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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
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Maximum likelihood and the bootstrap for nonlinear dynamic models
Gonçalves, Sílvia; White, Halbert - 2002
Persistent link: https://www.econbiz.de/10001659303
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Maximum likelihood and the bootstrap for nonlinear dynamic models
Gonçalves, Sílvia; White, Halbert - 2000
Persistent link: https://www.econbiz.de/10001539325
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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
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Analysis of panel vector error correction models using maximum likelihood, the bootstrap, and canonical-correlation estimators
Anderson, Richard G. (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003740180
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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
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Analysis of Panel Vector Error Correction Models Using Maximum Likelihood, the Bootstrap, and Canonical-Correlation Estimators
Anderson, Richard G. - 2006
and financial time series tend to display fat tails, heteroskedasticity and skewness that are inconsistent with the usual …
Persistent link: https://www.econbiz.de/10012732978