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Hypernormal densities
Giacomini, Raffaella; Gottschling, Andreas; Häfke, … - 2002
Persistent link: https://www.econbiz.de/10001711395
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Tests of conditional predictive ability
Giacomini, Raffaella; White, Halbert - 2003
Persistent link: https://www.econbiz.de/10001778124
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Comparing density forecasts via weighted likehood ratio tests : asymptotic and bootstrap methods
Giacomini, Raffaella - 2002
Persistent link: https://www.econbiz.de/10001711390
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Model-free volatility prediction
Politis, Dimitris N. - 2003
Persistent link: https://www.econbiz.de/10002118468
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Unit root testing via the continuous-path block bootstrap
Paparoditis, Efstathios; Politis, Dimitris N. - 2001
Persistent link: https://www.econbiz.de/10001574547
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Evaluation and combination of conditional quantile forecasts
Giacomini, Raffaella; Komunjer, Ivana - 2002
Persistent link: https://www.econbiz.de/10001683584
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Aggregation of space-time processes
Giacomini, Raffaella; Granger, C. W. J. - 2001
Persistent link: https://www.econbiz.de/10001591097
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Multi-layer feedforward networks are universal approximators
Hornik, Kurt; Stinchcombe, Maxwell B.; White, Halbert - 1989 - Rev
Persistent link: https://www.econbiz.de/10000882036
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Asymptotic properties of s-estimators for nonlinear regression models with dependent, heterogeneous processes
Sakata, Shinichi; White, Halbert - 1994
Persistent link: https://www.econbiz.de/10000892123
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An alternative definition of finite sample breakdown point with applications to regression model estimators
Sakata, Shinichi; White, Halbert - 1994 - Rev
Persistent link: https://www.econbiz.de/10000892192