Halbert White

Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties

Multilayer feedforward networks are universal approximators

Universal approximation of an unknown mapping and its derivatives using multilayer feedforward networks

A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity

This paper presents a parameter covariance matrix estimator which is consistent even when the disturbances of a linear regression model are heteroskedastic. This estimator does ...

Maximum Likelihood Estimation of Misspecified Models

Maximum Likelihood Estimation of Misspecified Models

This paper examines the consequences and detection of model misspecification when using maximum likelihood techniques for estimation and inference. The quasi-maximum likelihood ...