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White, Halbert Lynn jun.

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Author ID: white.halbert-l Recent zbMATH articles by "White, Halbert Lynn jun."
Published as: White, H.; White, Halbert; White, Halbert L.; White, Helbert
External Links: MGP · Wikidata · dblp · GND
Documents Indexed: 97 Publications since 1980, including 4 Books
Biographic References: 1 Publication

Publications by Year

Citations contained in zbMATH Open

86 Publications have been cited 3,694 times in 2,999 Documents Cited by Year
Maximum likelihood estimation of misspecified models. Zbl 0478.62088
White, Halbert
661
1982
Multilayer feedforward networks are universal approximators. Zbl 1383.92015
Hornik, Kurt; Stinchcombe, Maxwell; White, Halbert
653
1989
A heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroskedasticity. Zbl 0459.62051
White, Halbert
450
1980
Estimation, inference, and specification analysis. Zbl 0860.62100
White, Halbert
183
1994
Monitoring structural change. Zbl 0856.90027
Chu, Chia-Shang James; Stinchcombe, Maxwell; White, Halbert
100
1996
Automatic block-length selection for the dependent bootstrap. Zbl 1082.62076
Politis, Dimitris N.; White, Halbert
97
2004
A reality check for data snooping. Zbl 1008.62116
White, Halbert
96
2000
Tests of conditional predictive ability. Zbl 1187.91151
Giacomini, Raffaella; White, Halbert
94
2006
Nonlinear regression with dependent observations. Zbl 0533.62055
White, Halbert; Domowitz, Ian
85
1984
Information criteria for selecting possibly misspecified parametric models. Zbl 0843.62089
Sin, Chor-Yiu; White, Halbert
70
1996
Testing for neglected nonlinearity in time series models. A comparison of neural network methods and alternative tests. Zbl 0766.62055
Lee, Tae-Hwy; White, Halbert; Granger, Clive W. J.
70
1993
Consequences and detection of misspecified nonlinear regression models. Zbl 0467.62058
White, Halbert
69
1981
Consistent specification testing via nonparametric series regression. Zbl 0941.62125
Hong, Yongmiao; White, Halbert
67
1995
Using least squares to approximate unknown regression functions. Zbl 0444.62119
White, Halbert
45
1980
Nonlinear regression on cross-section data. Zbl 0442.62050
White, Halbert
44
1980
A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators. Zbl 1272.62033
Giacomini, Raffaella; Politis, Dimitris N.; White, Halbert
40
2013
Misspecified models with dependent observations. Zbl 0512.62114
Domowitz, Ian; White, Halbert
40
1982
Artificial neural networks: An econometric perspective. (With comments). Zbl 0832.62101
Kuan, Chung-Ming; White, Halbert
39
1994
Correction to “automatic block-length selection for the dependent bootstrap” by D. Politis and H. White. Zbl 1400.62193
Patton, Andrew; Politis, Dimitris N.; White, Halbert
38
2009
Regularity conditions for Cox’s test of non-nested hypotheses. Zbl 0539.62032
White, Halbert
38
1982
Some asymptotic results for learning in single hidden-layer feedforward network models. Zbl 0721.62081
White, Halbert
35
1989
High breakdown point conditional dispersion estimation with application to S& P500 daily returns volatility. Zbl 1015.91530
Sakata, Shinichi; White, Halbert
34
1998
Asymptotic distribution theory for nonparametric entropy measures of serial dependence. Zbl 1152.91729
Hong, Yongmiao; White, Halbert
31
2005
A nonparametric Hellinger metric test for conditional independence. Zbl 1284.62285
Su, Liangjun; White, Halbert
29
2008
A consistent characteristic function-based test for conditional independence. Zbl 1418.62201
Su, Liangjun; White, Halbert
29
2007
Maximum likelihood and the bootstrap for nonlinear dynamic models. Zbl 1337.62043
Gonçalves, Sílvia; White, Halbert
29
2004
The bootstrap of the mean for dependent heterogeneous arrays. Zbl 1181.62056
Gonçalves, Sílvia; White, Halbert
25
2002
Instrumental variables regression with independent observations. Zbl 0518.62094
White, Halbert
23
1982
Tests for model specification in the presence of alternative hypotheses. Zbl 0518.62090
MacKinnon, James G.; White, Halbert; Davidson, Russell
22
1983
Consistent specification testing with nuisance parameters present only under the alternative. Zbl 1419.62105
Stinchcombe, M. B.; White, Halbert
21
1998
Specification testing in dynamic models. Zbl 0850.62886
White, Halbert
21
1987
Testing for regime switching. Zbl 1129.62072
Cho, Jin Seo; White, Halbert
20
2007
Some large-sample tests for nonnormality in the linear regression model. Zbl 0434.62044
White, Halbert; MacDonald, Glenn M.
