| A heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroskedasticity H White Econometrica: journal of the Econometric Society, 817-838, 1980 | 34724 | 1980 |
| Multilayer feedforward networks are universal approximators K Hornik, M Stinchcombe, H White Neural networks 2 (5), 359-366, 1989 | 29184 | 1989 |
| Maximum likelihood estimation of misspecified models H White Econometrica: Journal of the econometric society, 1-25, 1982 | 7037 | 1982 |
| Asymptotic theory for econometricians H White Academic press, 2014 | 2972 | 2014 |
| Universal approximation of an unknown mapping and its derivatives using multilayer feedforward networks K Hornik, M Stinchcombe, H White Neural networks 3 (5), 551-560, 1990 | 2770 | 1990 |
| A reality check for data snooping H White Econometrica 68 (5), 1097-1126, 2000 | 2229 | 2000 |
| Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties JG MacKinnon, H White Journal of econometrics 29 (3), 305-325, 1985 | 1983 | 1985 |
| Tests of conditional predictive ability R Giacomini, H White Econometrica 74 (6), 1545-1578, 2006 | 1972 | 2006 |
| Estimation, inference and specification analysis H White Cambridge university press, 1996 | 1643 | 1996 |
| Learning in artificial neural networks: A statistical perspective H White Neural computation 1 (4), 425-464, 1989 | 1538 | 1989 |
| Data‐snooping, technical trading rule performance, and the bootstrap R Sullivan, A Timmermann, H White The journal of Finance 54 (5), 1647-1691, 1999 | 1413 | 1999 |
| Economic prediction using neural networks: The case of IBM daily stock returns H White ICNN 2, 451-458, 1988 | 1156 | 1988 |
| Artificial neural networks: approximation and learning theory H White Blackwell Publishers, Inc., 1992 | 1025 | 1992 |
| Connectionist nonparametric regression: Multilayer feedforward networks can learn arbitrary mappings H White Neural networks 3 (5), 535-549, 1990 | 971 | 1990 |
| Automatic block-length selection for the dependent bootstrap DN Politis, H White Econometric reviews 23 (1), 53-70, 2004 | 849 | 2004 |
| Testing for neglected nonlinearity in time series models: A comparison of neural network methods and alternative tests TH Lee, H White, CWJ Granger Journal of econometrics 56 (3), 269-290, 1993 | 835 | 1993 |
| Logistic regression in the medical literature:: Standards for use and reporting, with particular attention to one medical domain SC Bagley, H White, BA Golomb Journal of clinical epidemiology 54 (10), 979-985, 2001 | 831 | 2001 |
| Artificial neural networks: An econometric perspective CM Kuan, H White Econometric reviews 13 (1), 1-91, 1994 | 807 | 1994 |
| A unified theory of estimation and inference for nonlinear dynamic models AR Gallant, H White (No Title), 1988 | 759 | 1988 |
| Some asymptotic results for learning in single hidden-layer feedforward network models H White Journal of the American Statistical association 84 (408), 1003-1013, 1989 | 690 | 1989 |
