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Halbert White

Global rank #408 99%

Institution: Unknown

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: https://economics.ucsd.edu/faculty-and-research/in-memoriam/halbert/index.html

First Publication: 1978

Most Recent: 2018

RePEc ID: pwh17 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 0.00 0.00 0.00
Last 10 Years 0.00 0.50 1.68 0.00 2.68
All Time 1.68 35.86 19.10 0.00 99.04

Publication Statistics

Raw Publications 62
Coauthorship-Adjusted Count 59.91

Publications (62)

Year Article Journal Tier Authors
2018 DIRECTIONALLY DIFFERENTIABLE ECONOMETRIC MODELS Econometric Theory B 2
2016 Testing for monotonicity in unobservables under unconfoundedness Journal of Econometrics A 4
2016 A FLEXIBLE NONPARAMETRIC TEST FOR CONDITIONAL INDEPENDENCE Econometric Theory B 3
2015 VAR for VaR: Measuring tail dependence using multivariate regression quantiles Journal of Econometrics A 3
2015 Estimating nonseparable models with mismeasured endogenous variables Quantitative Economics B 3
2014 Causal discourse in a game of incomplete information Journal of Econometrics A 3
2014 A two-stage procedure for partially identified models Journal of Econometrics A 2
2014 Granger causality, exogeneity, cointegration, and economic policy analysis Journal of Econometrics A 2
2014 Testing conditional independence via empirical likelihood Journal of Econometrics A 2
2014 Robustness checks and robustness tests in applied economics Journal of Econometrics A 2
2014 Testing for separability in structural equations Journal of Econometrics A 2
2013 A WARP-SPEED METHOD FOR CONDUCTING MONTE CARLO EXPERIMENTS INVOLVING BOOTSTRAP ESTIMATORS Econometric Theory B 3
2012 Local indirect least squares and average marginal effects in nonseparable structural systems Journal of Econometrics A 3
2012 SOME EXTENSIONS OF A LEMMA OF KOTLARSKI Econometric Theory B 2
2012 Nonparametric identification in nonseparable panel data models with generalized fixed effects Journal of Econometrics A 2
2011 Generalized runs tests for the IID hypothesis Journal of Econometrics A 2
2011 Viewpoint: An extended class of instrumental variables for the estimation of causal effects Canadian Journal of Economics C 2
2011 Causal Diagrams for Treatment Effect Estimation with Application to Efficient Covariate Selection Review of Economics and Statistics A 2
2010 Testing for unobserved heterogeneity in exponential and Weibull duration models Journal of Econometrics A 2
2010 Testing a conditional form of exogeneity Economics Letters C 2
2010 The construction of empirical credit scoring rules based on maximization principles Journal of Econometrics A 2
2010 TESTING STRUCTURAL CHANGE IN PARTIALLY LINEAR MODELS Econometric Theory B 2
2008 Mixtures of t-distributions for finance and forecasting Journal of Econometrics A 4
2008 A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE Econometric Theory B 2
2007 A consistent characteristic function-based test for conditional independence Journal of Econometrics A 2
2006 Can Mutual Fund “Stars” Really Pick Stocks? New Evidence from a Bootstrap Analysis Journal of Finance A 4
2006 Time-series estimation of the effects of natural experiments Journal of Econometrics A 1
2005 A COMPARISON OF COMPLEMENTARY AUTOMATIC MODELING METHODS: RETINA AND PcGets Econometric Theory B 3
2004 Maximum likelihood and the bootstrap for nonlinear dynamic models Journal of Econometrics A 2
2004 Subsampling the distribution of diverging statistics with applications to finance Journal of Econometrics A 4
2003 A Flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA)* Oxford Bulletin of Economics and Statistics B 3
2003 Forecast evaluation with shared data sets International Journal of Forecasting B 3
2002 THE BOOTSTRAP OF THE MEAN FOR DEPENDENT HETEROGENEOUS ARRAYS Econometric Theory B 2
2001 S-estimation of nonlinear regression models with dependent and heterogeneous observations Journal of Econometrics A 2
2001 Dangers of data mining: The case of calendar effects in stock returns Journal of Econometrics A 3
2000 Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes Journal of Econometrics A 3
1999 Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap Journal of Finance A 3
1998 Nonparametric Adaptive Learning with Feedback Journal of Economic Theory A 2
1998 CENTRAL LIMIT AND FUNCTIONAL CENTRAL LIMIT THEOREMS FOR HILBERT-VALUED DEPENDENT HETEROGENEOUS ARRAYS WITH APPLICATIONS Econometric Theory B 2
1998 CONSISTENT SPECIFICATION TESTING WITH NUISANCE PARAMETERS PRESENT ONLY UNDER THE ALTERNATIVE Econometric Theory B 2
1997 Forecasting economic time series using flexible versus fixed specification and linear versus nonlinear econometric models International Journal of Forecasting B 2
1997 A Model Selection Approach To Real-Time Macroeconomic Forecasting Using Linear Models And Artificial Neural Networks Review of Economics and Statistics A 2
1996 Laws of Large Numbers for Hilbert Space-Valued Mixingales with Applications Econometric Theory B 2
1996 Information criteria for selecting possibly misspecified parametric models Journal of Econometrics A 2
1995 Comments on testing economic theories and the use of model selection criteria Journal of Econometrics A 3
1993 Testing for neglected nonlinearity in time series models : A comparison of neural network methods and alternative tests Journal of Econometrics A 3
1993 Determination of Estimators with Minimum Asymptotic Covariance Matrices Econometric Theory B 2
1992 Some Measurability Results for Extrema of Random Functions Over Random Sets Review of Economic Studies S 2
1989 Interval forecasting : An analysis based upon ARCH-quantile estimators Journal of Econometrics A 3
1988 Some Invariance Principles and Central Limit Theorems for Dependent Heterogeneous Processes Econometric Theory B 2
1985 Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties Journal of Econometrics A 2
1985 Abstracts of Working Papers in Economics: A Computer Searchable On-line Data Base Econometric Theory B 1
1985 A Unified Theory of Consistent Estimation for Parametric Models Econometric Theory B 2
1984 A Note on Computing the Heteroskedasticity Consistent Covariance Matrix Using Instrumental Variable Techniques. Oxford Bulletin of Economics and Statistics B 2
1983 Tests for model specification in the presence of alternative hypotheses : Some further results Journal of Econometrics A 3
1983 Editor's introduction Journal of Econometrics A 1
1982 Misspecified models with dependent observations Journal of Econometrics A 2
1982 Regularity conditions for cox's test of non-nested hypotheses Journal of Econometrics A 1
1982 Editor's introduction Journal of Econometrics A 1
1981 Conditional distributions of earnings, wages and hours for blacks and whites Journal of Econometrics A 2
1979 Optimal Investment in Schooling when Incomes are Risky. Journal of Political Economy S 3
1978 Unanticipated money, output, and prices in the small economy Economics Letters C 2