20
1980
Comments on testing economic theories and the use of model selection criteria. Zbl 0925.62521
Granger, Clive W. J.; King, Maxwell L.; White, Halbert
19
1995
Degree of approximation results for feedforward networks approximating unknown mappings and their derivatives. Zbl 0846.60088
Hornik, Kurt; Stinchcombe, Maxwell; White, Halbert; Auer, Peter
19
1994
Specification tests for the variance of diffusion. Zbl 0932.62095
Corradi, Valentina; White, Helbert
17
1999
An efficient algorithm to compute maximum entropy densities. Zbl 0932.62006
Ormoneit, Dirk; White, Halbert
16
1999
Nonparametric identification in nonseparable panel data models with generalized fixed effects. Zbl 1443.62462
Hoderlein, Stefan; White, Halbert
15
2012
Improved rates and asymptotic normality for nonparametric neural network estimators. Zbl 1098.92502
Chen, Xiaohong; White, Halbert
14
1999
Testing structural change in partially linear models. Zbl 1230.62123
Su, Liangjun; White, Halbert
13
2010
Some measurability results for extrema of random functions over random sets. Zbl 0752.60008
Stinchcombe, Maxwell B.; White, Halbert
12
1992
Some results on sieve estimation with dependent observations. Zbl 0776.62042
White, Halbert; Wooldridge, Jeffrey M.
12
1991
Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes. Zbl 1054.62577
Corradi, Valentina; Swanson, Norman R.; White, Halbert
11
2000
Nonparametric estimation of conditional quantiles using neural networks. Zbl 0765.62034
White, Halbert
11
1992
Settable systems: an extension of Pearl’s causal model with optimization, equilibrium, and learning. Zbl 1235.91148
White, Halbert; Chalak, Karim
9
2009
An alternative definition of finite-sample breakdown point with applications to regression model estimators. Zbl 0851.62024
Sakata, Shinichi; White, Halbert
9
1995
Adaptive learning with nonlinear dynamics driven by dependent processes. Zbl 0816.90030
Kuan, Chung-Ming; White, Halbert
9
1994
VAR for VaR: measuring tail dependence using multivariate regression quantiles. Zbl 1337.62385
White, Halbert; Kim, Tae-Hwan; Manganelli, Simone
8
2015
Testing conditional independence via empirical likelihood. Zbl 1311.62069
Su, Liangjun; White, Halbert
8
2014
Local indirect least squares and average marginal effects in nonseparable structural systems. Zbl 1441.62863
Schennach, Susanne; White, Halbert; Chalak, Karim
8
2012
Bootstrap standard error estimates for linear regression. Zbl 1117.62347
Gonçalves, Sílvia; White, Halbert
8
2005
Dangers of data mining: The case of calendar effects in stock returns. Zbl 1040.62095
Sullivan, Ryan; Timmermann, Allan; White, Halbert
8
2001
Nonparametric adaptive learning with feedback. Zbl 0910.90002
Chen, Xiaohong; White, Halbert
8
1998
A flexible nonparametric test for conditional independence. Zbl 1385.62015
Huang, Meng; Sun, Yixiao; White, Halbert
7
2016
Testing for separability in structural equations. Zbl 1311.62068
Lu, Xun; White, Halbert
7
2014
Some extensions of a lemma of Kotlarski. Zbl 1419.60013
Evdokimov, Kirill; White, Halbert
7
2012
Modeling autoregressive conditional skewness and kurtosis with multi-quantile CAViaR. Zbl 1229.91366
White, Halbert; Kim, Tae-Hwan; Manganelli, Simone
7
2010
James-Stein-type estimators in large samples with application to the least absolute deviations estimator. Zbl 1017.62059
Kim, Tae-Hwan; White, Halbert
7
2001
Revisiting tests for neglected nonlinearity using artificial neural networks. Zbl 1217.62141
Cho, Jin Seo; Ishida, Isao; White, Halbert
6
2011
Testing a conditional form of exogeneity. Zbl 1201.62058
White, Halbert; Chalak, Karim
6
2010
Mixtures of \(t\)-distributions for finance and forecasting. Zbl 1418.62380
Giacomini, Raffaella; Gottschling, Andreas; Haefke, Christian; White, Halbert
6
2008
Subsampling the distribution of diverging statistics with applications to finance. Zbl 1282.62188
Bertail, Patrice; Haefke, Christian; Politis, Dimitris N.; White, Halbert
6
2004
Asymptotic properties of some projection-based Robbins-Monro procedures in a Hilbert space. Zbl 1178.62089
Chen, Xiaohong; White, Halbert
6
2002
\(S\)-estimation of nonlinear regression models with dependent and heterogeneous observations. Zbl 0998.62060
Sakata, Shinichi; White, Halbert
6
2001
Sup-norm approximation bounds for networks through probabilistic methods. Zbl 0835.68102
Yukich, Joseph E.; Stinchcombe, Maxwell B.; White, Halbert
6
1995
Maximum likelihood estimation of misspecified dynamic models. Zbl 0577.62090
White, Halbert
6
1984
Consideration of trends in time series. Zbl 1266.62071
White, Halbert; Granger, Clive W. J.
5
2011
Testing for unobserved heterogeneity in exponential and Weibull duration models. Zbl 1431.62604
Cho, Jin Seo; White, Halbert
5
2010
Time-series estimation of the effects of natural experiments. Zbl 1418.62544
White, Halbert
5
2006
Correction to: Maximum likelihood estimation of misspecified models. Zbl 0518.62092
White, Halbert
5
1983
Differencing as a test of specification. Zbl 0518.62091
Plosser, Charles I.; Schwert, G. William; White, Halbert
5
1982
Testing for monotonicity in unobservables under unconfoundedness. Zbl 1420.62198
Hoderlein, Stefan; Su, Liangjun; White, Halbert; Yang, Thomas Tao
4
2016
Causality, conditional independence, and graphical separation in settable systems. Zbl 1270.62018
Chalak, Karim; White, Halbert
4
2012
Higher-order approximations for testing neglected nonlinearity. Zbl 1437.62359
White, Halbert; Cho, Jin Seo
4
2012
Estimating nonseparable models with mismeasured endogenous variables. Zbl 1398.62096
Song, Suyong; Schennach, Susanne M.; White, Halbert
3
2015
Granger causality, exogeneity, cointegration, and economic policy analysis. Zbl 1293.91157
White, Halbert; Pettenuzzo, Davide
3
2014
Generalized runs tests for the IID hypothesis. Zbl 1441.62648
Cho, Jin Seo; White, Halbert
3
2011
Retrospective estimation of causal effects through time. Zbl 1376.62121
White, Halbert; Kennedy, Pauline
3
2009
Causal discourse in a game of incomplete information. Zbl 1311.91124
White, Halbert; Xu, Haiqing; Chalak, Karim
2
2014
The construction of empirical credit scoring rules based on maximization principles. Zbl 1431.62647
Lieli, Robert P.; White, Halbert
2
2010
Directionally differentiable econometric models. Zbl 1400.62317
Cho, Jin Seo; White, Halbert
1
2018
Granger causality and structural causality in cross-section and panel data. Zbl 1441.62804
Lu, Xun; Su, Liangjun; White, Halbert
1
2017
Robustness checks and robustness tests in applied economics. Zbl 1293.91154
Lu, Xun; White, Halbert
1
2014
An alternative proof that OLS is BLUE. Zbl 1279.62062
White, Halbert; Cho, Jin Seo
1
2012
Adaptive efficient weighted least squares with dependent observations. Zbl 0738.62041
White, Halbert; Stinchcombe, Maxwell
1
1991
Efficient instrumental variables estimation of systems of implicit heterogeneous nonlinear dynamic equations with nonspherical errors. Zbl 0727.62108
Bates, Charles; White, Halbert
1
1988
Directionally differentiable econometric models. Zbl 1400.62317
Cho, Jin Seo; White, Halbert
1
2018
Granger causality and structural causality in cross-section and panel data. Zbl 1441.62804
Lu, Xun; Su, Liangjun; White, Halbert
1
2017
A flexible nonparametric test for conditional independence. Zbl 1385.62015
Huang, Meng; Sun, Yixiao; White, Halbert
7
2016
Testing for monotonicity in unobservables under unconfoundedness. Zbl 1420.62198
Hoderlein, Stefan; Su, Liangjun; White, Halbert; Yang, Thomas Tao
4
2016
VAR for VaR: measuring tail dependence using multivariate regression quantiles. Zbl 1337.62385
White, Halbert; Kim, Tae-Hwan; Manganelli, Simone
8
2015
Estimating nonseparable models with mismeasured endogenous variables. Zbl 1398.62096
Song, Suyong; Schennach, Susanne M.; White, Halbert
3
2015
Testing conditional independence via empirical likelihood. Zbl 1311.62069
Su, Liangjun; White, Halbert
8
2014
Testing for separability in structural equations. Zbl 1311.62068
Lu, Xun; White, Halbert
7
2014
Granger causality, exogeneity, cointegration, and economic policy analysis. Zbl 1293.91157
White, Halbert; Pettenuzzo, Davide
3
2014
Causal discourse in a game of incomplete information. Zbl 1311.91124
White, Halbert; Xu, Haiqing; Chalak, Karim
2
2014
Robustness checks and robustness tests in applied economics. Zbl 1293.91154
Lu, Xun; White, Halbert
1
2014
A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators. Zbl 1272.62033
Giacomini, Raffaella; Politis, Dimitris N.; White, Halbert
40
2013
Nonparametric identification in nonseparable panel data models with generalized fixed effects. Zbl 1443.62462
Hoderlein, Stefan; White, Halbert
15
2012
Local indirect least squares and average marginal effects in nonseparable structural systems. Zbl 1441.62863
Schennach, Susanne; White, Halbert; Chalak, Karim
8
2012
Some extensions of a lemma of Kotlarski. Zbl 1419.60013
Evdokimov, Kirill; White, Halbert
7
2012
Causality, conditional independence, and graphical separation in settable systems. Zbl 1270.62018
Chalak, Karim; White, Halbert
4
2012
Higher-order approximations for testing neglected nonlinearity. Zbl 1437.62359
White, Halbert; Cho, Jin Seo
4
2012
An alternative proof that OLS is BLUE. Zbl 1279.62062
White, Halbert; Cho, Jin Seo
1
2012
Revisiting tests for neglected nonlinearity using artificial neural networks. Zbl 1217.62141
Cho, Jin Seo; Ishida, Isao; White, Halbert
6
2011
Consideration of trends in time series. Zbl 1266.62071
White, Halbert; Granger, Clive W. J.
5
2011
Generalized runs tests for the IID hypothesis. Zbl 1441.62648
Cho, Jin Seo; White, Halbert
3
2011
Testing structural change in partially linear models. Zbl 1230.62123
Su, Liangjun; White, Halbert
13
2010
Modeling autoregressive conditional skewness and kurtosis with multi-quantile CAViaR. Zbl 1229.91366
White, Halbert; Kim, Tae-Hwan; Manganelli, Simone
7
2010
Testing a conditional form of exogeneity. Zbl 1201.62058
White, Halbert; Chalak, Karim
6
2010
Testing for unobserved heterogeneity in exponential and Weibull duration models. Zbl 1431.62604
Cho, Jin Seo; White, Halbert
5
2010
The construction of empirical credit scoring rules based on maximization principles. Zbl 1431.62647
Lieli, Robert P.; White, Halbert
2
2010
Correction to “automatic block-length selection for the dependent bootstrap” by D. Politis and H. White. Zbl 1400.62193
Patton, Andrew; Politis, Dimitris N.; White, Halbert
38
2009
Settable systems: an extension of Pearl’s causal model with optimization, equilibrium, and learning. Zbl 1235.91148
White, Halbert; Chalak, Karim
9
2009
Retrospective estimation of causal effects through time. Zbl 1376.62121
White, Halbert; Kennedy, Pauline
3
2009
A nonparametric Hellinger metric test for conditional independence. Zbl 1284.62285
Su, Liangjun; White, Halbert
29
2008
Mixtures of \(t\)-distributions for finance and forecasting. Zbl 1418.62380
Giacomini, Raffaella; Gottschling, Andreas; Haefke, Christian; White, Halbert
6
2008
A consistent characteristic function-based test for conditional independence. Zbl 1418.62201
Su, Liangjun; White, Halbert
29
2007
Testing for regime switching. Zbl 1129.62072
Cho, Jin Seo; White, Halbert
20
2007
Tests of conditional predictive ability. Zbl 1187.91151
Giacomini, Raffaella; White, Halbert
94
2006
Time-series estimation of the effects of natural experiments. Zbl 1418.62544
White, Halbert
5
2006
Asymptotic distribution theory for nonparametric entropy measures of serial dependence. Zbl 1152.91729
Hong, Yongmiao; White, Halbert
31
2005
Bootstrap standard error estimates for linear regression. Zbl 1117.62347
Gonçalves, Sílvia; White, Halbert
8
2005
Automatic block-length selection for the dependent bootstrap. Zbl 1082.62076
Politis, Dimitris N.; White, Halbert
97
2004
Maximum likelihood and the bootstrap for nonlinear dynamic models. Zbl 1337.62043
Gonçalves, Sílvia; White, Halbert
29
2004
Subsampling the distribution of diverging statistics with applications to finance. Zbl 1282.62188
Bertail, Patrice; Haefke, Christian; Politis, Dimitris N.; White, Halbert
6
2004
The bootstrap of the mean for dependent heterogeneous arrays. Zbl 1181.62056
Gonçalves, Sílvia; White, Halbert
25
2002
Asymptotic properties of some projection-based Robbins-Monro procedures in a Hilbert space. Zbl 1178.62089
Chen, Xiaohong; White, Halbert
6
2002
Dangers of data mining: The case of calendar effects in stock returns. Zbl 1040.62095
Sullivan, Ryan; Timmermann, Allan; White, Halbert
8
2001
James-Stein-type estimators in large samples with application to the least absolute deviations estimator. Zbl 1017.62059
Kim, Tae-Hwan; White, Halbert
7
2001
\(S\)-estimation of nonlinear regression models with dependent and heterogeneous observations. Zbl 0998.62060
Sakata, Shinichi; White, Halbert
6
2001
A reality check for data snooping. Zbl 1008.62116
White, Halbert
96
2000
Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes. Zbl 1054.62577
Corradi, Valentina; Swanson, Norman R.; White, Halbert
11
2000
Specification tests for the variance of diffusion. Zbl 0932.62095
Corradi, Valentina; White, Helbert
17
1999
An efficient algorithm to compute maximum entropy densities. Zbl 0932.62006
Ormoneit, Dirk; White, Halbert
16
1999
Improved rates and asymptotic normality for nonparametric neural network estimators. Zbl 1098.92502
Chen, Xiaohong; White, Halbert
14
1999
High breakdown point conditional dispersion estimation with application to S& P500 daily returns volatility. Zbl 1015.91530
Sakata, Shinichi; White, Halbert
34
1998
Consistent specification testing with nuisance parameters present only under the alternative. Zbl 1419.62105
Stinchcombe, M. B.; White, Halbert
21
1998
Nonparametric adaptive learning with feedback. Zbl 0910.90002
Chen, Xiaohong; White, Halbert
8
1998
Monitoring structural change. Zbl 0856.90027
Chu, Chia-Shang James; Stinchcombe, Maxwell; White, Halbert
100
1996
Information criteria for selecting possibly misspecified parametric models. Zbl 0843.62089
Sin, Chor-Yiu; White, Halbert
70
1996
Consistent specification testing via nonparametric series regression. Zbl 0941.62125
Hong, Yongmiao; White, Halbert
67
1995
Comments on testing economic theories and the use of model selection criteria. Zbl 0925.62521
Granger, Clive W. J.; King, Maxwell L.; White, Halbert
19
1995
An alternative definition of finite-sample breakdown point with applications to regression model estimators. Zbl 0851.62024
Sakata, Shinichi; White, Halbert
9
1995
Sup-norm approximation bounds for networks through probabilistic methods. Zbl 0835.68102
Yukich, Joseph E.; Stinchcombe, Maxwell B.; White, Halbert
6
1995
Estimation, inference, and specification analysis. Zbl 0860.62100
White, Halbert
183
1994
Artificial neural networks: An econometric perspective. (With comments). Zbl 0832.62101
Kuan, Chung-Ming; White, Halbert
39
1994
Degree of approximation results for feedforward networks approximating unknown mappings and their derivatives. Zbl 0846.60088
Hornik, Kurt; Stinchcombe, Maxwell; White, Halbert; Auer, Peter
19
1994
Adaptive learning with nonlinear dynamics driven by dependent processes. Zbl 0816.90030
Kuan, Chung-Ming; White, Halbert
9
1994
Testing for neglected nonlinearity in time series models. A comparison of neural network methods and alternative tests. Zbl 0766.62055
Lee, Tae-Hwy; White, Halbert; Granger, Clive W. J.
70
1993
Some measurability results for extrema of random functions over random sets. Zbl 0752.60008
Stinchcombe, Maxwell B.; White, Halbert
12
1992
Nonparametric estimation of conditional quantiles using neural networks. Zbl 0765.62034
White, Halbert
11
1992
Some results on sieve estimation with dependent observations. Zbl 0776.62042
White, Halbert; Wooldridge, Jeffrey M.
12
1991
Adaptive efficient weighted least squares with dependent observations. Zbl 0738.62041
White, Halbert; Stinchcombe, Maxwell
1
1991
Multilayer feedforward networks are universal approximators. Zbl 1383.92015
Hornik, Kurt; Stinchcombe, Maxwell; White, Halbert
653
1989
Some asymptotic results for learning in single hidden-layer feedforward network models. Zbl 0721.62081
White, Halbert
35
1989
Efficient instrumental variables estimation of systems of implicit heterogeneous nonlinear dynamic equations with nonspherical errors. Zbl 0727.62108
Bates, Charles; White, Halbert
1
1988
Specification testing in dynamic models. Zbl 0850.62886
White, Halbert
21
1987
Nonlinear regression with dependent observations. Zbl 0533.62055
White, Halbert; Domowitz, Ian
85
1984
Maximum likelihood estimation of misspecified dynamic models. Zbl 0577.62090
White, Halbert
6
1984
Tests for model specification in the presence of alternative hypotheses. Zbl 0518.62090
MacKinnon, James G.; White, Halbert; Davidson, Russell
22
1983
Correction to: Maximum likelihood estimation of misspecified models. Zbl 0518.62092
White, Halbert
5
1983
Maximum likelihood estimation of misspecified models. Zbl 0478.62088
White, Halbert
661
1982
Misspecified models with dependent observations. Zbl 0512.62114
Domowitz, Ian; White, Halbert
40
1982
Regularity conditions for Cox’s test of non-nested hypotheses. Zbl 0539.62032
White, Halbert
38
1982
Instrumental variables regression with independent observations. Zbl 0518.62094
White, Halbert
23
1982
Differencing as a test of specification. Zbl 0518.62091
Plosser, Charles I.; Schwert, G. William; White, Halbert
5
1982
Consequences and detection of misspecified nonlinear regression models. Zbl 0467.62058
White, Halbert
69
1981
A heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroskedasticity. Zbl 0459.62051
White, Halbert
450
1980
Using least squares to approximate unknown regression functions. Zbl 0444.62119
White, Halbert
45
1980
Nonlinear regression on cross-section data. Zbl 0442.62050
White, Halbert
44
1980
Some large-sample tests for nonnormality in the linear regression model. Zbl 0434.62044
White, Halbert; MacDonald, Glenn M.
