Details about Halbert White

E-mail:
Homepage:	http://www.econ.ucsd.edu/~mbacci/white/
Workplace:	Department of Economics, University of California-San Diego (UCSD), (more information at EDIRC)

Access statistics for papers by Halbert White.

Last updated 2009-11-14. Update your information in the RePEc Author Service.

Short-id: pwh17

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Working Papers

2009

1. Generalized Runs Test for the IID Hypothesis
   Discussion Paper Series, Institute of Economic Research, Korea University
2. Testing for Unobserved Heterogeneity in Exponential and Weibull Duration Models
   Discussion Paper Series, Institute of Economic Research, Korea University
3. Testing for a Constant Mean Function using Functional Regression
   Discussion Paper Series, Institute of Economic Research, Korea University

2008

4. Independence and Conditional Independence in Causal Systems
   Boston College Working Papers in Economics, Boston College Department of Economics View citations
5. Modeling autoregressive conditional skewness and kurtosis with Multi-quantile CAViaR
   Working Paper Series, European Central Bank

2007

6. An Extended Class of Instrumental Variables for the Estimation of Causal Effects
   Boston College Working Papers in Economics, Boston College Department of Economics View citations
7. Estimating average marginal effects in nonseparable structural systems
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations
   Also in Boston College Working Papers in Economics, Boston College Department of Economics (2007)
8. Mixtures of t-distributions for Finance and Forecasting
   Economics Series, Institute for Advanced Studies
   See also Journal Article in Journal of Econometrics (2008)

2004

9. A Comparison of Complementary Automatic Modeling Methods: RETINA and PcGets
   Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica "G. Parenti" View citations
   See also Journal Article in Econometric Theory (2005)
10. On More Robust Estimation of Skewness and Kurtosis: Simulation and Application to the S&P500 Index
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego
11. Testing Conditional Independence Via Empirical Likelihood
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego View citations
12. Tests of Conditional Predictive Ability
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego View citations
    Also in Boston College Working Papers in Economics, Boston College Department of Economics (2003) View citations
    Econometrics, EconWPA (2003) View citations
    See also Journal Article in Econometrica (2006)

2003

13. A Consistent Characteristic-Fuction-Based Test for Conditional Independence
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego
    See also Journal Article in Journal of Econometrics (2007)
14. A Flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA)
    Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica "G. Parenti" View citations
    Also in Documentos del Instituto Complutense de Análisis Económico, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales (2002)
    Documentos del Instituto Complutense de Análisis Económico, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales (2003) View citations
    See also Journal Article in Oxford Bulletin of Economics and Statistics (2003)

2002

15. A Subsampling Approach to Estimating the Distribution of Diverging Statistics with Applications to Assessing Financial Markets Risks
    Working Papers, Centre de Recherche en Economie et Statistique
    Also in University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego (2000)
16. Asymptotic Properties of Some Projection-based Robbins-Monro Procedures in a Hilbert Space
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego
    Also in University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego (1992)
    See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2002)
17. Estimation, Inference, and Specification Testing for Possibly Misspecified Quantile Regression
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego View citations
18. Hypernormal Densities
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2002)
    Boston College Working Papers in Economics, Boston College Department of Economics (2002)
19. Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego View citations
    Also in University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego (2000) View citations
    CIRANO Working Papers, CIRANO (2002) View citations
    See also Journal Article in Journal of Econometrics (2004)

2001

20. A Subsampling Approach to Estimating the Distribution of Diversing Statistics with Application to Assessing Financial Market Risks
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations
21. Forecast Evaluation with Shared Data Sets
    CEPR Discussion Papers, C.E.P.R. Discussion Papers
    See also Journal Article in International Journal of Forecasting (2003)
22. The Bootstrap of Mean for Dependent Heterogeneous Arrays
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques View citations
    Also in Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (2001) View citations
23. The Bootstrap of the Mean for Dependent Heterogeneous Arrays
    CIRANO Working Papers, CIRANO View citations
    See also Journal Article in Econometric Theory (2002)

