Author Page for Halbert L. White, Jr.

Can Mutual Fund 'Stars' Really Pick Stocks? New Evidence from a Bootstrap Analysis

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Can Mutual Fund 'Stars' Really Pick Stocks? New Evidence from a Bootstrap Analysis

Number of pages: 56 Posted: 28 Nov 2005 Last Revised: 17 Oct 2013

Robert Kosowski, Allan Timmermann, Russ Wermers and Halbert L. White, Jr.

Imperial College Business School, UCSD, University of Maryland - Robert H. Smith School of Business and University of California, San Diego (UCSD) - Department of Economics

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Citation 6

Abstract:

Can Mutual Fund 'Stars' Really Pick Stocks? New Evidence from a Bootstrap Analysis

Journal of Finance, Vol. 61, No. 6, December 2006

Posted: 19 Dec 2011

Robert Kosowski, Allan Timmermann, Russ Wermers and Halbert L. White, Jr.

Imperial College Business School, UCSD, University of Maryland - Robert H. Smith School of Business and University of California, San Diego (UCSD) - Department of Economics

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2.

Plus Factors and Agreement in Antitrust Law

Michigan Law Review, Vol. 110, No. 3, p. 393-436, 2011, GWU Legal Studies Research Paper No. 2012-1, GWU Law School Public Law Research Paper No. 2012-1

Number of pages: 45 Posted: 06 Jan 2012 Last Revised: 03 Nov 2014

William E. Kovacic, Robert C. Marshall, Leslie M. Marx and Halbert L. White, Jr.

George Washington University - Law School, Pennsylvania State University, College of the Liberal Arts - Department of Economic, Duke University - Fuqua School of Business, Economics Group and University of California, San Diego (UCSD) - Department of Economics

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Citation 1

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A Three Line Proof that OLS is BLUE

Number of pages: 2 Posted: 04 May 2012

Halbert L. White, Jr. and Jin Seo Cho

University of California, San Diego (UCSD) - Department of Economics and Yonsei University - Department of Economics

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4.

Modeling Autoregressive Conditional Skewness and Kurtosis with Multi-Quantile CAViaR

ECB Working Paper No. 957

Number of pages: 40 Posted: 20 Nov 2008

Halbert L. White, Jr., Tae-Hwan Kim and Simone Manganelli

University of California, San Diego (UCSD) - Department of Economics, University of Nottingham - School of Economics and European Central Bank (ECB)

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5.

Asymptotic and Bayesian Confidence Intervals for Sharpe Style Weights

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Asymptotic and Bayesian Confidence Intervals for Sharpe Style Weights

UCSD Economics Discussion Paper 2000-27

Number of pages: 42 Posted: 12 Jan 2001

Tae-Hwan Kim, Douglas Stone and Halbert L. White, Jr.

University of Nottingham - School of Economics, Nicholas Applegate Capital Management and University of California, San Diego (UCSD) - Department of Economics

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Citation 5

Abstract:

Asymptotic and Bayesian Confidence Intervals for Sharpe-Style Weights

Journal of Financial Econometrics, Vol. 3, pp. 315-343, 2005

Posted: 29 Feb 2008

Tae-Hwan Kim, Halbert L. White, Jr. and Douglas Stone

University of Nottingham - School of Economics, University of California, San Diego (UCSD) - Department of Economics and Nicholas Applegate Capital Management

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6.

A Subsampling Approach to Estimating the Distribution of Diversing Statistics with Application to Assessing Financial Market Risks

UPF, Economics and Business Working Paper No. 599

Number of pages: 39 Posted: 24 Oct 2002

Patrice Bertail, Christian Haefke, Dimitris N. Politis and Halbert L. White, Jr.

University Paris-Ouest and CREST-Insee, Institute for Advanced Studies (IHS), University of California, San Diego (UCSD) - Department of Mathematics and University of California, San Diego (UCSD) - Department of Economics

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7.

