Details about Halbert White

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http://www.econ.ucsd.edu/~mbacci/white/

Access statistics for papers by Halbert White.

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Working Papers

2013

1. Mathematical Proofs for "Testing for Neglected Nonlinearity Using Twofold Unidentified Models under the Null and Hexic Expansions"
   Working papers, Yonsei University, Yonsei Economics Research Institute
2. Testing for Neglected Nonlinearity Using Twofold Unidentified Models under the Null and Hexic Expansions
   Working papers, Yonsei University, Yonsei Economics Research Institute

2012

3. A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies

2010

4. Causality, Conditional Independence, and Graphical Separation in Settable Systems
   Boston College Working Papers in Economics, Boston College Department of Economics View citations (5)
5. Granger Causality, Exogeneity, Cointegration, and Economic Policy Analysis
   Working Papers, Brandeis University, Department of Economics and International Businesss School View citations (2)
6. Linking Granger Causality and the Pearl Causal Model with Settable Systems
   Boston College Working Papers in Economics, Boston College Department of Economics
7. Testing a Conditional Form of Exogeneity
   Boston College Working Papers in Economics, Boston College Department of Economics
   See also Journal Article in Economics Letters (2010)
8. VAR for VaR: measuring systemic risk using multivariate regression quantiles
   MPRA Paper, University Library of Munich, Germany View citations (3)

2009

9. 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 (9)
10. Generalized Runs Test for the IID Hypothesis
    Discussion Paper Series, Institute of Economic Research, Korea University
    See also Journal Article in Journal of Econometrics (2011)
11. Local Indirect Least Squares and Average Marginal Effects in Nonseparable Structural Systems
    Boston College Working Papers in Economics, Boston College Department of Economics View citations (1)
    See also Journal Article in Journal of Econometrics (2012)
12. Nonparametric Identification in Nonseparable Panel Data Models with Generalized Fixed Effects
    Boston College Working Papers in Economics, Boston College Department of Economics View citations (2)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2009) View citations (1)
    See also Journal Article in Journal of Econometrics (2012)
13. Testing for Unobserved Heterogeneity in Exponential and Weibull Duration Models
    Discussion Paper Series, Institute of Economic Research, Korea University
    See also Journal Article in Journal of Econometrics (2010)
14. Testing for a Constant Mean Function using Functional Regression
    Discussion Paper Series, Institute of Economic Research, Korea University

2008

15. Identifying Structural Effects in Nonseparable Systems Using Covariates
    Boston College Working Papers in Economics, Boston College Department of Economics View citations (2)
16. Modeling autoregressive conditional skewness and kurtosis with Multi-quantile CAViaR
    Working Paper Series, European Central Bank View citations (2)

2007

17. Estimating average marginal effects in nonseparable structural systems
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (3)
18. Mixtures of t-distributions for Finance and Forecasting
    Economics Series, Institute for Advanced Studies
    See also Journal Article in Journal of Econometrics (2008)

2005

19. Can mutual fund stars really pick stocks? New evidence from a bootstrap analysis
    CFR Working Papers, University of Cologne, Centre for Financial Research (CFR) View citations (2)
    See also Journal Article in Journal of Finance (2006)

2004

20. 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 (1)
    See also Journal Article in Econometric Theory (2005)

2003

21. A Consistent Characteristic-Function-Based Test for Conditional Independence
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego View citations (2)
    See also Journal Article in Journal of Econometrics (2007)
22. 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 (5)
    Also in Documentos del Instituto Complutense de Análisis Económico, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales (2002) View citations (5)
    Documentos del Instituto Complutense de Análisis Económico, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales (2003) View citations (10)
    See also Journal Article in Oxford Bulletin of Economics and Statistics (2003)
23. 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
24. Testing Conditional Independence Via Empirical Likelihood
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego View citations (6)
25. Tests of Conditional Predictive Ability
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego View citations (23)
    Also in Boston College Working Papers in Economics, Boston College Department of Economics (2003) View citations (29)
    Econometrics, EconWPA (2003) View citations (54)
    See also Journal Article in Econometrica (2006)

