White, Halbert

A heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroskedasticity

White, H. (1980) · Econometrica

Advanced Statistical Methods and ModelsStatistical and numerical algorithms

Cited by 25,861

Multilayer feedforward networks are universal approximators

Hornik, K., Stinchcombe, M., & White, H. (1989) · Neural Networks

Neural Networks and ApplicationsMachine Learning and ELM

Cited by 21,728

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

MacKinnon, J. G., & White, H. (1985) · Journal of Econometrics

Advanced Statistical Methods and ModelsFinancial Risk and Volatility Modeling

Cited by 1,879

A Reality Check for Data Snooping

White, H. (2000) · Econometrica

Statistical Methods and InferenceStatistical Methods and Applications

Cited by 1,851

Data-snooping, technical trading rule performance and the Bootstrap

Sullivan, R., Timmermann, A., & White, H. (1999) · The Journal of Finance

Financial Markets and Investment StrategiesStock Market Forecasting Methods

Cited by 1,028

Logistic regression in the medical literature:

Bagley, S. C., White, H., & Golomb, B. A. (2001) · Journal of Clinical Epidemiology

Statistical Methods in EpidemiologyMeta-analysis and systematic reviews

Cited by 616

Monitoring Structural Change

Chu, C.-S. J., Stinchcombe, M., & White, H. (1996) · Econometrica

Advanced Statistical Process MonitoringMonetary Policy and Economic Impact

Cited by 386