Estimation, Inference, and Specification Testing for Possibly Misspecified Quantile Regression

U of California San Diego, Economics Discussion Paper No. 2002-09

Number of pages: 33 Posted: 30 Jul 2002

Halbert L. White, Jr. and Tae-Hwan Kim

University of California, San Diego (UCSD) - Department of Economics and University of Nottingham - School of Economics

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8.

Bootstrapping the Information Matrix Test

UCSD Economics Working Paper No. 2000-04

Number of pages: 103 Posted: 22 Nov 2000

Christopher Stomberg and Halbert L. White, Jr.

University of California, San Diego (UCSD) - Department of Economics and University of California, San Diego (UCSD) - Department of Economics

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Citation 1

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9.

Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models

UCSD Department of Economics Working paper 2000-32R

Number of pages: 45 Posted: 17 Jan 2001

Sílvia Gonçalves and Halbert L. White, Jr.

University of Montreal - Department of Economics and University of California, San Diego (UCSD) - Department of Economics

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Citation 4

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10.

James-Stein Type Estimators in Large Samples with Application to the Least Absolute Deviations Estimator

UCSD Economics Discussion Paper 99-04R

Number of pages: 26 Posted: 17 Jan 2001

Tae-Hwan Kim and Halbert L. White, Jr.

University of Nottingham - School of Economics and University of California, San Diego (UCSD) - Department of Economics

Downloads 152 (192,245)

Citation 1

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11.

Central Limit and Functional Central Limit Theorems for Hilbert-Valued Dependent Heterogeneous Arrays with Applications

UCSD Economics Discussion Paper 92-35R

Number of pages: 35 Posted: 06 Jan 1998

Xiaohong Chen and Halbert L. White, Jr.

Yale University - Cowles Foundation and University of California, San Diego (UCSD) - Department of Economics

Downloads 148 (196,493)

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12.

Hypernormal Densities

UCSD, Economics Working Paper No. 2002-14, Universitat Pompeu Fabra Working Paper No

Number of pages: 42 Posted: 17 Dec 2002

Raffaella Giacomini, Andreas Gottschling, Christian Haefke and Halbert L. White, Jr.

University College London - Department of Economics, Banking Consultants and Systems GmbH, Institute for Advanced Studies (IHS) and University of California, San Diego (UCSD) - Department of Economics

Downloads 99 (265,338)

Citation 2

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13.

Asymptotic Properties of Some Projection-Based Robbins-Monro Procedures in a Hilbert Space

U of California, Economics Working Paper No. 2002-07

Number of pages: 77 Posted: 05 Jun 2002

Xiaohong Chen and Halbert L. White, Jr.

Yale University - Cowles Foundation and University of California, San Diego (UCSD) - Department of Economics

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Citation 2

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14.

VAR for VaR: Measuring Tail Dependence Using Multivariate Regression Quantiles

ECB Working Paper No. 1814

Number of pages: 50 Posted: 23 Jun 2015

Halbert L. White, Jr., Tae-Hwan Kim and Simone Manganelli

University of California, San Diego (UCSD) - Department of Economics, University of Nottingham - School of Economics and European Central Bank (ECB)

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Citation 3

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15.

A Flexible Nonparametric Test for Conditional Independence

Number of pages: 40 Posted: 11 Jun 2013

Meng Huang, Yixiao Sun and Halbert L. White, Jr.

Freddie Mac, University of California, San Diego (UCSD) - Department of Economics and University of California, San Diego (UCSD) - Department of Economics

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Citation 2

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16.

Testing for Monotonicity in Unobservables Under Unconfoundedness

Number of pages: 50 Posted: 13 Jun 2014

Stefan Hoderlein, Liangjun Su, Halbert L. White, Jr. and Thomas Yang

Boston College, Singapore Management University, University of California, San Diego (UCSD) - Department of Economics and Boston College

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17.

Granger Causality, Exogeneity, Cointegration, and Economic Policy Analysis

Number of pages: 36 Posted: 30 Nov 2012

Davide Pettenuzzo and Halbert L. White, Jr.

Brandeis University - International Business School and University of California, San Diego (UCSD) - Department of Economics

Downloads 39 (426,004)

Citation 1

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18.

