1. H. White: Asymptotic Theory For Econometricians. New York: Academic Press (1984).
2. A.R. Gallant and H. White: A Unified Theory of Estimation and Inference for Nonlinear Dynamic Models. Oxford: Basil Blackwell (1988). Postscript files. Chapter 1 Chapter 2 Chapter 3 Chapter 4 Chapter 5 Chapter 6 Chapter 7 Chapter 8
3. H. White: Estimation, Inference, and Specification Analysis. New York: Cambridge University Press (1994).
Edited Volumes
1. H. White: "Model Specification: Annals," Journal of Econometrics, 20 (1982).
2. H. White: "Non-Nested Models: Annals," Journal of Econometrics, 21 (1983).
3. W.A. Barnett, E. Berndt, H. White: International Symposia in Economic Theory and Econometrics, Vol. 3. New York: Cambridge University Press (1988).
4. H. White: Artificial Neural Networks: Approximation and Learning Theory. Oxford: Basil Blackwell (1992).
5. H. White: Advances in Econometric Theory: The Selected Works of Halbert White, Cheltenham: Edward Elgar (1998).
6. A.P. Refenes and H. White: "Neural Networks and Financial Economics," International Journal of Forecasting, 17 (1998).
7. R. Engle and H. White: Cointegration, Causality, and Forecasting: A Festschrift in Honour of Clive W.J. Granger. Oxford: Oxford University Press (1999).
8. Y.S. Abu-Mostafa, A.F. Atiya, M. Magdon-Ismail, and H. White: "Neural Networks in Financial Engineering," IEEE Transactions on Neural Networks 12 (2001).
9. H. White: New Perspectives in Econometric Theory: The Selected Works of Halbert White, Volume 2. Cheltenham: Edward Elgar, 2004.
Articles
1. H. White and A.P. Thirlwall: "U.S. Merchandise Imports and Dispersion of Demand," Applied Economics, 6, 275-292 (1974). PDF Version
2. L. Thurow and H. White: "Optimum Trade Restrictions and Their Consequences," Econometrica, 44, 777-786 (1976). PDF Version
3. L. Olson, H. M. Shefrin and H. White: "Optimal Investment in Schooling When Incomes Are Risky," Journal of Political economy, 87, 522-539 (1979). PDF Version
4. H. White: "Using Least Squares to Approximate Unknown Regression Functions," International Economic Review, 21, 149-170 (1980). PDF Version
5. G. MacDonald and H. White: "Some Large Sample Tests for Nonnormality in the Linear Regression Model," Journal of the American Statistical Association, 75, 16-27 (1980). PDF Version
6. H. White: "Nonlinear Regression on Cross-Section Data," Econometrica, 48, 721-746 (1980). PDF Version
7. H. White: "A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity," Econometrica, 48, 817-838 (1980). PDF Version
8. H. White: "Consequences and Detection of Misspecified Nonlinear Regression Models," Journal of the American Statistical Association, 76, 419-433 (1981). PDF Version
9. H. White and L. Olson: "Conditional Distribution of Earnings, Wages and Hours for Blacks and Whites," Journal of Econometrics, 17, 263-285 (1981). PDF Version
10. H. White: "Maximum Likelihood Estimation of Misspecified Models," Econometrica, 50, 1-25 (1982). PDF Version
11. H. White: "Instrumental Variables Regression with Independent Observations," Econometrica, 50, 483-500 (1982). PDF Version
12. C. Plosser, W. Schwert and H. White: "A Differencing As A Test of Specification," International Economic Review, 23, 535-552 (1982). PDF Version
13. H. White: "Regularity Conditions for Cox's Test of Non-nested Hypotheses," Journal of Econometrics, 19, 301-318 (1982). PDF Version
14. I. Domowitz and H. White: "Misspecified Models with Dependent Observations," Journal of Econometrics, 20, 35-50, (1982). PDF Version
15. R. Davidson, J. MacKinnon and H. White: "Tests for Model Specification in the Presence of Alternative Hypotheses: Some Further Results," Journal of Econometrics, 21, 53-70 (1983). PDF Version
16. H. White and I. Domowitz: "Nonlinear Regression with Dependent Observations," Econometrica, 52, 143-162 (1984). PDF Version
