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 2009-05-25. Update your information in the RePEc Author Service.

Short-id: pwh17

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Working Papers

2008

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

2007

3. 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
4. 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)
5. Mixtures of t-distributions for Finance and Forecasting
   Economics Series, Institute for Advanced Studies
   See also Journal Article in Journal of Econometrics (2008)

2004

6. 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)
7. 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
8. Testing Conditional Independence Via Empirical Likelihood
   University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego View citations
9. 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

10. 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)
11. 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

12. 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)
13. 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)
14. 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
15. 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)
16. 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

17. 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
18. 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)
19. 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
20. The Bootstrap of the Mean for Dependent Heterogeneous Arrays
    CIRANO Working Papers, CIRANO View citations
    See also Journal Article in Econometric Theory (2002)

2000

21. 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
22. Bootstrapping the Information Matrix Test
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego
23. 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
24. 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

25. 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

26. 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
27. 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)
28. The Dangers of Data-Driven Inference: The Case of Calendar Effects in Stock Returns
    FMG Discussion Papers, Financial Markets Group View citations

1997

29. 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)
30. 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

31. 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

32. 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

33. 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
34. 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
35. 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)
36. 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

37. 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
38. 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
39. 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
40. 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
41. Regularized Neural Networks: Some Convergence Rate Results
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego

1992

42. 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)
43. 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)
44. 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)
45. 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)
46. 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)
47. Parametric Statistical Estimation with Artificial Neural Networks
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego
48. 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

49. 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
50. 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)
51. 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

52. 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
53. 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
54. 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
55. 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
56. 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
57. 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

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

1983

59. 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

60. 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

2008

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

2007

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

2006

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

2005

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

2004

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

2003

15. 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)
16. Forecast evaluation with shared data sets
    International Journal of Forecasting, 2003, 19, (2), 217-227 View citations
    See also Working Paper (2001)

2002

17. Asymptotic Properties of Some Projection-based Robbins-Monro Procedures in a Hilbert Space
    Studies in Nonlinear Dynamics & Econometrics, 2002, 6, (1), 1000-1000
    See also Working Paper (2002)
18. THE BOOTSTRAP OF THE MEAN FOR DEPENDENT HETEROGENEOUS ARRAYS
    Econometric Theory, 2002, 18, (06), 1367-1384 View citations
    See also Working Paper (2001)

2001

19. Dangers of data mining: The case of calendar effects in stock returns
    Journal of Econometrics, 2001, 105, (1), 249-286 View citations
20. 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)
21. S-estimation of nonlinear regression models with dependent and heterogeneous observations
    Journal of Econometrics, 2001, 103, (1-2), 5-72 View citations

2000

22. A Reality Check for Data Snooping
    Econometrica, 2000, 68, (5), 1097-1126 View citations
23. 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

24. An efficient algorithm to compute maximum entropy densities
    Econometric Reviews, 1999, 18, (2), 127-140 View citations
25. 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

26. 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)
27. CONSISTENT SPECIFICATION TESTING WITH NUISANCE PARAMETERS PRESENT ONLY UNDER THE ALTERNATIVE
    Econometric Theory, 1998, 14, (03), 295-325 View citations
28. High Breakdown Point Conditional Dispersion Estimation with Application to S&P 500 Daily Returns Volatility
    Econometrica, 1998, 66, (3), 529-568 View citations
29. Nonparametric Adaptive Learning with Feedback
    Journal of Economic Theory, 1998, 82, (1), 190-222 View citations
    See also Working Paper (1994)

1997

30. 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)
31. 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

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

1995

35. 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)
36. 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)
37. Consistent Specification Testing via Nonparametric Series Regression
    Econometrica, 1995, 63, (5), 1133-59 View citations
    See also Working Paper (1994)

1994

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

1993

41. Determination of Estimators with Minimum Asymptotic Covariance Matrices
    Econometric Theory, 1993, 9, (04), 633-648 View citations
    See also Working Paper (1992)
42. 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

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

1991

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

1989

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

1987

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

1985

50. 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

51. 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
52. Comment
    Econometric Reviews, 1984, 3, (2), 261-267
53. Nonlinear Regression with Dependent Observations
    Econometrica, 1984, 52, (1), 143-61 View citations

1983

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

1982

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

1981

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

1980

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

1979

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

1978

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

1976

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

1974

71. 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

Editor

1. Journal of Time Series Econometrics
   Berkeley Electronic Press