Forecast Evaluation with Shared Data Sets

CEPR Discussion Paper No. 3060

Number of pages: 24 Posted: 02 Dec 2001

Ryan Sullivan, Allan Timmermann and Halbert L. White, Jr.

Bates White & Ballentine, UCSD and University of California, San Diego (UCSD) - Department of Economics

Downloads 27 (479,710)

Citation 1

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Abstract:

19.

Viewpoint: An Extended Class of Instrumental Variables for the Estimation of Causal Effects (Une Classe Tendue De Variables Instrumentales Pour L'Estimation Des Effets De Causalit)

Canadian Journal of Economics/Revue canadienne d'economique, Vol. 44, Issue 1, pp. 1-51, 2011

Number of pages: 51 Posted: 14 Mar 2011

Karim Chalak and Halbert L. White, Jr.

affiliation not provided to SSRN and University of California, San Diego (UCSD) - Department of Economics

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Abstract:

20.

Granger Causality and Dynamic Structural Systems

Journal of Financial Econometrics, Vol. 8, Issue 2, pp. 193-243, 2010

Posted: 29 Mar 2010

Halbert L. White, Jr. and Xun Lu

University of California, San Diego (UCSD) - Department of Economics and affiliation not provided to SSRN

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21.

Inference on Risk-Neutral Measures for Incomplete Markets

Journal of Financial Econometrics, Vol. 7, Issue 3, pp. 199-246, 2009

Posted: 30 Jun 2009

Hiroaki Kaido and Halbert L. White, Jr.

Boston University - Department of Economics and University of California, San Diego (UCSD) - Department of Economics

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22.

A Comparison of Complementary Automatic Modeling Methods: Retina and Pcgets

Econometric Theory, Vol. 21, No. 1, pp. 262-277, February 1, 2005

Posted: 26 Mar 2006

Teodosio Perez Amaral, Giampiero M. Gallo and Halbert L. White, Jr.

Complutense University of Madrid - Facultad de Económicas y Empresariales, Universita' di Firenze - Dipartimento di Statistica, Informatica, Applicazioni "G.Parenti" and University of California, San Diego (UCSD) - Department of Economics

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23.

Dangers of Data-Driven Inference: The Case of Calendar Effects in Stock Returns

UCSD Economics Discussion Paper 98-16

Posted: 20 Aug 1998

Ryan Sullivan, Allan Timmermann and Halbert L. White, Jr.

Bates White & Ballentine, UCSD and University of California, San Diego (UCSD) - Department of Economics

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24.

A Model Selection Approach to Real-Time Macroeconomic Forecasting Using Linear Models and Artificial Neural Networks

Review of Economics and Statistics, Vol. 79, No. 4, November 1997

Posted: 22 Mar 1998

Norman R. Swanson and Halbert L. White, Jr.

Rutgers University - Department of Economics and University of California, San Diego (UCSD) - Department of Economics

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25.

Data-Snooping, Technical Trading Rule Performance, and the Bootstrap

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Data-Snooping, Technical Trading Rule Performance, and the Bootstrap

Journal of Finance, Vol. 54, No. 5, October 1999

Posted: 18 May 1999

Ryan Sullivan, Allan Timmermann and Halbert L. White, Jr.

Bates White & Ballentine, UCSD and University of California, San Diego (UCSD) - Department of Economics

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Data-Snooping, Technical Trading Rule Performance, and the Bootstrap

University of California at San Diego, Department of Economics, Discussion Paper No. 97-31

Posted: 08 Mar 1998

Ryan Sullivan, Allan Timmermann and Halbert L. White, Jr.

Bates White & Ballentine, UCSD and University of California, San Diego (UCSD) - Department of Economics

Halbert L. White, Jr.

University of California, San Diego (UCSD) - Department of Economics

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Scholarly Papers (25)

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Forecast Evaluation with Shared Data Sets

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Viewpoint: An Extended Class of Instrumental Variables for the Estimation of Causal Effects (Une Classe Tendue De Variables Instrumentales Pour L'Estimation Des Effets De Causalit)

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