17. H. White: "Maximum Likelihood Estimation of Misspecified Dynamic Models," in T.K. Dijkstra, ed., Misspecification Analysis. New York: Springer-Verlag, 1-19 (1984). PDF Version
18. C. Bates and H. White: "A Unified Theory of Consistent Estimation for Parametric Models," Econometric Theory, 1, 151-178 (1985). PDF Version
19. J. MacKinnon and H. White: "Some Modified Heteroskedasticity Consistent Covariance Matrix Estimators with Improved Finite Sample Properties," Journal of Econometrics, 29, 305-325 (1985). PDF Version
20. H. White: "Instrumental Variables Analogs of Generalized Least Squares Estimators," Advances in Statistical Analysis and Statistical Computing, 1, 173-227 (1986). PDF Version
21. H. White: "Specification Testing in Dynamic Models," in Truman Bewley, ed., Advances in Econometrics. New York: Cambridge University Press (1987). Also appears in French as "Test de Specification dans les Modeles Dynamiques," Annales de l'INSEE, 59/60, 125-181 (1985). PDF Version
22. C. Bates and H. White: "Efficient Instrumental Variables Estimation of Systems of Implicit Heterogeneous Nonlinear Dynamic Equations with Nonspherical Errors," in W.A. Barnett, E. Berndt, H. White, eds., Dynamic Econometric Modelling. New York: Cambridge University Press, 3-26 (1988). PDF Version
23. J.M. Wooldridge and H. White: "Some Invariance Principles and Central Limit Theorems for Dependent Heterogeneous Processes," Econometric Theory, 4, 210-230 (1988). PDF Version
24. A.R. Gallant and H. White: "There Exists a Neural Network That Does Not Make Avoidable Mistakes," Proceedings of the Second Annual IEEE Conference on Neural Networks, I:657-664 (1988). PDF Version
25. H. White: "Economic Prediction Using Neural Networks:
The Case of IBM Daily Stock Returns," Proceedings of
the Second Annual IEEE Conference on Neural Networks, II:451-458.
(1988).
PDF Version
26. H. White: "The Encompassing Principle for Non-Nested Dynamic Model Specification," American Statistical AssociationProceedings of the Business and Economics Statistics Section, 101-109 (1988). PDF Version
27. C.W.J. Granger, H. White and M. Kamstra: "Interval Forecasting: An Analysis Based Upon ARCH-Quantile Estimators," Journal of Econometrics, 40, 87-96 (1989). PDF Version
28. K. Hornik, M. Stinchcombe and H. White: "Multilayer Feedforward Networks are Universal Approximators," Neural Networks, 2, 359-366 (1989). PDF Version
29. M. Stinchcombe and H. White: "Universal Approximation Using Feedforward Networks with Non-Sigmoid Hidden Layer Activation Functions," Proceedings of the International Joint Conference on Neural Networks, I: 612-617 (1989). PDF Version
30. C.W.J. Granger, C.-M. Kuan, M. Mattson and H. White: "Trends in Unit Energy Consumption: The Performance of End-Use Models," Energy, 14, 943-960 (1989). PDF Version
31. H. White: "A Consistent Model Selection Procedure Based on m-Testing," in C.W.J. Granger, ed., Modelling Economic Series: Readings in Econometric Methodology. Oxford: Oxford University Press, 369-403 (1989). PDF Version
32. H. White: "Some Asymptotic Results for Learning in Single Hidden Layer Feedforward Network Models," Journal of the American Statistical Association, 84, 1003-1013 (1989). PDF Version
33. H. White: "Learning in Artificial Neural Networks: A Statistical Perspective," Neural Computation, 1, 425-464 (1989). PDF Version
34. K. Hornik, M. Stinchcombe and H. White: "Universal Approximation of an Unknown Mapping and Its Derivatives Using Multilayer Feedforward Networks," Neural Networks, 3, 551-560 (1990). PDF Version
35. H. White: "Connectionist Nonparametric Regression: Multilayer Feedforward Networks Can Learn Arbitrary Mappings," Neural Networks, 3, 535-549 (1990). PDF Version
