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person:"White, Halbert"
type_genre:"Article in journal"
~person:"Krämer, Walter"
~person:"McAleer, Michael"
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Search: subject_exact:"Estimation theory"
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Estimation theory
100
Schätztheorie
100
Theorie
48
Theory
48
Time series analysis
15
Zeitreihenanalyse
15
Nichtparametrisches Verfahren
11
Nonparametric statistics
11
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11
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11
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10
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10
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9
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8
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White, Halbert
Krämer, Walter
McAleer, Michael
Phillips, Peter C. B.
91
Lee, Lung-fei
65
Linton, Oliver
64
Baltagi, Badi H.
62
Li, Qi
59
Andrews, Donald W. K.
50
Tsionas, Efthymios G.
49
Newey, Whitney K.
48
Ullah, Aman
46
Su, Liangjun
44
Kumbhakar, Subal
40
Robinson, Peter M.
39
Gao, Jiti
38
Ohtani, Kazuhiro
38
Wooldridge, Jeffrey M.
38
Pesaran, M. Hashem
37
Simar, Léopold
36
Chen, Songnian
35
Parmeter, Christopher F.
34
Perron, Pierre
34
Bera, Anil K.
33
Horowitz, Joel
33
Gouriéroux, Christian
32
Hahn, Jinyong
32
Hsiao, Cheng
31
Lütkepohl, Helmut
31
Bai, Jushan
30
Cai, Zongwu
30
Fan, Yanqin
30
Chen, Xiaohong
28
Giles, David E. A.
28
Westerlund, Joakim
28
Zhang, Xinyu
28
Florens, Jean-Pierre
26
Hansen, Bruce E.
26
Leybourne, Stephen James
26
Racine, Jeffrey
26
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Economics letters
15
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15
Econometric theory
11
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7
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
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4
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3
The review of economics and statistics
3
Annals of financial economics
2
Applied economics
2
Journal of applied econometrics
2
Journal of risk and financial management : JRFM
2
Quantitative economics : QE ; journal of the Econometric Society
2
Risks : open access journal
2
The Japanese economic review : the journal of the Japanese Economic Association
2
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
Economia : revista da ANPEC
1
Econométrie non linéaire asymptotique
1
Finance research letters
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International economic review
1
International review of economics & finance : IREF
1
Journal of macroeconomics
1
Journal of quantitative economics : official journal of the Indian Econometric Society
1
Journal of the American Statistical Association : JASA
1
L' Actualité économique : revue trimest.
1
L' économétrie appliquée
1
Oxford bulletin of economics and statistics
1
RWI-Mitteilungen : Zeitschrift für Wirtschaftsforschung
1
Statistical methods in finance and capital market theory
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
100
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51
An efficient algorithm to compute maximum entropy densities
Ormoneit, Dirk
;
White, Halbert
- In:
Econometric reviews
18
(
1999
)
2
,
pp. 127-140
Persistent link: https://www.econbiz.de/10001371091
Saved in:
52
Central limit and functional central limit theorems for Hilbert-valued dependent heterogeneous arrays with applications
Chen, Xiaohong
- In:
Econometric theory
14
(
1998
)
2
,
pp. 260-284
Persistent link: https://www.econbiz.de/10001245306
Saved in:
53
Consistent specification testing with nuisance parameters present only under the alternative
Stinchcombe, Maxwell B.
- In:
Econometric theory
14
(
1998
)
3
,
pp. 295-325
Persistent link: https://www.econbiz.de/10001245316
Saved in:
54
Limiting efficiency of OLS vs. GLS when regressors are fractionally integrated
Krämer, Walter
- In:
Economics letters
60
(
1998
)
3
,
pp. 285-290
Persistent link: https://www.econbiz.de/10001251677
Saved in:
55
Fractional integration and the augmented Dickey-Fuller test
Krämer, Walter
- In:
Economics letters
61
(
1998
)
3
,
pp. 269-272
Persistent link: https://www.econbiz.de/10001252469
Saved in:
56
Short-term predictability of German stock returns
Krämer, Walter
- In:
Empirical economics : a journal of the Institute for …
23
(
1998
)
4
,
pp. 635-639
Persistent link: https://www.econbiz.de/10001254518
Saved in:
57
Switching orthogonality
Morimune, Kimio
- In:
International economic review
39
(
1998
)
1
,
pp. 171-182
Persistent link: https://www.econbiz.de/10001236205
Saved in:
58
High breakdown point conditional dispersion estimation with application to S&P 500 daily returns to volatility
Sakata, Shinichi
- In:
Econometrica : journal of the Econometric Society, an …
66
(
1998
)
3
,
pp. 529-567
Persistent link: https://www.econbiz.de/10001240761
Saved in:
59
Comparaison de la performance du point de vue empirique de systèmes de demandes alternatifs
Barten, Anton P.
- In:
L' Actualité économique : revue trimest.
73
(
1997
)
1
,
pp. 27-45
Persistent link: https://www.econbiz.de/10001337607
Saved in:
60
Autocorrelation- and heteroskedasticity-consistent t-values with trending data
Krämer, Walter
- In:
Journal of econometrics
76
(
1997
)
1
,
pp. 141-147
Persistent link: https://www.econbiz.de/10001211365
Saved in:
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