White test

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Below are the studies lacking replication with method White test.


Below are the replicated studies with method White test.

Below are the replications with method White test.

  • Christoph Weißer. Replication in the narrow sense of "Financial Stability, the Trilemma, and International Reserves" (Obstfeld, Shambaugh & Taylor 2010) (CfS 2014).
    JEL codes: E23, E43, E44, F31, F32, F34, B41 - Economic Methodology. Methods: Davidson-MacKinnon tests, non-nested F-test, Breusch-Pagan test, White test, variance influence factor, BIC, leverage statistic, residual analysis for outlier identification, Ramsey Regression Equation Specification Error Test (RESET), Akaike information criterion (AIC) Software: Stata
    Data available (other site); Readme availability unknown; Code available
    Replicated study: Maurice Obstfeld, Jay C. Shambaugh, Alan M. Taylor. AEJ:MA 2010.
    JEL codes: E23, E43, E44, F31, F32, F34. Keywords: Banking crises, Capital flight, Central banks, Exchange rate regimes, Financial development, Foreign exchange, Global imbalances, Guidotti-Greenspan rule, International liquidity, Intervention, Lender of last resort, Net foreign assets, Sterilization, Sudden stop
    Data: Insufficient. Type: narrow sense. Result: successful. Call into question: no. Replication authors statement: -.

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