36. M. Stinchcombe and H. White: "Approximating and Learning Unknown Mappings Using Multilayer Feedforward Networks with Bounded Weights," in Proceedings of the International Joint Conference on Neural Networks, III: 7-16 (1990). PDF Version
37. H. White and J.M.Wooldridge: "Some Results for Sieve Estimation with Dependent Observations," in W. Barnett, J. Powell and G. Tauchen, eds., Nonparametric and Semi-Parametric Methods in Econometrics and Statistics. New York: Cambridge University Press, 459-493 (1991). PDF Version
38. H. White and M. Stinchcombe: "Adaptive Efficient Weighted Least Squares with Dependent Observations," in W. Stahel and S. Weisberg, eds., Directions in Robust Statistics and Diagnostics, IMA Volumes in Mathematics and Its Applications. New York: Springer-Verlag, 337-364 (1991). PDF Version
39. H. White: "Nonparametric Estimation of Conditional Quantiles Using Neural Networks," in Proceedings of the Symposium on the Interface. New York: Springer-Verlag, 190-199 (1992). PDF Version
40. M. Stinchcombe and H. White: "Some Measurability Results for Extrema of Random Functions over Random Sets," Review of Economic Studies, (1992). PDF Version
41. T.-H. Lee, H. White and C.W.J. Granger: "Testing for Neglected Nonlinearity in Time-Series Models: A Comparison of Neural Network Methods and Standard Tests," Journal of Econometrics, 56, 269-290 (1992). PDF Version
42. A.R. Gallant and H. White: "On Learning the Derivatives of an Unknown Mapping with Multilayer Feedforward Networks," Neural Networks, 5, 129-138 (1992). PDF Version
43. C.-S. James Chu and H. White: "A Direct Test For Changing Trends," Journal of Business and Economic Statistics, 10, 289-299 (1992). PDF Version
44. M. Stinchcombe and H. White: "Using Feedforward Networks to Distinguish Multivariate Populations," Proceedings of the International Joint Conference on Neural Networks, (1992). PDF Version
45. M. Plutowski and H. White: "Selecting Exemplars for Training Feedforward Networks From Clean Data," IEEE Transactions on Neural Networks, 4, 305-318 (1993). PDF Version
46. C. Bates and H. White: "Determination of Estimators with Minimum Asymptotic Covariance Matrices," Econometric Theory, 9, 633-648 (1993). PDF Version
47. C.-M. Kuan and H. White: "Artificial Neural Networks: An Econometric Perspective," Econometric Reviews, 13, 1-92 (1994). PDF Version
48. M. Goldbaum, P. Sample, H. White and R. Weinreb: "Interpretation of Automated Perimetry for Glaucoma by Neural Networks," Investigative Ophthamology and Visual Science, 35, 3362-3373 (1994). PDF Version
49. C.-M. Kuan, K. Hornik and H. White: "A Convergence Result for Learning in Recurrent Neural Networks," Neural Computation, 6, 420-440 (1994). PDF Version
50. C.-M. Kuan and H. White: "Adaptive Learning with Nonlinear Dynamics Driven by Dependent Processes," Econometrica, 62, 1087-1114 (1994). PDF Version
51. K. Hornik, M. Stinchcombe, H. White and P. Auer: "Degree of Approximation Results for Feedforward Networks Approximating Unknown Mappings and Their Derivatives," Neural Computation, 6, 1262-1274 (1994). PDF Version
52. H. White: "Parametric Statistical Estimation Using Artificial Neural Networks: A Condensed Discussion," in V. Cherkassky ed., From Statistics to Neural Networks: Theory and Pattern Recognition Applications. NATO-ASI Series F. New York: Springer-Verlag, 127-146 (1994). PDF Version
53. C.W.J. Granger, M.L. King and H. White: "Comments on Testing Economic Theories and the Use of Model Selection Criteria," Journal of Econometrics, 67, 173-188 (1995). PDF Version
54. S. Sakata and H. White: "An Alternative Definition of
Finite Sample Breakdown Point with Applications to Regression
Model Estimators," Journal of the American Statistical
Association, 90, 1099-1106 (1995).
