforward Network Models (1992) (4)
Scientic Progress with Data Sharing (1999) (4)
Identification with Conditioning Instruments in Causal Systems (2007) (4)
ESTIMATING THE EFFECTS OF NATURAL EXPERIMENTS (2005) (4)
Testing for a Constant Mean Function using Functional Regression (2008) (3)
Trends in unit energy consumption: The performance of end-use models (1989) (3)
Supplements to "Directionally Differentiable Econometric Models" (2017) (2)
A Uni ed Framework for De ning and Identifying Causal E ¤ ects (2006) (2)
Parametric and Nonparametric Estimation of Covariate-Conditioned Average Causal Effects (2005) (2)
Forecast Precision and Portfolio Performance (2010) (2)
A Misspecified Model (1987) (2)
CHAPTER V – Central Limit Theory (1984) (2)
An Alternative Proof That OLS is BLUE (2012) (2)
A Comparison of Pearl s Causal Models and Settable Systems (2007) (2)
CHAPTER VI – Estimating Asymptotic Covariance Matrices (1984) (1)
Estimation, Inference and Specification Analysis: Conclusion (1994) (1)
Bootstrapping the Shrinkage Least Absolute Deviations Estimator (2010) (1)
Nonparametric Identification in Dynamic Nonseparable Panel Data Models (2013) (1)
A REALITY CHECK FOR DATA SNOOPING BY HALBERT WHITE (2005) (1)
CHAPTER IV – Asymptotic Normality (1984) (1)
CHAPTER II – Consistency (1984) (1)
Misspecification, Tests for (2004) (1)
Probability Densities, Likelihood Functions and Quasi-Maximum Likelihood Estimators (1994) (0)
Causality , Conditional Exogeneity , and Granger Causality (2007) (0)
Misspecification, Test for (2006) (0)
Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models - eScholarship (2000) (0)
Bibliographical note: A major collection of early works on political economy (1953) (0)
Learning in recurrent neural networks (1991) (0)
Remarks for the Clive Granger Memorial, July 31, 2009 (2010) (0)
Abstracts of Working Papers in Economics: A Computer Searchable On-line Data Base (1985) (0)
CHAPTER III – Laws of Large Numbers (1984) (0)
Comments on “A Nonparametric Test For Nonlinear Cointegration” By Jörg Breitung (1998) (0)
Estimation, Inference and Specification Analysis: Asymptotic Efficiency (1994) (0)
Notations in "Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing" by Cho and White (2014) (2014) (0)
USING FEEDFORWARD NETWOW TO DISTINGUEE MULTIVARIATE POPULATIONS (1992) (0)
Consistency of OLS (1987) (0)
Estimation, Inference and Specification Analysis: Correctly Specified Models of Conditional Expectation (1994) (0)
Neural network representation and learning of mappings and their derivatives (1991) (0)
Estimation, Inference and Specification Analysis: Appendix 1 (1994) (0)
Advances in econometric theory (1998) (0)
A MAJOR COLLECTION OF EARLY WORKS ON POLITICAL ECONOMY (1952) (0)
Estimation, Inference and Specification Analysis: Consistency of the QMLE (1994) (0)
Think If He'd Bought Apple Then (2000) (0)
Cross-Validation Estimates ISME (1993) (0)
Dynamic econometric modeling: Editors' introduction (1988) (0)
Misspecification, White Tests of † (2014) (0)
Estimation, Inference and Specification Analysis: Frontmatter (1994) (0)
Monitoring Structural Change Chia-Shang (2008) (0)
634 CHARLES E. BA TES AND HALBERT WHITE (2001) (0)
Supplementary Material for “ Testing for Monotonicity in Unobservables under Unconfoundedness ” (2016) (0)
TESTS OF CONDITIONAL PREDICTIVE ABILITY BY RAFFAELLA GIACOMINI AND (2003) (0)
Letters to the editor (1993) (0)
CHAPTER I – The Linear Model and Instrumental Variables Estimators (1984) (0)
CHAPTER VII – Efficient Estimation with Estimated Error Covariance Matrices (1984) (0)
Comment on basic structure of the asymptotic theory in dynamic nonlinear econometric models. ii. asymptotic normality (1991) (0)
Corrigenda: Some Large-Sample Tests for Nonnormality in the Linear Regression Model (1981) (0)
Estimation, Inference and Specification Analysis: Introductory Remarks (1994) (0)
Estimation, Inference and Specification Analysis: Information Matrix Testing (1994) (0)
Estimation, Inference and Specification Analysis: Specification Testing Via m-Tests (1994) (0)
Estimation, Inference and Specification Analysis: Hypothesis Testing and Asymptotic Covariance Matrix Estimation (1994) (0)
Estimation, Inference and Specification Analysis: The Asymptotic Distribution of the QMLE and the Information Matrix Equality (1994) (0)
Correctly Specified Models of Density (1994) (0)
INV ARIANCE PRINCIPLES 211 (2001) (0)
Estimation, Inference and Specification Analysis: Appendix 3 (1994) (0)

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What Schools Are Affiliated With Halbert White?

Halbert White is affiliated with the following schools: