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subject:"Regressionsanalyse"
subject:"Ökonometrie"
~person:"White, Halbert"
~subject:"Forecasting model"
~subject:"Statistische Verteilung"
~subject:"Stichprobenerhebung"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Aufsatzsammlung"
~type_genre:"Bibliografie enthalten"
~type_genre:"Bibliografie"
~type_genre:"Thesis"
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Regressionsanalyse
Ökonometrie
Forecasting model
Statistische Verteilung
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Estimation theory
38
Schätztheorie
38
Theorie
13
Theory
13
Nichtparametrisches Verfahren
10
Nonparametric statistics
10
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9
Statistischer Test
9
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6
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White, Halbert
Phillips, Peter C. B.
31
Linton, Oliver
23
Ullah, Aman
21
Su, Liangjun
19
Li, Qi
18
Cai, Zongwu
17
Baltagi, Badi H.
16
Chen, Songnian
16
Parmeter, Christopher F.
14
Tu, Yundong
14
Kapetanios, George
13
Sun, Yiguo
13
Tsionas, Efthymios G.
13
Florens, Jean-Pierre
12
Kumar, Dilip
12
Chernozhukov, Victor
11
Fomby, Thomas B.
11
Henderson, Daniel J.
11
Racine, Jeffrey
11
Swanson, Norman R.
11
Westerlund, Joakim
11
Wooldridge, Jeffrey M.
11
Xiao, Zhijie
11
Zhang, Xinyu
11
Fan, Jianqing
10
Galvão Júnior, Antônio Fialho
10
Gao, Jiti
10
Hansen, Bruce E.
10
Otsu, Taisuke
10
Peng, Liang
10
Wang, Hansheng
10
Horowitz, Joel
9
Newey, Whitney K.
9
Shang, Han Lin
9
Wan, Alan T. K.
9
Wang, Qiying
9
Yu, Ping
9
Chan, Ngai Hang
8
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Journal of econometrics
4
Econometric theory
2
Econometric reviews
1
Essays in honor of Jerry Hausman
1
Journal of the American Statistical Association : JASA
1
Maximum likelihood estimation of misspecified models : twenty years later
1
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1
Directionally differentiable econometric models
Cho, Jin Seo
;
White, Halbert
- In:
Econometric theory
34
(
2018
)
5
,
pp. 1101-1131
Persistent link: https://www.econbiz.de/10011951462
Saved in:
2
VAR for VaR: measuring tail dependence using multivariate regression quantiles
White, Halbert
;
Kim, Tae-hwan
;
Manganelli, Simone
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 169-188
Persistent link: https://www.econbiz.de/10011498808
Saved in:
3
Testing conditional independence via empirical likelihood
Su, Liangjun
;
White, Halbert
- In:
Journal of econometrics
182
(
2014
)
1
,
pp. 27-44
Persistent link: https://www.econbiz.de/10010497148
Saved in:
4
Conditional independence specification testing for dependent processes with local polynomial quantile regression
Su, Liangjun
;
White, Halbert
- In:
Essays in honor of Jerry Hausman
,
(pp. 355-434)
.
2012
Persistent link: https://www.econbiz.de/10009709133
Saved in:
5
Testing structural change in partially linear models
Su, Liangjun
;
White, Halbert
- In:
Econometric theory
26
(
2010
)
6
,
pp. 1761-1806
Persistent link: https://www.econbiz.de/10008738330
Saved in:
6
Mixtures of t-distributions for finance and forecasting
Giacomini, Raffaella
;
Gottschling, Andreas
;
Häfke, …
- In:
Journal of econometrics
144
(
2008
)
1
,
pp. 175-192
Persistent link: https://www.econbiz.de/10003723638
Saved in:
7
Bootstrap standard error estimates for linear regression
Gonçalves, Sílvia
;
White, Halbert
- In:
Journal of the American Statistical Association : JASA
100
(
2005
)
471
,
pp. 970-979
Persistent link: https://www.econbiz.de/10003107889
Saved in:
8
Subsampling the distribution of diverging statistics with applications to finance
Bertail, Patrice
;
Häfke, Christian
;
Politis, Dimitris N.
; …
- In:
Journal of econometrics
120
(
2004
)
2
,
pp. 295-326
Persistent link: https://www.econbiz.de/10002028637
Saved in:
9
Estimation, inference, and specification testing for possibly misspecified quantile regression
Kim, Tae-hwan
;
White, Halbert
- In:
Maximum likelihood estimation of misspecified models : …
,
(pp. 107-132)
.
2003
Persistent link: https://www.econbiz.de/10001916288
Saved in:
10
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:
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