PDF Version
55. J. Yukich, M. Stinchcombe and H. White: "Sup Norm Approximation Bounds for Networks Through Probabilistic Methods," IEEE Transactions on Information Theory, 41, 1021-1027 (1995). PDF Version
56. W. Baxt and H. White: "Bootstrapping Confidence Intervals for Clinical Input Variable Effects in a Network Trained to Identify the Presence of Acute Myocardial Infarction," Neural Computation, 7, 624-638 (1995). PDF Version
57. N. Swanson and H. White: "A Model Selection Approach to Assessing the Information in the Term Structure Using Linear Models and Artificial Neural Networks," Journal of Business and Economic Statistics, 13, 265-276 (1995). PDF Version
58. Y.-M. Hong and H. White: "Consistent Specification Testing Via Nonparametric Series Regression," Econometrica, 63, 1133-1160 (1995). PDF Version
59. V. Corradi and H. White: " Regularized Neural Networks:
Some Convergence Rate Results," Neural Computation,
7, 1201-1220 (1995).
PDF Version
60. H. White: "Parametric Statistical Estimation Using Artifical Neural Networks," in P. Smolensky, M.C. Mozer and D.E. Rumelhart, eds., Mathematical Perspectives on Neural Networks. HillDale, NJ: L. Erlbaum Associates, 719-775 (1996). PDF Version
61. C.-Y.Sin and H. White: "Information Criteria for Selecting Possibly Misspecified Parametric Models," Journal of Econometrics, 71, 207-225 (1996). PDF Version
62. M. Plutowski, G. Cottrell and H. White: "Experience with Selecting Examplars From Clean Data," Neural Networks, 9, 273-294 (1996). PDF Version
63. X. Chen and H. White: "Laws of Large Numbers for Hilbert Space-Valued Mixingales With Applications," Econometric Theory, 12, 284-304 (1996). PDF Version
64. C.-S. Chu, M. Stinchcombe and H. White: "Monitoring Structural Change," Econometrica, 64, 1045-1066 (1996). PDF Version
65. N. Swanson and H. White: "A Model Selection Approach to Real-Time Macroeconomic Forecasting Using Linear Models and Artificial Neural Networks," Review of Economics and Statistics, 79, 540-550 (1997). PDF Version
66. N. Swanson and H. White: "Forecasting Economic Time Series Using Flexible Versus Fixed and Linear Versus Nonlinear Econometric Models," International Journal of Forecasting, 13, 439-461 (1997). PDF Version
67. S. Sakata and H. White: "High Breakdown Point Conditional Dispersion Estimation with Application to S&P 500 Daily Returns Volatility," Econometrica 66, 529-568 (1998). PDF Version
68. X. Chen and H. White: "Central Limit and Functional Central Limit Theorems for Hilbert Space-Valued Dependent Processes," Econometric Theory 14, 260-284 (1998). PDF Version
69. M. Stinchcombe and H. White: "Consistent Specification Testing with Nuisance Parameters Present Only Under the Alternative," Econometric Theory, 14, 295-324(1998). PDF Version
70. X. Chen and H. White: "Nonparametric Learning With Feedback," Journal of Economic Theory, 82, 190-222 (1998). PDF Version
71. X. Chen and H. White: "Improved Rates and Asymptotic Normality for Nonparametric Neural Network Estimators," IEEE Transactions on Information Theory, 45, 682-691 (1999). PDF Version
72. V. Corradi and H. White: "Specification Tests for the Variance of a Diffusion," Journal of Time Series Analysis, 20, 253-270 (1999). PDF Version
73. R. Sullivan, A. Timmermann, and H. White: "Data Snooping, Technical Trading Rule Performance, and the Bootstrap," Journal of Finance, 54, 1647-1692 (1999). PDF Version
74. D. Ormoneit and H. White: "An Efficient Algorithm to Compute Maximum Entropy Densities," Econometric Reviews, 18, 127-141 (1999). PDF Version
75. H. White and Y.-M. Hong: "M-Testing Using Finite and Infinite Dimensional Parameter Estimators," in R. Engle and H. White, eds., Cointegration, Causality, and Forecasting: A Festschrift in Honor of Clive W.J. Granger. Oxford: Oxford University Press, 326-345 (1999). PDF Version
76. V. Corradi, N. Swanson, and H. White: "Testing for Stationarity-Ergodicity and for Comovement Between Nonlinear Discrete Time Markov Processes." Journal of Econometrics, 96, 39-73 (2000).
77. H. White: "A Reality Check For Data Snooping," Econometrica, 68, 1097-1127 (2000). PDF Version
78. S. Sakata and H. White: "S-Estimation of Nonlinear Regression Models With Dependent and Heterogenous Observations," Journal of Econometrics, 103, 5-72 (2001). PDF Version
79. T.H. Kim and H. White: "James-Stein Type Estimators in Large Samples With Application to the Least Absolute Deviations Estimator," Journal of the American Statistical Association, 96, 697-705 (2001). PDF Version
80. H. White and J. Racine: "Statistical Inference, The Bootstrap, and Neural Network Modeling With Application to Foreign Exchange Rates," IEEE Transactions on Neural Networks, 12, 1-19 (2001). PDF Version
81. R. Sullivan, A Timmermann, and H. White: "Dangers of Data Mining: The Case of Calendar Effects in Stock Returns," Journal of Econometrics, 105, 249-286 (2001). PDF Version
82. S. Bagley, H. White, and B. Golomb: "Logistic Regression in the Medical Literature: Standards for Use and Reporting with Particular Attention to One Medical Domain," Journal of Clinical Epidemiology, 54, 979-985 (2001). PDF Version
83. X. Chen and H. White: "Asymptotic Properties of Some Projection-Based Robbins-Monro Procedures in a Hilbert Space," Studies in Nonlinear Dynamics and Econometrics, 6, 1-53 (2002). PDF Version
84. S. Goncalves and H. White: "The Bootstrap of the Mean for Dependent Heterogenous Arrays,", Econometric Theory, 18, 1367-1384 (2002). PDF Version
85. T.H. Kim and H. White: "Estimation, Inference, and Specification Testing for Possibly Misspecified Quantile Regressions, in T. Fomby and R.C. Hill, eds., " Maximum Likelihood Estimation of Misspecified Models: Twenty Years Later. New York: Elsevier, 107-132 (2003). PDF Version
86. R. Sullivan, A. Timmermann, and H. White: "Scientific Progress With Data Sharing," International Journal of Forecasting, 19, 217-228 (2003). PDF Version
87. T. Perez-Amaral, G. Gallo, and H. White; "A Flexible Tool for Model Building: The Relevant Transformation of the Inputs Network Approach (RETINA)," Oxford Bulletin of Economics and Statistics, 65, 821-838 (2003). PDF Version
88. Golomb, B., M. Criqui, H. White: "Conceptual Foundations of the UCSD Statin Study: A Randomized Controlled Trial Assessing the Impact of Statins on Cognition, Behavior, and Biochemistry," Archives of Internal Medicine, 163, 153-162 (2004). PDF Version
89. J.M. Wooldridge and H. White: "Central Limit Theorems for Dependent Heterogeneous Processes with Trending Moments," in H. White ed., New Perspectives in Econometric Theory: The Selected Works of Halbert White. Cheltenham: Edward Elgar, 464-481 (2004). PDF Version
90. Golomb, B., M. Criqui, H. White, and J. Dimsdale: "The UCSD Statin Study: A Randomized Controlled Trial Assessing the Impact of Statins on Noncardiac Endpoints. Study Design," Controlled Clinical Trials, 25, 178-202 (2004). PDF Version
91. S. Goncalves and H. White: "Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models," Journal of Econometrics, 119, 199-219 (2004). PDF Version
92. T.H. Kim and H. White: "On More Robust Estimation of Skewness and Kurtosis," Finance Research Letters, 1, 56-70 (2004). PDF Version
93. D. Politis and H. White: "Automatic Block-Length Selection for the Dependent Bootstrap," Econometric Reviews, 23, 53-70 (2004). PDF Version
94. P. Bertail, C. Haefke, D. Politis, and H. White: "A Subsampling Approach to Estimating the Distribution of Diverging Statistics With Applications to Assessing Financial Market Risks," Journal of Econometrics, 120, 295-326 (2004). PDF Version
95. Y.-M. Hong and H. White: "Asymptotic Distribution theory for an Entropy-Based Measure of Serial Dependence," Econometrica, 73, 837-902 (2005). PDF Version
96. T.-H. Kim, D. Stone, and H. White: "Asymptotic and Bayesian Confidence Intervals for Sharpe Style Weights," Journal of Financial Econometrics, 3, 315-343 (2005). PDF Version
97. T. Perez-Amaral, G.M. Gallo, and H. White: "A Comparison of Complementary Automatic Modeling Methods: RETINA and PcGets," Econometric Theory, 21, 262-277 (2005). PDF Version
98. S. Goncalves and H. White: "Bootstrap Standard Error Estimates for Linear Regressions," Journal of the American Statistical Association, 100 970-979 (2005). PDF Version
99. H. White: "Approximate Nonlinear Forecasting Methods," in G. Elliott, C.W.J. Granger, and A. Timmermann, eds., Handbook of Economics Forecasting. New York: Elsevier, pp. 460-512 (2006). PDF Version
100. H. White: "Time Series Estimation of the Effects of Natural Experiments," Journal of Econometrics, 135, 527-566 (2006). PDF Version
101. R. Kosowski, A. Timmermann, H. White, and R. Wermers: "Can Mutual Fund 'Stars' Really Pick Stocks? New Evidence from a Bootstrap Analysis," Journal of Finance 61, 2551-2596(2006). PDF Version
102. R. Giacomini and H. White: "Tests of Conditional Predictive Ability," Econometrica 74, 1545-1578 (2006) . PDF Version
103. L. Su and H. White: "A Consistent Characteristic Function-Based Test for Conditional Dependence," Journal of Econometrics, 141, 807-837.. PDF Version
104. J.-S. Cho and H. White: "Testing for Regime Switching,"Econometrica, 75, 1671-1720 (2007) . PDF Version
105. H. Karimabadi, T. Sipeps, H. White, M. Marinucci, A. Dmitriev, J. Chao, J. Driscoll, and N. Balac: "Data Mining in Space Physics: The Mine Tool Algorithm," Journal of Geophysical Research, 112, A11215 (2007). PDF Version
106. R. Giacomini, A. Gottschling, C. Haefke, and H. White: "Mixtures of t-Distributions for Finance and Forecasting," Journal of Econometrics, 144, 175-192 (2008). PDF Version
107. B. Golomb, J. Dimsdale, H. White, J. Ritchie, and M. Criqui: "Reduction in Blood Pressure with Statins," Archives of Internal Medicine, 168, 721-727 (2008). PDF Version
108. L. Su and H. White: "A Nonparametric Hellinger Metric Test for Conditional Independence," Econometric Theory (forthcoming). PDF Version
109. R. Lieli and H. White: "The Construction of Empirical Credit Scoring Models Based on Maximation Principles," Journal of Econometrics (forthcoming). PDF Version
110. H. White and P. Kennedy: "Retrospective Estimation of Causal Effects Through Time," in J. Castle and N. Shephard (eds.) A Festschrift in Honour of David Hendry. Oxford: Oxford University Press (forthcoming). PDF Version
111. H. White, T.-H. Kim, and S. Manganelli: "Modeling Autoregressive Conditional Skewness and Kurtosis with Multi-Quantile CAViaR," A Festschrift in HOnor of Robert F. Engle (forthcoming).
112. A. Kane, T.-H. Kim, and H. White: "Active Portfolio Management: The Power of the Traynor-Black Model,"t in C. Kyrtsou, ed., Progress in Financial Markets Research. New York: Nova Publishers (forthcoming). PDF Version
Short Articles, Notes and Comments
1. W.M. Cox and H. White: "Unanticipated Money, Output and Prices in the Small Economy," Economic Letters, 1, 23-27 (1978). PDF Version
2. H. White: "Comment on The Unification of the Asymptotic Theory of Nonlinear Models'," Econometric Reviews, 1, 201-205 (1982). PDF Version
3. K. Messer and H. White: "A Note on Computing the Heteroskedasticity Consistent Covariance Matrix Using Instrumental Variable Techniques," Oxford Bulletin of Economics and Statistics, 46, 181-184 (1984). PDF Version
4. H. White: "Comment on Tests of Specification in Econometrics' by Paul A. Ruud," Econometric Reviews, 3, (1985). PDF Version
5. H. White: "Misspecification, Tests for," Encyclopedia of the Statistical Sciences, v. 5. New York: Wiley, 552-555 (1985). PDF Version
6. H. White: "Least Squares," The New Palgrave. London: MacMillian (1987). PDF Version
7. H. White: "Some Asymptotic Results for Back-Propagation," Proceedings of the First Annual IEEE Conference on Neural Networks, III:261-266 (1987). PDF Version
8. H. White: "A Misspecified Model," Econometric Theory 3, 306 (1987).
9. H. White: "White Tests of Misspecification," Encyclopedia of the Statistical Sciences, v. 9. New York: Wiley 594-596 (1988). PDF Version
10. H. White: "An Additional Hidden Unit Test for Neglected Nonlinerarity in Multilayer Feedforward Networks," Proceedings of The International Joint Conference on Neural Networks, II:451-455. (1989). PDF Version
11. H. White: "Neural Network Learning and Statistics," AI Expert, 4, 48-52 (1989). PDF Version
12. C.-M. Kuan and H. White: "Some Convergence Results for Learning in Recurrent Neural Networks," in K.S. Narendra, etc., Proceedings of the Sixth Yale Workshop on Adaptive Learning Systems," 103-109 (1990). PDF Version
13. H. White: "Comment on Basic Structure of the Asymptotic Theory in Dynamic Nonlinear Econometric Models. II. Asymptotic Normality," Econometric Reviews, 10, 345-348 (1991). PDF Version
14. J. Boyd and H. White: "Estimating Data Dispersion Using Neural Networks," Proceedings of the 1994 IEEE Congress On Computational Intelligence. PDF Version
15. M. Plutowski, S. Sakata and H. White: "Cross-Validation Estimates Integrated Mean Squared Error," in J. Cowan, G. Tesauro, and J. Alspector, eds., Advances in Neural Information Processing Systems 6. San Francisco: Morgan Kaufmann, 391-398 (1994). PDF Version
16. M. Plutowski, G. Cottrell and H. White: "Learning Mackey-Glass from 25 Examples, Plus or Minus 2," in J. Cowan, G. Tesauro, and J. Alspector, eds., Advances in Neural Information Processing Systems 6, San Francisco: Morgan Kaufmann, 1135-1142 (1994). PDF Version
17. H. White: "A Useful Result for Lipschitz Functions of Mixingales," Econometric Theory, 14, 687 (1998). PDF Version
18. H. White: "Comments on 'A Nonparametric Test for Nonlinear Cointegration' by Jorg Breitung," in A.-P. Refenes, A. Burgess, and J. Joody (eds.) Decision Technologies for Computational Finance. Boston: Kluwer (1998). PDF Version
19. S. Sakata and H. White: "Breakdown Point," Encyclopedia of the Statistical Sciences, vol. 2. New York: Wiley, 84-89.. PDF Version
20. H. White, R. Marshall, and P. Kennedy: "The Measurement of Economic Damages in Antitrust Civil Litigation," Antitrust Law Economics Committee Newsletter, 6, 17-22 (2006).