2000

24. Asymptotic and Bayesian Confidence Intervals for Sharpe Style Weights
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego View citations
25. Bootstrapping the Information Matrix Test
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego
26. CLOSED FORM INTEGRATION OF ARTIFICIAL NEURAL NETWORKS WITH SOME APPLICATIONS TO FINANCE
    Computing in Economics and Finance 2000, Society for Computational Economics
    Also in University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego (1999)
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego (1999)
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society (2000) View citations
27. James-Stein Type Estimator in Large Samples with Application to the Least Absolute Deviations Estimator
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego View citations
    Also in University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego (1999)
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego (1999)
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego (2000)
    See also Journal Article in Journal of the American Statistical Association (2001)

1999

28. M-Testing Using Finite and Infinite Dimensional Parameter Estimators
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego
    Also in University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego (1999) View citations

1998

29. Dangers of Data-Driven Inference: The Case of Calendar Effects in Stock Returns
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego View citations
    Also in University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego (1998) View citations
30. Data-Snooping, Technical Trading Rule Performance and the Bootstrap
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
    Also in FMG Discussion Papers, Financial Markets Group (1998) View citations
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego (1997) View citations
    See also Journal Article in Journal of Finance (1999)
31. The Dangers of Data-Driven Inference: The Case of Calendar Effects in Stock Returns
    FMG Discussion Papers, Financial Markets Group View citations

1997

32. Central Limit and Functional Central Limit Theorems for Hilbert-Valued Dependent Heterogeneous Arrays with Applications
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego View citations
    See also Journal Article in Econometric Theory (1998)
33. Improved Rates and Asymptotic Normality for Nonparametric Neural Network Estimators
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego View citations

1996

34. Testing for Stationarity-Ergodicity and for Comovements Between Nonlinear Discrete Time Markov Processes
    Working Papers, Pennsylvania State - Department of Economics View citations
    See also Journal Article in Journal of Econometrics (2000)

1995

35. A Model Selection Approach to Real-Time Macroeconomic Forecasting Using Linear Models and Artificial Neural Networks
    Macroeconomics, EconWPA View citations
    Also in Working Papers, Pennsylvania State - Department of Economics (1995) View citations
    See also Journal Article in The Review of Economics and Statistics (1997)

1994

36. An Alternative Definition of Finite Sample Breakdown Point with Applications to Regression Model Estimators
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego
37. Asymptotic Properties of S-Estimators for Nonlinear Regression Models with Dependent, Heterogeneous Processes
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego
38. Consistent Specification Testing via Nonparametric Series Regression
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego
    See also Journal Article in Econometrica (1995)
39. Nonparametric Adaptive Learning with Feedback
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego View citations
    See also Journal Article in Journal of Economic Theory (1998)

1993

40. A Convergence Result for Learning in Recurrent Neural Networks
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego View citations
41. Consistent Nonparametric Estimation and Testing for the Variance of a Diffusion from Discretely Sampled Observations
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego
42. Consistent Specification Testing with Unidentified Nuisance Parameters Using Duality and Banach Space Limit Theory
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego View citations
43. Degree of Approximation Results for Feedforward Networks Approximating Unknown Mappings and Their Derivatives
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego
44. Regularized Neural Networks: Some Convergence Rate Results
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego

1992

45. A Model Selection Approach to Assessing the Information in the Term Structure Using Linear Models and Artificial Neural Networks
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego View citations
    See also Journal Article in Journal of Business & Economic Statistics (1995)
46. Artificial Neural Networks: An Econometric Perspective
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego View citations
    See also Journal Article in Econometric Reviews (1994)
47. Comments on Testing Economic Theories and the Use of Model Selection Criteria
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego
    See also Journal Article in Journal of Econometrics (1995)
48. Determination of Estimators with Minimum Asymptotic Covariance Matrices
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego View citations
    See also Journal Article in Econometric Theory (1993)
49. Information Criteria for Selecting Possibly Misspecified Parametric Models
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego View citations
    See also Journal Article in Journal of Econometrics (1996)
50. Parametric Statistical Estimation with Artificial Neural Networks
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego
51. Weak and Strong Laws of Large Numbers for Hilbert Space - Valued Mixingales
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego

1991

52. On Learning the Derivatives of an Unknown Mapping with Multilayer Feedforward Networks
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego View citations
53. Strong Convergence of Recursive M-Estimators for Models with Dynamic Latent Variables
    Working Papers, Stanford - Institute for Thoretical Economics View citations
    Also in University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego (1991)
54. Testing for Structural Change in Some Simple Time Series Models
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego View citations

1990

55. Adaptive Efficient Weighted Least Squares with Dependent Observations
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego View citations
56. Approximating and Learning Unknown Mappings Using Multilayer Feedforward Networks with Bounded Weights
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego View citations
57. Connectionist Non-parametric Regression Multilayer Feedforward Networks Can Learn Arbitrary Mappings
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego View citations
58. Recursive M-Estimation, Nonlinear Regression and Neural Network Learning with Dependent Observations
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego
59. Some Convergence Results for Learning in Recurrent Neural Networks
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego
60. Universal Approximation of an Unknown Mapping And Its Derivatives Using Multilayer Feedforward Networks
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego View citations

1984

61. A Unified Theory of Consistent Estimation for Parametric Models
    Working papers, Massachusetts Institute of Technology (MIT), Department of Economics View citations

1983

62. Some Heteroskedasticity Consistent Covariance Matrix Estimators with Improved Finite Sample Properties
    Working Papers, Queen's University, Department of Economics View citations
    See also Journal Article in Journal of Econometrics (1985)

1982

63. Some Further Results on Tests for Model Specification in the Presence of Alternative Hypotheses
    Working Papers, Queen's University, Department of Economics

Journal Articles

2009

1. Correction to “Automatic Block-Length Selection for the Dependent Bootstrap” by D. Politis and H. White
   Econometric Reviews, 2009, 28, (4), 372-375
2. Inference on Risk-Neutral Measures for Incomplete Markets
   Journal of Financial Econometrics, 2009, 7, (3), 199-246

2008

3. A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE
   Econometric Theory, 2008, 24, (04), 829-864 View citations
4. Mixtures of t-distributions for finance and forecasting
   Journal of Econometrics, 2008, 144, (1), 175-192
   See also Working Paper (2007)

2007

5. A consistent characteristic function-based test for conditional independence
   Journal of Econometrics, 2007, 141, (2), 807-834 View citations
   See also Working Paper (2003)
6. Testing for Regime Switching
   Econometrica, 2007, 75, (6), 1671-1720 View citations

2006

7. Can Mutual Fund "Stars" Really Pick Stocks? New Evidence from a Bootstrap Analysis
   Journal of Finance, 2006, 61, (6), 2551-2595 View citations
8. Tests of Conditional Predictive Ability
   Econometrica, 2006, 74, (6), 1545-1578 View citations
   See also Working Paper (2004)
9. Time-series estimation of the effects of natural experiments
   Journal of Econometrics, 2006, 135, (1-2), 527-566 View citations

2005

10. A COMPARISON OF COMPLEMENTARY AUTOMATIC MODELING METHODS: RETINA AND PcGets
    Econometric Theory, 2005, 21, (01), 262-277 View citations
    See also Working Paper (2004)
11. Asymptotic Distribution Theory for Nonparametric Entropy Measures of Serial Dependence
    Econometrica, 2005, 73, (3), 837-901 View citations
12. Bootstrap Standard Error Estimates for Linear Regression
    Journal of the American Statistical Association, 2005, 100, 970-979 View citations

2004

13. Maximum likelihood and the bootstrap for nonlinear dynamic models
    Journal of Econometrics, 2004, 119, (1), 199-219 View citations
    See also Working Paper (2002)
14. On more robust estimation of skewness and kurtosis
    Finance Research Letters, 2004, 1, (1), 56-73 View citations
15. Subsampling the distribution of diverging statistics with applications to finance
    Journal of Econometrics, 2004, 120, (2), 295-326 View citations

2003

16. A Flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA)
    Oxford Bulletin of Economics and Statistics, 2003, 65, (s1), 821-838 View citations
    See also Working Paper (2003)
17. Forecast evaluation with shared data sets
    International Journal of Forecasting, 2003, 19, (2), 217-227 View citations
    See also Working Paper (2001)