20
1980
all top 5

Cited by 4,501 Authors

39 White, Halbert Lynn jun.
20 Cribari-Neto, Francisco
18 Kapetanios, George
18 Su, Liangjun
18 Swanson, Norman Rasmus
17 Corradi, Valentina
17 Jiménez-Gamero, María Dolores
17 Politis, Dimitris Nicolas
15 Hendry, David F.
15 Horváth, Lajos
15 Li, Qi
14 Hong, Yongmiao
14 Tsou, Tsung-Shan
13 Chen, Xiaohong
13 Lee, Lung-Fei
13 Pesaran, M. Hashem
12 Aue, Alexander
12 Godfrey, Leslie G.
12 Meintanis, Simos G.
12 Newey, Whitney Kent
12 Patton, Andrew J.
11 Bera, Anil K.
11 Čížek, Pavel
11 Lee, Tae-Hwy
11 McAleer, Michael
11 Phillips, Peter Charles Bonest
11 Song, Weixing
10 Fan, Yanqin
10 Gonçalves, Sílvia
10 Gourieroux, Christian
10 Hušková, Marie
10 Steinebach, Josef G.
9 Buckley, James J.
9 Cho, Jin Seo
9 Franses, Philip Hans
9 Ghysels, Eric
9 Lahiri, Soumendra Nath
9 Timmermann, Allan G.
9 Ullah, Aman
9 Zhu, Lixing
8 Bierens, Herman J.
8 Granger, Clive William John
8 Hsiao, Cheng
8 Lee, Sangyeol
8 Lipsitz, Stuart R.
8 Nordman, Daniel J.
8 Wooldridge, Jeffrey M.
7 Cao, Feilong
7 Dean, Charmaine B.
7 Dufour, Jean-Marie
7 Fernandes, Marcelo
7 Gustafson, Paul
7 Hidalgo, Javier
7 Hill, Jonathan B.
7 Inoue, Atsushi
7 Lewis, Frank Leroy
7 Linton, Oliver Bruce
7 Lucas, André
7 Medeiros, Marcelo C.
7 Molenberghs, Geert
7 Mukherjee, Amitava
7 Shin, Dongwan
7 Sun, Yixiao
7 Tian, Zheng
7 Whang, Yoon-Jae
7 Xu, Zongben
6 Blake, Andrew Peter
6 Bollerslev, Tim
6 Castle, Jennifer L.
6 Clark, Todd E.
6 Cook, Richard J.
6 Dette, Holger
6 Forsyth, Peter A.
6 Frisén, Marianne
6 Furno, Marilena
6 Gao, Jiti
6 Hwang, Eunju
6 Jin, Sainan
6 Kim, Taehwan
6 Kokoszka, Piotr S.
6 Kundu, Debasis
6 McCracken, Michael W.
6 Monfort, Alain
6 Saikkonen, Pentti
6 Scaillet, Olivier
6 Sentana, Enrique
6 Seo, Myunghwan
6 Silva, J. M. C. Santos
6 Teräsvirta, Timo
6 van Dijk, Dick
6 Yuan, Kehai
5 Alba Fernández, Virtudes
5 Ando, Masakazu
5 Balakrishnan, Narayanaswamy
5 Blasques, Francisco
5 Bücher, Axel
5 Chalak, Karim
5 Chen, Zhanshou
5 Chernozhukov, Victor
5 Claeskens, Gerda
...and 4,401 more Authors
all top 5

Cited in 314 Serials

589 Journal of Econometrics
139 Economics Letters
121 Computational Statistics and Data Analysis
101 Journal of Statistical Planning and Inference
95 Econometric Theory
63 Econometric Reviews
60 Communications in Statistics. Theory and Methods
58 European Journal of Operational Research
53 Journal of Economic Dynamics & Control
48 Journal of Statistical Computation and Simulation
45 Statistics & Probability Letters
44 Journal of Multivariate Analysis
43 The Annals of Statistics
41 Neural Computation
40 Communications in Statistics. Simulation and Computation
40 Journal of Applied Statistics
38 Biometrics
34 Journal of Time Series Analysis
34 Neural Networks
32 The Canadian Journal of Statistics
28 Psychometrika
27 Journal of Nonparametric Statistics
27 Electronic Journal of Statistics
26 Quantitative Finance
25 Automatica
25 Computational Statistics
23 Journal of the American Statistical Association
23 Statistical Papers
23 The Econometrics Journal
22 Test
20 Applied Mathematics and Computation
19 Computer Methods in Applied Mechanics and Engineering
19 Metrika
19 Statistical Science
18 International Journal of Control
18 Fuzzy Sets and Systems
18 Information Sciences
18 Mathematics and Computers in Simulation
18 Statistics
18 Mathematical and Computer Modelling
17 International Journal of Systems Science
17 Journal of the Franklin Institute
15 Computers & Operations Research
14 Statistical Methods and Applications
14 Journal of Econometric Methods
13 Journal of Computational Physics
13 Annals of the Institute of Statistical Mathematics
13 Sequential Analysis
12 Bernoulli
11 Computational Economics
10 Lifetime Data Analysis
10 The Annals of Applied Statistics
9 Biological Cybernetics
9 Chaos, Solitons and Fractals
9 Journal of Mathematical Psychology
9 Journal of Optimization Theory and Applications
9 Insurance Mathematics & Economics
9 Journal of Forecasting
9 Statistics and Computing
8 Scandinavian Journal of Statistics
8 Kybernetika
8 Physica D
8 International Journal of Approximate Reasoning
8 Open Economies Review
8 Mathematical Problems in Engineering
8 Journal of Systems Science and Complexity
8 Journal of Statistical Theory and Practice
8 AStA. Advances in Statistical Analysis
8 Journal of Time Series Econometrics
7 Computers & Mathematics with Applications
7 Applied Mathematical Modelling
7 Advances in Engineering Software
7 Chaos
7 Journal of the Korean Statistical Society
6 Biometrical Journal
6 Journal of Approximation Theory
6 Journal of Economic Theory
6 International Journal of Robust and Nonlinear Control
6 Advances in Computational Mathematics
6 Nonlinear Dynamics
6 Biostatistics
6 Asia-Pacific Financial Markets
6 European Journal of Pure and Applied Mathematics
5 Journal of Computational and Applied Mathematics
5 Journal of Mathematical Economics
5 Statistica Neerlandica
5 International Journal of Production Research
5 Acta Mathematicae Applicatae Sinica. English Series
5 Computational Mechanics
5 Annals of Operations Research
5 International Journal of Adaptive Control and Signal Processing
5 European Journal of Control
5 Soft Computing
5 International Journal of Theoretical and Applied Finance
5 Computational Geosciences
5 Analysis and Applications (Singapore)
5 Sankhyā. Series B
5 Quantitative Economics
4 Journal of Fluid Mechanics
4 International Journal of Computer Mathematics
...and 214 more Serials
all top 5

Cited in 44 Fields

2,209 Statistics (62-XX)
569 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
392 Numerical analysis (65-XX)
292 Computer science (68-XX)
202 Biology and other natural sciences (92-XX)
200 Systems theory; control (93-XX)
145 Probability theory and stochastic processes (60-XX)
117 Operations research, mathematical programming (90-XX)
50 Approximations and expansions (41-XX)
38 Dynamical systems and ergodic theory (37-XX)
32 Mechanics of deformable solids (74-XX)
27 Fluid mechanics (76-XX)
26 Partial differential equations (35-XX)
22 Geophysics (86-XX)
20 Statistical mechanics, structure of matter (82-XX)
19 Information and communication theory, circuits (94-XX)
15 Calculus of variations and optimal control; optimization (49-XX)
11 General and overarching topics; collections (00-XX)
11 Mechanics of particles and systems (70-XX)
8 Linear and multilinear algebra; matrix theory (15-XX)
8 Ordinary differential equations (34-XX)
8 Harmonic analysis on Euclidean spaces (42-XX)
5 Measure and integration (28-XX)
4 History and biography (01-XX)
4 Functional analysis (46-XX)
3 Mathematical logic and foundations (03-XX)
3 Real functions (26-XX)
3 Integral transforms, operational calculus (44-XX)
3 Operator theory (47-XX)
3 Convex and discrete geometry (52-XX)
2 Functions of a complex variable (30-XX)
2 Special functions (33-XX)
2 Integral equations (45-XX)
2 General topology (54-XX)
2 Optics, electromagnetic theory (78-XX)
2 Classical thermodynamics, heat transfer (80-XX)
2 Quantum theory (81-XX)
1 Combinatorics (05-XX)
1 Number theory (11-XX)
1 Field theory and polynomials (12-XX)
1 Nonassociative rings and algebras (17-XX)
1 Potential theory (31-XX)
1 Global analysis, analysis on manifolds (58-XX)
1 Astronomy and astrophysics (85-XX)

Citations by Year

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