21. B. Golomb, J. Dimsdale, H. White, and M. Criqui: "Do Low Does Statins Affect Cognition? Results of the UCSD Statin Study," Circulation Supplement, 114, II-289 (2006).
22. J.A. Hausman and H. White: "Hausman Tests," Encyclopedia of the Social Sciences, 2nd ed. (forthcoming).
Submitted Papers
1. L. Su and H. White: "Testing Conditional Independence via Empirical Likelihood," submitted to Econometrica (revision requested) .
2. K. Chalak and H. White: "An Extended Class of Instrumental Variables for the Estimation of Causal Effects," submitted to Review of Economic Studies . PDF Version
3. B. Golomb, J. Ritchie, J. Dennenberg, H. White and J. Dimsdale: "The UCSD Statin Study: Subject Characteristics and Study Experience," submitted to Contemporary Clinical Trials.
4. J.S. Cho and H. White: "Generalized Runs Tests for the IID Hypothesis," submitted to Econometrica.
5. L. Su and H. White: "Testing Structural Change in Partially Linear Models," submitted to Econometric Theory (revision requested).
6. R. Giacomini, D. Politis and H. White: "A Warp-Speed Method for Conducting Monte Carlo Experiments Involving Bootstrap Estimators," submitted to Econometric Theory.
7. H. White and K. Chalak: "Settable Systems: An Extension of Pearl's Causal Model with Optimization, Equilibrim and Learning," revision submitted to Journal of Machine Learning Research. PDF Version
8. S. Schennach, K. Chalak and H. White: "Estimating Average Marginal Effects in Nonseparable Structural Systems," submitted to Econometrica.
9. A. Kane, T.-H. Kim, and H. White: "Forecast Precision and Portfolio Performance," submitted to Journal of Financial Econometrics.
10. B. Golomb, H. White, J. Dimsdale, M. Evans, X. Lu, and M. Criqui: "Sex-Specific Effects of Statins and Aggression: Results from the UCSD Statin Study, A Randomized Trial," submitted to Archives of Internal Medicine.
11. H. White and K. Chalak: "Identifying Effects of Endogenous Causes in Nonspearable Systems Using Covariates," submitted to Journal of Econometrics.
12. T.-H. Kim and H. White: "Bootstrapping the Shrinkage Least Absolute Deviations Estimators," submitted to The Manchester School.
13. J.-S. Cho and H. White: "Testing for Unobserved Heterogeneity in Exponential and Weibull Duration Models," submitted to Econometrica
14. B. Golomb, M. Evans, H. White, and J. Dimsdale, "Trans Fat Consumption and Aggression," submitted to the Journal of the American Medical Association.
15. B. Golomb, J. Dimsdale, H. White, M. Evans, M. Taylor, and M. Criqui: "Effects of Statins on Cognition: Results from the UCSD Statin Study, A Randomized Trial and Analysis Considering Risk and Benefit," submitted to PLoS Medicine.
16. H. White and X. Lu, "Granger Causality and Dynamic Structural System," submitted to Econometrica.