2002

18. Asymptotic Properties of Some Projection-based Robbins-Monro Procedures in a Hilbert Space
    Studies in Nonlinear Dynamics & Econometrics, 2002, 6, (1)
    See also Working Paper (2002)
19. THE BOOTSTRAP OF THE MEAN FOR DEPENDENT HETEROGENEOUS ARRAYS
    Econometric Theory, 2002, 18, (06), 1367-1384 View citations
    See also Working Paper (2001)

2001

20. Dangers of data mining: The case of calendar effects in stock returns
    Journal of Econometrics, 2001, 105, (1), 249-286 View citations
21. James-Stein-Type Estimators in Large Samples With Application to the Least Absolute Deviations Estimator
    Journal of the American Statistical Association, 2001, 96, 697-705 View citations
    See also Working Paper (2000)
22. S-estimation of nonlinear regression models with dependent and heterogeneous observations
    Journal of Econometrics, 2001, 103, (1-2), 5-72 View citations

2000

23. A Reality Check for Data Snooping
    Econometrica, 2000, 68, (5), 1097-1126 View citations
24. Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes
    Journal of Econometrics, 2000, 96, (1), 39-73 View citations
    See also Working Paper (1996)

1999

25. An efficient algorithm to compute maximum entropy densities
    Econometric Reviews, 1999, 18, (2), 127-140 View citations
26. Data-Snooping, Technical Trading Rule Performance, and the Bootstrap
    Journal of Finance, 1999, 54, (5), 1647-1691 View citations
    See also Working Paper (1998)

1998

27. CENTRAL LIMIT AND FUNCTIONAL CENTRAL LIMIT THEOREMS FOR HILBERT-VALUED DEPENDENT HETEROGENEOUS ARRAYS WITH APPLICATIONS
    Econometric Theory, 1998, 14, (02), 260-284 View citations
    See also Working Paper (1997)
28. CONSISTENT SPECIFICATION TESTING WITH NUISANCE PARAMETERS PRESENT ONLY UNDER THE ALTERNATIVE
    Econometric Theory, 1998, 14, (03), 295-325 View citations
29. High Breakdown Point Conditional Dispersion Estimation with Application to S&P 500 Daily Returns Volatility
    Econometrica, 1998, 66, (3), 529-568 View citations
30. Nonparametric Adaptive Learning with Feedback
    Journal of Economic Theory, 1998, 82, (1), 190-222 View citations
    See also Working Paper (1994)

1997

31. A Model Selection Approach To Real-Time Macroeconomic Forecasting Using Linear Models And Artificial Neural Networks
    The Review of Economics and Statistics, 1997, 79, (4), 540-550 View citations
    See also Working Paper (1995)
32. Forecasting economic time series using flexible versus fixed specification and linear versus nonlinear econometric models
    International Journal of Forecasting, 1997, 13, (4), 439-461 View citations

1996

33. Information criteria for selecting possibly misspecified parametric models
    Journal of Econometrics, 1996, 71, (1-2), 207-225 View citations
    See also Working Paper (1992)
34. Laws of Large Numbers for Hilbert Space-Valued Mixingales with Applications
    Econometric Theory, 1996, 12, (02), 284-304
35. Monitoring Structural Change
    Econometrica, 1996, 64, (5), 1045-65 View citations

1995

36. A Model-Selection Approach to Assessing the Information in the Term Structure Using Linear Models and Artificial Neural Networks
    Journal of Business & Economic Statistics, 1995, 13, (3), 265-75 View citations
    See also Working Paper (1992)
37. Comments on testing economic theories and the use of model selection criteria
    Journal of Econometrics, 1995, 67, (1), 173-187 View citations
    See also Working Paper (1992)
38. Consistent Specification Testing via Nonparametric Series Regression
    Econometrica, 1995, 63, (5), 1133-59 View citations
    See also Working Paper (1994)

1994

39. Adaptive Learning with Nonlinear Dynamics Driven by Dependent Processes
    Econometrica, 1994, 62, (5), 1087-1114 View citations
40. Artificial neural networks: an econometric perspective
    Econometric Reviews, 1994, 13, (1), 1-91 View citations
    See also Working Paper (1992)
41. Reply to comments on "artificial neural networks: an econometric perspective"
    Econometric Reviews, 1994, 13, (1), 139-143

