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subject:"Großbritannien"
subject:"Time series analysis"
~isPartOf:"Econometric reviews"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of econometrics"
~person:"White, Halbert"
~subject:"Bootstrap approach"
~subject:"Econometrics"
~subject:"Statistical theory"
~subject:"Zeitreihenanalyse"
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Großbritannien
Time series analysis
Bootstrap approach
Econometrics
Statistical theory
Zeitreihenanalyse
Theorie
21
Theory
21
Bootstrap-Verfahren
6
Estimation theory
6
Schätztheorie
6
Forecasting model
3
Prognoseverfahren
3
Statistical distribution
3
Statistical test
3
Statistische Methodenlehre
3
Statistische Verteilung
3
Statistischer Test
3
Ökonometrie
3
Data Mining
2
Data mining
2
Entropie
2
Entropy
2
Estimation
2
Markov chain
2
Markov-Kette
2
Schätzung
2
USA
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United States
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1960-1993
1
1987-1994
1
Aktienindex
1
Bias
1
Capital income
1
Chaos theory
1
Chaostheorie
1
Cointegration
1
Core
1
Credit rating
1
Economic forecast
1
Efficient market hypothesis
1
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12
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12
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12
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English
12
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White, Halbert
Phillips, Peter C. B.
36
Andrews, Donald W. K.
16
Franses, Philip Hans
13
Swanson, Norman R.
13
Taylor, Robert
12
Hong, Yongmiao
11
Koop, Gary
11
Hendry, David F.
10
Li, Qi
10
Maasoumi, Esfandiar
10
Makridakis, Spyros G.
10
Yu, Jun
10
Dijk, Herman K. van
9
Dufour, Jean-Marie
9
Hyndman, Rob J.
9
McAleer, Michael
9
Pesaran, M. Hashem
9
Assimakopoulos, V.
8
Granger, C. W. J.
8
Hansen, Bruce E.
8
Horowitz, Joel
8
Hsiao, Cheng
8
Park, Joon Y.
8
Robinson, Peter M.
8
Spanos, Aris
8
Spiliotis, Evangelos
8
Cavaliere, Giuseppe
7
Chen, Xiaohong
7
Davidson, Russell
7
Geweke, John
7
Gonçalves, Sílvia
7
Kapetanios, George
7
Kilian, Lutz
7
Koopman, Siem Jan
7
Lucas, André
7
Lütkepohl, Helmut
7
Marcellino, Massimiliano
7
Nelson, Daniel B.
7
Perron, Pierre
7
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Econometric reviews
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
International journal of forecasting
Journal of econometrics
Discussion paper / Department of Economics, University of California San Diego
5
Econometric theory
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Cahier / Département de Sciences Économiques, Université de Montréal
1
Discussion paper / Centre for Economic Policy Research
1
Economic Theory, Econometrics, and Mathematical Economics
1
Economic theory, econometrics and mathematical economics series
1
Economic theory, econometrics, and mathematical economics
1
Economists of the twentieth century
1
Recent work / Department of Economics, UCSD
1
The journal of finance : the journal of the American Finance Association
1
The review of economic studies
1
The significance of testing in econometrics
1
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ECONIS (ZBW)
12
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1
Asymptotic distribution theory for nonparametric entropy measures of serial dependence
Hong, Yongmiao
;
White, Halbert
- In:
Econometrica : journal of the Econometric Society, an …
73
(
2005
)
3
,
pp. 837-901
Persistent link: https://www.econbiz.de/10002876743
Saved in:
2
Maximum likelihood and the bootstrap for nonlinear dynamic models
Gonçalves, Sílvia
;
White, Halbert
- In:
Journal of econometrics
119
(
2004
)
1
,
pp. 199-219
Persistent link: https://www.econbiz.de/10001944127
Saved in:
3
Automatic block-length selection for the dependent bootstrap
Politis, Dimitris N.
;
White, Halbert
- In:
Econometric reviews
23
(
2004
)
1
,
pp. 53-70
Persistent link: https://www.econbiz.de/10001944765
Saved in:
4
Forecast evaluation with shared data sets
Sullivan, Ryan
;
Timmermann, Allan
;
White, Halbert
- In:
International journal of forecasting
19
(
2003
)
2
,
pp. 217-227
Persistent link: https://www.econbiz.de/10001764884
Saved in:
5
Dangers of data mining : the case of calendar effects in stock returns
Sullivan, Ryan
;
Timmermann, Allan
;
White, Halbert
- In:
Journal of econometrics
105
(
2001
)
1
,
pp. 249-286
Persistent link: https://www.econbiz.de/10001617167
Saved in:
6
A reality check for data snooping
White, Halbert
- In:
Econometrica : journal of the Econometric Society, an …
68
(
2000
)
5
,
pp. 1097-1126
Persistent link: https://www.econbiz.de/10001510571
Saved in:
7
Forecasting economic time series using flexible versus fixed specification and linear versus nonlinear econometric models
Swanson, Norman R.
- In:
International journal of forecasting
13
(
1997
)
4
,
pp. 439-461
Persistent link: https://www.econbiz.de/10001240454
Saved in:
8
Monitoring structural change
Chu, Chia-shang James
- In:
Econometrica : journal of the Econometric Society, an …
64
(
1996
)
5
,
pp. 1045-1065
Persistent link: https://www.econbiz.de/10001206926
Saved in:
9
Information criteria for selecting possibly misspecified parametric models
Sin, Chor-yiu
- In:
Journal of econometrics
71
(
1996
)
1
,
pp. 207-225
Persistent link: https://www.econbiz.de/10001194736
Saved in:
10
Comments on testing economic theories and the use of model selection criteria
Granger, C. W. J.
- In:
Journal of econometrics
67
(
1995
)
1
,
pp. 173-187
Persistent link: https://www.econbiz.de/10001333012
Saved in:
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