2002

26. 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)
27. 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
    See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2002)
28. 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 (1)
29. Hypernormal Densities
    Boston College Working Papers in Economics, Boston College Department of Economics
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2002)
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego (2002)
30. 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 (4)
    Also in University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego (2000) View citations (3)
    CIRANO Working Papers, CIRANO (2002) View citations (6)
    See also Journal Article in Journal of Econometrics (2004)

2001

31. 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 (1)
32. 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)
33. The Bootstrap of Mean for Dependent Heterogeneous Arrays
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques View citations (4)
    Also in Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (2001) View citations (4)
34. The Bootstrap of the Mean for Dependent Heterogeneous Arrays
    CIRANO Working Papers, CIRANO View citations (9)
    See also Journal Article in Econometric Theory (2002)

2000

35. 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 (2)
36. Bootstrapping the Information Matrix Test
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego View citations (1)
37. CLOSED FORM INTEGRATION OF ARTIFICIAL NEURAL NETWORKS WITH SOME APPLICATIONS TO FINANCE
    Computing in Economics and Finance 2000, Society for Computational Economics View citations (2)
    Also in 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 (5)
38. 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
    Also in University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego (2000)
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego (1999)
    See also Journal Article in Journal of the American Statistical Association (2001)

1999

39. Closed form integration of artificial neural networks with some applications
    Research Notes, Deutsche Bank Research View citations (1)
40. 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 View citations (1)

1998

41. 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 (6)
42. Data-Snooping, Technical Trading Rule Performance and the Bootstrap
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (16)
    Also in FMG Discussion Papers, Financial Markets Group (1998) View citations (29)
    See also Journal Article in Journal of Finance (1999)
43. The Dangers of Data-Driven Inference: The Case of Calendar Effects in Stock Returns
    FMG Discussion Papers, Financial Markets Group View citations (6)

1996

44. Testing for Stationarity-Ergodicity and for Comovements Between Nonlinear Discrete Time Markov Processes
    Working Papers, Pennsylvania State - Department of Economics View citations (17)
    See also Journal Article in Journal of Econometrics (2000)

1995

45. A Model Selection Approach to Real-Time Macroeconomic Forecasting Using Linear Models and Artificial Neural Networks
    Macroeconomics, EconWPA View citations (27)
    Also in Working Papers, Pennsylvania State - Department of Economics (1995) View citations (1)
    See also Journal Article in The Review of Economics and Statistics (1997)

1991

46. Strong Convergence of Recursive M-Estimators for Models with Dynamic Latent Variables
    Working Papers, Stanford - Institute for Thoretical Economics View citations (1)

1984

47. A Unified Theory of Consistent Estimation for Parametric Models
    Working papers, Massachusetts Institute of Technology (MIT), Department of Economics View citations (2)
    See also Journal Article in Econometric Theory (1985)

1983

48. Some Heteroskedasticity Consistent Covariance Matrix Estimators with Improved Finite Sample Properties
    Working Papers, Queen's University, Department of Economics View citations (9)
    See also Journal Article in Journal of Econometrics (1985)

1982

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

Journal Articles

2013

1. Identification and Identification Failure for Treatment Effects Using Structural Systems
   Econometric Reviews, 2013, 32, (3), 273-317

2012

2. Local indirect least squares and average marginal effects in nonseparable structural systems
   Journal of Econometrics, 2012, 166, (2), 282-302
   See also Working Paper (2009)
3. Nonparametric identification in nonseparable panel data models with generalized fixed effects
   Journal of Econometrics, 2012, 168, (2), 300-314
   See also Working Paper (2009)
4. SOME EXTENSIONS OF A LEMMA OF KOTLARSKI
   Econometric Theory, 2012, 28, (04), 925-932

