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Publications Influence

Asymptotic theory for econometricians

- H. White
- Economics, Mathematics
- 1 December 1985

The Linear Model and Instrumental Variables Estimators. Consistency. Laws of Large Numbers. Asymptotic Normality. Central Limit Theory. Estimating Asymptotic Covariance Matrices. Functional Central… Expand

1,621 237

Tests of Conditional Predictive Ability

- R. Giacomini, H. White
- Mathematics, Computer Science
- 1 June 2003

TLDR

1,265 215- PDF

A Reality Check for Data Snooping

- H. White
- Mathematics
- 1 September 2000

Data snooping occurs when a given set of data is used more than once for purposes of inference or model selection. When such data reuse occurs, there is always the possibility that any satisfactory… Expand

1,519 202- PDF

Estimation, inference, and specification analysis

- H. White
- Computer Science, Mathematics
- 1 September 1996

TLDR

723 84

Can Mutual Fund 'Stars' Really Pick Stocks? New Evidence from a Bootstrap Analysis

- R. Wermers, Robert L. Kosowski, A. Timmermann, H. White
- Economics
- 2003

We apply an innovative bootstrap statistical technique to examine the performance of the U.S. equity mutual fund industry during the 1962 to 1994 period. Using this new method, we bootstrap the… Expand

497 76- PDF

Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap

- Ryan Sullivan, A. Timmermann, H. White
- Economics
- 1 October 1999

In this paper we utilize Whites Reality Check bootstrap methodology (White (1997)) to evaluate simple technical trading rules while quantifying the data-snooping bias and fully adjusting for its… Expand

939 67- PDF

A Unified Theory of Estimation and Inference for Nonlinear Dynamic Models

- J. Davidson, A. Gallant, H. White
- Mathematics
- 1 April 1988

2. The data generation process and optimization estimators 3. Consistency of optimization estimators 4. More on near epoch dependence 5. Asymptotic mormality 6. Estimating asymptotic cavariance… Expand

470 62

Universal approximation of an unknown mapping and its derivatives using multilayer feedforward networks

- K. Hornik, M. Stinchcombe, H. White
- Mathematics, Computer Science
- Neural Networks
- 1 October 1990

TLDR

1,625 48- PDF

Testing for neglected nonlinearity in time series models: A comparison of neural network methods and alternative tests

- Tae-Hwy Lee, H. White, C. W. J. Granger
- Computer Science, Mathematics
- 1 April 1993

TLDR

551 34- PDF

Connectionist nonparametric regression: Multilayer feedforward networks can learn arbitrary mappings

- H. White
- Mathematics, Computer Science
- Neural Networks
- 1 October 1990

TLDR

697 31