Halbert White

84.9k citations
211 papers · 62.1k · 13 hit papers · h-index 66

Impact in

  • Finance top 0.02%
    • Financial Markets and Investment Strategies
    • Financial Risk and Volatility Modeling
    • Statistical Methods and Inference
    • Advanced Statistical Methods and Models

Papers in

Halbert White

203 papers receiving 56.8k citations

Halbert White's Hit Papers

VAR for VaR: Measuring tail dependence using multivariate regression quantiles 2015 · 247 citations
2470+15+30Years since publication5k10k15k

Peers

Halbert White
Comparison fields: 5 of 240
  • Finance 9.7k
  • Statistics and Probability 8.4k
  • Accounting 4.6k
  • General Economics, Econometrics and Finance 3.4k
  • Management Science and Operations Research 4.9k
Replace Amos Tversky with:
Amos Tversky United States
Daniel J. Kahneman United States
Clive W. J. Granger United States
Donald B. Rubin United States
Bradley Efron United States
George E. P. Box United States
Eric R. Ziegel Germany
Jerome H. Friedman United States
Trevor J. Hastie United States
Kenneth Joseph Arrow United States
Halbert White relative to Amos Tversky United States Amos Tversky's profile →
Citations per field
00.5×1.5×2.1×
Amos Tversky · 1×
Citations per year

Countries citing papers authored by Halbert White

Since Specialization
Citations

This map shows the geographic impact of Halbert White's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Halbert White with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Halbert White more than expected).

Fields of papers citing papers by Halbert White

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Halbert White. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Halbert White. The network helps show where Halbert White may publish in the future.

Co-authors

The 25 scholars most cited alongside Halbert White, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.

Border = papers with Halbert White Line = papers co-authored together Halbert White links everyone, so they are left out of the graph.

All Works

20 of 20 papers shown

Showing the 20 most-cited of 211 papers — load more, or switch the sort, to bring in the rest.

#Work
1
A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
Hit paper breakdown →
198018348
2
Multilayer feedforward networks are universal approximators
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198916715
3
Maximum Likelihood Estimation of Misspecified Models
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19823198
4
Maximum Likelihood Estimation of Misspecified Models
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19832838
5
Universal approximation of an unknown mapping and its derivatives using multilayer feedforward networks
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19901639
6
Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties
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19851109
7
A Reality Check for Data Snooping
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20001036
8
Tests of Conditional Predictive Ability
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2006939
9
Asymptotic Theory for Econometricians.
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1988848
10
Learning in Artificial Neural Networks: A Statistical Perspective
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1989741
11
Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap
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1999625
12 1994544
13 1990532
14 2004509
15
Can Mutual Fund “Stars” Really Pick Stocks? New Evidence from a Bootstrap Analysis
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2006485
16 2001484
17 1980384
18 1996371
19 1993351
20 1989345

About Halbert White

Halbert White is a scholar working on Statistics and Probability, General Economics, Econometrics and Finance, Finance, Management Science and Operations Research and Artificial Intelligence, having authored 211 papers that have together received 62.1k indexed citations. Recurring topics across this work include Advanced Statistical Methods and Models (55 papers), Statistical Methods and Inference (53 papers), Neural Networks and Applications (29 papers), Advanced Causal Inference Techniques (28 papers), Monetary Policy and Economic Impact (23 papers), Statistical Methods and Applications (23 papers), Forecasting Techniques and Applications (19 papers) and Statistical and numerical algorithms (18 papers). The work is most often cited by research in Finance (9.7k citations), Statistics and Probability (8.4k citations), Accounting (4.6k citations), General Economics, Econometrics and Finance (3.4k citations) and Management Science and Operations Research (4.9k citations). Halbert White has collaborated with scholars based in United States, United Kingdom and South Korea. Frequent co-authors include Maxwell B. Stinchcombe, Kurt Hornik, James G. MacKinnon, Raffaella Giacomini, Peter M. Robinson, Allan Timmermann, Norman Rasmus Swanson, Dimitris N. Politis, Tae‐Hwan Kim and Beatrice Alexandra Golomb. Their work appears in journals such as Journal of Econometrics, Econometric Theory, Econometrica, Journal of the American Statistical Association and Neural Computation.

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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