2011

5. Causal Diagrams for Treatment Effect Estimation with Application to Efficient Covariate Selection
   The Review of Economics and Statistics, 2011, 93, (4), 1453-1459
6. Consideration of Trends in Time Series
   Journal of Time Series Econometrics, 2011, 3, (1), 2 View citations (2)
7. Generalized runs tests for the IID hypothesis
   Journal of Econometrics, 2011, 162, (2), 326-344
   See also Working Paper (2009)
8. Viewpoint: An extended class of instrumental variables for the estimation of causal effects
   Canadian Journal of Economics, 2011, 44, (1), 1-51 View citations (2)

2010

9. Granger Causality and Dynamic Structural Systems
   Journal of Financial Econometrics, 2010, 8, (2), 193-243 View citations (4)
10. Remarks for the Clive Granger Memorial, July 31, 2009
    Journal of Financial Econometrics, 2010, 8, (2), 160-161
11. TESTING STRUCTURAL CHANGE IN PARTIALLY LINEAR MODELS
    Econometric Theory, 2010, 26, (06), 1761-1806
12. Testing a conditional form of exogeneity
    Economics Letters, 2010, 109, (2), 88-90
    See also Working Paper (2010)
13. Testing for unobserved heterogeneity in exponential and Weibull duration models
    Journal of Econometrics, 2010, 157, (2), 458-480 View citations (1)
    See also Working Paper (2009)
14. The construction of empirical credit scoring rules based on maximization principles
    Journal of Econometrics, 2010, 157, (1), 110-119 View citations (1)

2009

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

2008

17. A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE
    Econometric Theory, 2008, 24, (04), 829-864 View citations (8)
18. Mixtures of t-distributions for finance and forecasting
    Journal of Econometrics, 2008, 144, (1), 175-192 View citations (1)
    See also Working Paper (2007)

2007

19. A consistent characteristic function-based test for conditional independence
    Journal of Econometrics, 2007, 141, (2), 807-834 View citations (6)
    See also Working Paper (2003)
20. Testing for Regime Switching
    Econometrica, 2007, 75, (6), 1671-1720 View citations (13)

2006

21. Can Mutual Fund "Stars" Really Pick Stocks? New Evidence from a Bootstrap Analysis
    Journal of Finance, 2006, 61, (6), 2551-2595 View citations (23)
    See also Working Paper (2005)
22. Tests of Conditional Predictive Ability
    Econometrica, 2006, 74, (6), 1545-1578 View citations (152)
    See also Working Paper (2003)
23. Time-series estimation of the effects of natural experiments
    Journal of Econometrics, 2006, 135, (1-2), 527-566 View citations (7)

2005

24. A COMPARISON OF COMPLEMENTARY AUTOMATIC MODELING METHODS: RETINA AND PcGets
    Econometric Theory, 2005, 21, (01), 262-277 View citations (3)
    See also Working Paper (2004)
25. Asymptotic Distribution Theory for Nonparametric Entropy Measures of Serial Dependence
    Econometrica, 2005, 73, (3), 837-901 View citations (28)
26. Bootstrap Standard Error Estimates for Linear Regression
    Journal of the American Statistical Association, 2005, 100, 970-979 View citations (8)

2004

27. Automatic Block-Length Selection for the Dependent Bootstrap
    Econometric Reviews, 2004, 23, (1), 53-70 View citations (38)
28. Maximum likelihood and the bootstrap for nonlinear dynamic models
    Journal of Econometrics, 2004, 119, (1), 199-219 View citations (30)
    See also Working Paper (2002)
29. On more robust estimation of skewness and kurtosis
    Finance Research Letters, 2004, 1, (1), 56-73 View citations (25)
30. Subsampling the distribution of diverging statistics with applications to finance
    Journal of Econometrics, 2004, 120, (2), 295-326 View citations (6)

2003

31. 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 (7)
    See also Working Paper (2003)
32. Forecast evaluation with shared data sets
    International Journal of Forecasting, 2003, 19, (2), 217-227 View citations (9)
    See also Working Paper (2001)