1993

42. Determination of Estimators with Minimum Asymptotic Covariance Matrices
    Econometric Theory, 1993, 9, (04), 633-648 View citations
    See also Working Paper (1992)
43. Testing for neglected nonlinearity in time series models: A comparison of neural network methods and alternative tests
    Journal of Econometrics, 1993, 56, (3), 269-290 View citations

1992

44. A Direct Test for Changing Trend
    Journal of Business & Economic Statistics, 1992, 10, (3), 289-99 View citations
45. Some Measurability Results for Extrema of Random Functions over Random Sets
    Review of Economic Studies, 1992, 59, (3), 495-514 View citations

1991

46. Comment on basic structure of the asymptotic theory in dynamic nonlinear econometric models. ii. asymptotic normality
    Econometric Reviews, 1991, 10, (3), 345-348
47. Learning in recurrent neural networks
    Mathematical Social Sciences, 1991, 22, (1), 102-103

1989

48. Interval forecasting: An analysis based upon ARCH-quantile estimators
    Journal of Econometrics, 1989, 40, (1), 87-96 View citations

1987

49. A Misspecified Model
    Econometric Theory, 1987, 3, (02), 306-306
50. Consistency of OLS
    Econometric Theory, 1987, 3, (01), 159-160

1985

51. Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties
    Journal of Econometrics, 1985, 29, (3), 305-325 View citations
    See also Working Paper (1983)

1984

52. A Note on Computing the Heteroskedasticity Consistent Covariance Matrix Using Instrumental Variable Techniques
    Oxford Bulletin of Economics and Statistics, 1984, 46, (2), 181-84 View citations
53. Comment
    Econometric Reviews, 1984, 3, (2), 261-267
54. Nonlinear Regression with Dependent Observations
    Econometrica, 1984, 52, (1), 143-61 View citations

1983

55. Corrigendum [Maximum Likelihood Estimation of Misspecified Models]
    Econometrica, 1983, 51, (2), 513
56. Editor's introduction
    Journal of Econometrics, 1983, 21, (1), 1-3
57. Tests for model specification in the presence of alternative hypotheses: Some further results
    Journal of Econometrics, 1983, 21, (1), 53-70 View citations

1982

58. Comment
    Econometric Reviews, 1982, 1, (2), 201-205
59. Differencing as a Test of Specification
    International Economic Review, 1982, 23, (3), 535-52 View citations
60. Editor's introduction
    Journal of Econometrics, 1982, 20, (1), 1-2
61. Instrumental Variables Regression with Independent Observations
    Econometrica, 1982, 50, (2), 483-99 View citations
62. Maximum Likelihood Estimation of Misspecified Models
    Econometrica, 1982, 50, (1), 1-25 View citations
63. Misspecified models with dependent observations
    Journal of Econometrics, 1982, 20, (1), 35-58 View citations
64. Regularity conditions for cox's test of non-nested hypotheses
    Journal of Econometrics, 1982, 19, (2-3), 301-318 View citations

1981

65. Conditional distributions of earnings, wages and hours for blacks and whites
    Journal of Econometrics, 1981, 17, (3), 263-285 View citations

1980

66. A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
    Econometrica, 1980, 48, (4), 817-38 View citations
67. Nonlinear Regression on Cross-Section Data
    Econometrica, 1980, 48, (3), 721-46 View citations
68. Using Least Squares to Approximate Unknown Regression Functions
    International Economic Review, 1980, 21, (1), 149-70 View citations

1979

69. Optimal Investment in Schooling when Incomes are Risky
    Journal of Political Economy, 1979, 87, (3), 522-39 View citations

1978

70. Unanticipated money, output, and prices in the small economy
    Economics Letters, 1978, 1, (1), 23-27

1976

71. Optimum Trade Restrictions and Their Consequences
    Econometrica, 1976, 44, (4), 777-86

1974

72. U.S. Merchandise Imports and the Dispersion of Demand
    Applied Economics, 1974, 6, (4), 275-92 View citations

Chapters

2006

1. Approximate Nonlinear Forecasting Methods
   Elsevier View citations