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person:"Cornwell, Christopher Mark"
subject:"United States"
~person:"Conway, Karen Smith"
~person:"Maddala, Gangadharrao S."
~person:"Rasche, Robert H."
~person:"White, Halbert"
~type_genre:"Working Paper"
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Estimation theory
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Schätztheorie
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Theory
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Estimation
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Forecasting model
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USA
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1897-1996
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1956-1996
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Cornwell, Christopher Mark
Conway, Karen Smith
Maddala, Gangadharrao S.
Rasche, Robert H.
White, Halbert
Audrino, Francesco
7
Angrist, Joshua D.
5
Swanson, Norman R.
5
Vella, Francis
5
Abadie, Alberto
4
Armah, Nii Ayi
4
Bailey, Natalia
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Bekaert, Geert
4
Diebold, Francis X.
4
Fernández-Val, Iván
4
Mairesse, Jacques
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Marcellino, Massimiliano
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Martin, Vance
4
Pesaran, M. Hashem
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Zadrozny, Peter A.
4
Bairam, Erkin İbrahim
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Botosaru, Irene
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Chen, Baoline
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Comin, Diego
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Corsi, Fulvio
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Craig, Ben R.
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Dufour, Jean-Marie
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Granger, C. W. J.
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Hahn, Jinyong
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Hall, Bronwyn H.
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Hautsch, Nikolaus
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Jordà, Òscar
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Kapetanios, George
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Keller, Joachim G.
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Khalaf, Lynda
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Knüppel, Malte
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Krueger, Alan B.
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Millimet, Daniel L.
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Muris, Chris
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Redding, Stephen
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Schmitz, Tom
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Schorfheide, Frank
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Sentana, Enrique
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Discussion paper / Department of Economics, University of California San Diego
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ECONIS (ZBW)
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On more robust estimation of skewness and kurtosis : simulation and application to the S&P500 index
Kim, Tae-hwan
;
White, Halbert
-
2003
Persistent link: https://www.econbiz.de/10002118385
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2
The dangers of data-driven inference : the case of calendar effects in stock returns
Sullivan, Ryan
;
Timmermann, Allan
;
White, Halbert
-
1998
Persistent link: https://www.econbiz.de/10000994251
Saved in:
3
Dangers of data-driven inference : the case of calendar effects in stock returns
Sullivan, Ryan
;
Timmermann, Allan
;
White, Halbert
-
1998
Persistent link: https://www.econbiz.de/10000988757
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4
STLS US-VECM6.1: a vector error-correction forecasting model of the US economy
Hoffman, Dennis L.
;
Rasche, Robert H.
-
1997
Persistent link: https://www.econbiz.de/10000990476
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