2002

33. Asymptotic Properties of Some Projection-based Robbins-Monro Procedures in a Hilbert Space
    Studies in Nonlinear Dynamics & Econometrics, 2002, 6, (1), 1 View citations (1)
    See also Working Paper (2002)
34. THE BOOTSTRAP OF THE MEAN FOR DEPENDENT HETEROGENEOUS ARRAYS
    Econometric Theory, 2002, 18, (06), 1367-1384 View citations (12)
    See also Working Paper (2001)

2001

35. Dangers of data mining: The case of calendar effects in stock returns
    Journal of Econometrics, 2001, 105, (1), 249-286 View citations (33)
36. 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 (4)
    See also Working Paper (2000)
37. S-estimation of nonlinear regression models with dependent and heterogeneous observations
    Journal of Econometrics, 2001, 103, (1-2), 5-72 View citations (8)

2000

38. A Reality Check for Data Snooping
    Econometrica, 2000, 68, (5), 1097-1126 View citations (229)
39. Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes
    Journal of Econometrics, 2000, 96, (1), 39-73 View citations (9)
    See also Working Paper (1996)

1999

40. An efficient algorithm to compute maximum entropy densities
    Econometric Reviews, 1999, 18, (2), 127-140 View citations (9)
41. Data-Snooping, Technical Trading Rule Performance, and the Bootstrap
    Journal of Finance, 1999, 54, (5), 1647-1691 View citations (18)
    See also Working Paper (1998)

1998

42. CENTRAL LIMIT AND FUNCTIONAL CENTRAL LIMIT THEOREMS FOR HILBERT-VALUED DEPENDENT HETEROGENEOUS ARRAYS WITH APPLICATIONS
    Econometric Theory, 1998, 14, (02), 260-284 View citations (17)
43. CONSISTENT SPECIFICATION TESTING WITH NUISANCE PARAMETERS PRESENT ONLY UNDER THE ALTERNATIVE
    Econometric Theory, 1998, 14, (03), 295-325 View citations (82)
44. High Breakdown Point Conditional Dispersion Estimation with Application to S&P 500 Daily Returns Volatility
    Econometrica, 1998, 66, (3), 529-568 View citations (45)
45. Nonparametric Adaptive Learning with Feedback
    Journal of Economic Theory, 1998, 82, (1), 190-222 View citations (11)

1997

46. 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 (42)
    See also Working Paper (1995)
47. 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 (53)

1996

48. Information criteria for selecting possibly misspecified parametric models
    Journal of Econometrics, 1996, 71, (1-2), 207-225 View citations (78)
49. Laws of Large Numbers for Hilbert Space-Valued Mixingales with Applications
    Econometric Theory, 1996, 12, (02), 284-304 View citations (8)
50. Monitoring Structural Change
    Econometrica, 1996, 64, (5), 1045-65 View citations (53)

1995

51. 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 (55)
52. Comments on testing economic theories and the use of model selection criteria
    Journal of Econometrics, 1995, 67, (1), 173-187 View citations (47)
53. Consistent Specification Testing via Nonparametric Series Regression
    Econometrica, 1995, 63, (5), 1133-59 View citations (54)

1994

54. Adaptive Learning with Nonlinear Dynamics Driven by Dependent Processes
    Econometrica, 1994, 62, (5), 1087-1114 View citations (16)

1993

55. Determination of Estimators with Minimum Asymptotic Covariance Matrices
    Econometric Theory, 1993, 9, (04), 633-648 View citations (9)
56. 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 (126)

1992

57. A Direct Test for Changing Trend
    Journal of Business & Economic Statistics, 1992, 10, (3), 289-99 View citations (23)
58. Some Measurability Results for Extrema of Random Functions over Random Sets
    Review of Economic Studies, 1992, 59, (3), 495-514 View citations (12)

