Halbert White
Active 1980–2023
- 85
- Papers
- 76,765
- Citations
- 59
- h-index
- 81
- i10-index
Citations
Citation sources
Countries
Institutions
Fields
- Computer Science36.3%
- Engineering15.4%
- Economics, Econometrics and Finance9.2%
- Business, Management and Accounting5.5%
- Medicine5.3%
- Decision Sciences5.1%
- Other23.2%
Topics
- Neural Networks and Applications8.1%
- Model Reduction and Neural Networks2.3%
- Stock Market Forecasting Methods1.9%
- Fuzzy Logic and Control Systems1.4%
- Fault Detection and Control Systems1.4%
- Statistical Methods and Inference1.3%
- Other83.6%
Coauthors
- Maxwell B. Stinchcombe8
- Jin Seo Cho5
- Kurt Hornik5
- Mark Plutowski5
- A. Ronald Gallant4
- Karim Chalak4
- Norman R. Swanson4
- Allan Timmermann3
- Beatrice A. Golomb3
- Chung‐Ming Kuan3
- Dimitris N. Politis3
- Tae‐Hwan Kim3
- Clive W. J. Granger2
- Garrison W. Cottrell2
- Herman J. Bierens2
- Ian Domowitz2
- James G. MacKinnon2
- Marcella A. Evans2
- Meng Huang2
- Robert F. Engle2
- Ryan J. Sullivan2
- Shinichi Sakata2
- Simone Manganelli2
- Tae‐Hwy Lee2
All papers
- Multilayer feedforward networks are universal approximators
Authors: Kurt Hornik, Maxwell B. Stinchcombe, Halbert White - Neural Networks 1989 cited by 21,248
- Universal approximation of an unknown mapping and its derivatives using multilayer feedforward networks
Authors: Kurt Hornik, Maxwell B. Stinchcombe, Halbert White - Neural Networks 1990 cited by 2,116
- A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
Authors: Halbert White - Econometrica 1980 cited by 26,139
- Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties
Authors: James G. MacKinnon, Halbert White - Journal of Econometrics 1985 cited by 1,636
- A Reality Check for Data Snooping
Authors: Halbert White - Econometrica 2000 cited by 1,836
- Economic prediction using neural networks: the case of IBM daily stock returns
Authors: Halbert White - IEEE International Conference on Neural Networks, ICNN 1988 cited by 694
- Robustness checks and robustness tests in applied economics
Authors: Xun Lu, Halbert White - Journal of Econometrics 2013 cited by 402
- VAR for VaR: Measuring tail dependence using multivariate regression quantiles
Authors: Halbert White, Tae‐Hwan Kim, Simone Manganelli - Journal of Econometrics 2015 cited by 378
- Learning in Artificial Neural Networks: A Statistical Perspective
Authors: Halbert White - Neural Computation, Neural Comput. 1989 cited by 922
- Automatic Block-Length Selection for the Dependent Bootstrap
Authors: Dimitris N. Politis, Halbert White - Econometric Reviews 2004 cited by 849
- Logistic regression in the medical literature:
Authors: Steven C. Bagley, Halbert White, Beatrice A. Golomb - Journal of Clinical Epidemiology 2001 cited by 616
- On more robust estimation of skewness and kurtosis
Authors: Tae‐Hwan Kim, Halbert White - Finance research letters 2004 cited by 539
- Monitoring Structural Change
Authors: Chia-Shang James Chu, Maxwell B. Stinchcombe, Halbert White - Econometrica 1996 cited by 398
- The older the better: are elderly study participants more non-representative? A cross-sectional analysis of clinical trial and observational study samples
Authors: Beatrice A. Golomb, Virginia T. Chan, Marcella A. Evans, Sabrina Koperski, Halbert White, Michael H. Criqui - BMJ Open 2012 cited by 114
- Revisiting event study designs: robust and efficient estimation
Authors: Kirill Borusyak, Xavier Jaravel, Jann Spiess, Alberto Abadie, Isaiah Andrews, Raj Chetty, Itzik Fadlon, Ed Glaeser, Peter Hull, Guido W. Imbens, Larry Katz, Jack Liebersohn, Benjamin Moll, Jonathan Roth, Pedro H. C. Sant’Anna, Amanda Weiss, Alberto Abadie, Alexis Diamond, Jens Hainmueller, Guido Imbens, Fanyin Zheng, Jaap Abbring, Gerard Van Den, Berg, Jerome Adda, Joshua Angrist, Scott Baier, H Jeffrey, Bergstrand, Scott Baker, Natalie Bau, Christian Broda, Jonathan Parker, Brantly Callaway, Pedro Sant'anna, Doruk Cengiz, Arindrajit Dube, Attila Lindner, Ben Zippere, Clment De Chaisemartin, D' Xavier, Haultfoeuille, Di Maggio, Amir Marco, Kaveh Kermani, Majlesi, Mark Duggan, Craig Garthwaite, Aparajita Goyal, Andreas Fagereng, Martin Holm, Gisle Natvik, Laurent Gobillon, Thierry Magnac, Andrew Goodman-Bacon, Paulo Guimares, Pedro Portugal, Hilary Hoynes, Diane Schanzenbach, Douglas Almond, Cheng Hsiao, H Ching, Shui Ki, Wan, David Johnson, Jonathan Parker, Nicholas Souleles, Greg Kaplan, Giovanni Violante, Patrick Kline, Raffaele Saggio, Mikkel Solvsten, Lorenz Kueng, Licheng Liu, Ye Wang, Yiqing Xu, A Mackinlay, Craig, James Mackinnon, Halbert White, Michelle Marcus, Pedro Sant'anna, Isabel Martnez, Emmanuel Saez, Michael Siegenthaler, Jonathan Meer, Jeremy West, Conrad Miller, Nicholas Souleles, David Johnson, Robert Mcclelland, Dario Sansone - 2022 cited by 695
- Correction to “Automatic Block-Length Selection for the Dependent Bootstrap” by D. Politis and H. White
Authors: Andrew J. Patton, Dimitris N. Politis, Halbert White - Econometric Reviews 2009 cited by 371
- Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap
Authors: Ryan J. Sullivan, Allan Timmermann, Halbert White - The Journal of Finance 1999 cited by 1,048
- There exists a neural network that does not make avoidable mistakes
Authors: A. Ronald Gallant, Halbert White - IEEE International Conference on Neural Networks, ICNN 1988 cited by 212
- Improved Rates and Asymptotic Normality for Nonparametric Neural Network Estimators
Authors: Xiaohong Chen, Halbert White - IEEE Transactions on Information Theory, IEEE Trans. Inf. Theory 1999 cited by 181
- Maximum Likelihood Estimation of Misspecified Models
Authors: Halbert White - Econometrica 1982 cited by 4,106
- Estimation, Inference and Specification Analysis
Authors: Halbert White - Cambridge University Press eBooks 1994 cited by 745
- Nonparametric Estimation of Conditional Quantiles Using Neural Networks
Authors: Halbert White - Computing Science and Statistics 1992 cited by 90
- Connectionist nonparametric regression: Multilayer feedforward networks can learn arbitrary mappings
Authors: Halbert White - Neural Networks 1990 cited by 680
- Artificial neural networks: an econometric perspective
Authors: Chung‐Ming Kuan, Halbert White - Econometric Reviews 1994 cited by 456
