Halbert White

From InterSciWiki

Can Mutual Fund “Stars” Really Pick Stocks? New Evidence from a Bootstrap Analysis R. Kosowski, A. Timmermann, H. White, and R. Wermers: Journal of Finance 61(6):2551 - 2595. 2006.

Compare this with Doyne Farmer Farmer, J D, P Patelli, and I I Zovko. "The Predictive Power of Zero Intelligence in Financial Markets" PNAS USA 102(11) (2005): 2254-2259.

On Causal modeling:

H. White and P. Kennedy: "Retrospective Estimation of Causal Effects Through Time," in J. Castle and N. Shephard (eds.) A Festschrift in Honour of David Hendry. Oxford: Oxford University Press (forthcoming 2008).

H. White: "Settable Systems: An Extension of Pearl's Causal Model with Optimization, Equilibrium and Learning," submitted to Journal of Machine Learning Research.

K. Chalak and H. White: "An Extended Class of Instrumental Variables for the Estimation of Causal Effects," submitted to Review of Economic Studies . PDF Version: http://weber.ucsd.edu/%7Embacci/white/pub_files/hwcv-sub006.pdf

7. H. White: "Settable Systems: An Extension of Pearl's Causal Model with Optimization, Equilibrium and Learning," submitted to Journal of Machine Learning Research.

H. White and K. Chalak: "Identifying Effects of Endogenous Causes in Nonspearable Systems Using Covariates," submitted to Journal of Econometrics.