1991

59. Learning in recurrent neural networks
    Mathematical Social Sciences, 1991, 22, (1), 102-103

1989

60. Interval forecasting: An analysis based upon ARCH-quantile estimators
    Journal of Econometrics, 1989, 40, (1), 87-96 View citations (38)

1988

61. Some Invariance Principles and Central Limit Theorems for Dependent Heterogeneous Processes
    Econometric Theory, 1988, 4, (02), 210-230 View citations (37)

1987

62. A Misspecified Model
    Econometric Theory, 1987, 3, (02), 306-306 View citations (1)
63. Consistency of OLS
    Econometric Theory, 1987, 3, (01), 159-160

1985

64. A Unified Theory of Consistent Estimation for Parametric Models
    Econometric Theory, 1985, 1, (02), 151-178 View citations (4)
    See also Working Paper (1984)
65. Abstracts of Working Papers in Economics: A Computer Searchable On-line Data Base
    Econometric Theory, 1985, 1, (01), 147-149
66. Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties
    Journal of Econometrics, 1985, 29, (3), 305-325 View citations (175)
    See also Working Paper (1983)

1984

67. 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 (3)
68. Nonlinear Regression with Dependent Observations
    Econometrica, 1984, 52, (1), 143-61 View citations (76)

1983

69. Corrigendum [Maximum Likelihood Estimation of Misspecified Models]
    Econometrica, 1983, 51, (2), 513
70. Editor's introduction
    Journal of Econometrics, 1983, 21, (1), 1-3
71. Tests for model specification in the presence of alternative hypotheses: Some further results
    Journal of Econometrics, 1983, 21, (1), 53-70 View citations (79)

1982

72. Differencing as a Test of Specification
    International Economic Review, 1982, 23, (3), 535-52 View citations (8)
73. Editor's introduction
    Journal of Econometrics, 1982, 20, (1), 1-2
74. Instrumental Variables Regression with Independent Observations
    Econometrica, 1982, 50, (2), 483-99 View citations (63)
75. Maximum Likelihood Estimation of Misspecified Models
    Econometrica, 1982, 50, (1), 1-25 View citations (471)
76. Misspecified models with dependent observations
    Journal of Econometrics, 1982, 20, (1), 35-58 View citations (22)
77. Regularity conditions for cox's test of non-nested hypotheses
    Journal of Econometrics, 1982, 19, (2-3), 301-318 View citations (7)

1981

78. Conditional distributions of earnings, wages and hours for blacks and whites
    Journal of Econometrics, 1981, 17, (3), 263-285 View citations (1)

1980

79. A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
    Econometrica, 1980, 48, (4), 817-38 View citations (2166)
80. Nonlinear Regression on Cross-Section Data
    Econometrica, 1980, 48, (3), 721-46 View citations (28)
81. Using Least Squares to Approximate Unknown Regression Functions
    International Economic Review, 1980, 21, (1), 149-70 View citations (39)

1979

82. Optimal Investment in Schooling when Incomes are Risky
    Journal of Political Economy, 1979, 87, (3), 522-39 View citations (20)

1978

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

1976

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

1952

85. A MAJOR COLLECTION OF EARLY WORKS ON POLITICAL ECONOMY
    The Economic Record, 1952, 28, (1-2), 281-282

Books

1996

1. Estimation, Inference and Specification Analysis
   Cambridge Books, Cambridge University Press View citations (5)
   Also in Cambridge Books, Cambridge University Press (1994) View citations (56)

Edited books

2005

1. Dynamic Econometric Modeling
   Cambridge Books, Cambridge University Press

1999

2. Cointegration, Causality, and Forecasting: Festschrift in Honour of Clive W. J. Granger
   OUP Catalogue, Oxford University Press View citations (4)

1989

3. Dynamic Econometric Modeling
   Cambridge Books, Cambridge University Press

Chapters

2006

1. Approximate Nonlinear Forecasting Methods
   Elsevier View citations (11)

Software Items