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type_genre:"Sammelwerk"
~isPartOf:"Journal of econometrics"
~person:"White, Halbert"
~subject:"Börsenkurs"
~subject:"Conditional independence"
~subject:"Nichtparametrisches Verfahren"
~subject:"Risikomaß"
~type_genre:"Aufsatz in Zeitschrift"
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Börsenkurs
Conditional independence
Nichtparametrisches Verfahren
Risikomaß
Estimation theory
11
Schätztheorie
11
Nonparametric statistics
7
Statistical test
4
Statistischer Test
4
Conditional exogeneity
3
Estimation
3
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3
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3
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White, Halbert
Linton, Oliver
15
Chen, Xiaohong
10
Florens, Jean-Pierre
9
Chen, Songnian
8
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7
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7
Robinson, Peter M.
7
Simar, Léopold
7
Su, Liangjun
7
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7
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6
Li, Degui
6
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6
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5
Fan, Yanqin
5
Francq, Christian
5
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5
Horowitz, Joel
5
Li, Jia
5
Li, Yingying
5
Phillips, Peter C. B.
5
Sasaki, Yuya
5
Tauchen, George Eugene
5
Xu, Ke-Li
5
Das, Mitali
4
Dong, Chaohua
4
Escanciano, Juan Carlos
4
Haiqing Xu
4
Hoderlein, Stefan
4
Hsiao, Cheng
4
Kim, Donggyu
4
Kristensen, Dennis
4
Lavergne, Pascal
4
Lu, Xun
4
Mammen, Enno
4
Park, Joon Y.
4
Peng, Bin
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Journal of econometrics
Quantitative economics : QE ; journal of the Econometric Society
2
Econometric theory
1
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ECONIS (ZBW)
9
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1
Testing for monotonicity in unobservables under unconfoundedness
Hoderlein, Stefan
;
Su, Liangjun
;
White, Halbert
;
Yang, …
- In:
Journal of econometrics
193
(
2016
)
1
,
pp. 183-202
Persistent link: https://www.econbiz.de/10011704789
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
Robustness checks and robustness tests in applied economics
Lu, Xun
;
White, Halbert
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 194-206
Persistent link: https://www.econbiz.de/10010255444
Saved in:
4
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:
5
Testing for separability in structural equations
Lu, Xun
;
White, Halbert
- In:
Journal of econometrics
182
(
2014
)
1
,
pp. 14-26
Persistent link: https://www.econbiz.de/10010497150
Saved in:
6
Local indirect least squares and average marginal effects in nonseparable structural systems
Schennach, Susanne M.
;
White, Halbert
;
Chalak, Karim
- In:
Journal of econometrics
166
(
2012
)
2
,
pp. 282-302
Persistent link: https://www.econbiz.de/10009511327
Saved in:
7
Nonparametric identification in nonseparable panel data models with generalized fixed effects
Hoderlein, Stefan
;
White, Halbert
- In:
Journal of econometrics
168
(
2012
)
2
,
pp. 300-314
Persistent link: https://www.econbiz.de/10009612736
Saved in:
8
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:
9
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:
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