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Nonparametric identification in nonseparable panel data models with generalized fixed effects
Hoderlein, Stefan; White, Halbert - 2009
Persistent link: https://www.econbiz.de/10008666669
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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
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Essays in honor of Jerry Hausman
Baltagi, Badi H. (ed.); Hill, Rufus Carter (ed.);  … - 2012
Persistent link: https://www.econbiz.de/10009706538
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Consistency of optimization estimators
Wooldridge, Jeffrey M.; White, Halbert - 1985
Persistent link: https://www.econbiz.de/10000909165
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Consistent nonparametric estimation and testing for the variance of a diffusion from discretely sampled observations
Corradi, Valentina; White, Halbert - 1993
Persistent link: https://www.econbiz.de/10000877983
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An alternative definition of finite sample breakdown point with applications to regression model estimators
Sakata, Shinichi; White, Halbert - 1993
Persistent link: https://www.econbiz.de/10000878848
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Parametric statistical estimation with artificial neural networks
White, Halbert - 1992
Persistent link: https://www.econbiz.de/10000841563
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Determination of estimators with minimum asymptotic covariance matrices
Bates, Charles E.; White, Halbert - 1992 - Rev
Persistent link: https://www.econbiz.de/10000841569
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Asymptotic properties of some projection-based Robbins-Monro procedures in a Hilbert space
Chen, Xiaohong; White, Halbert - 1992
Persistent link: https://www.econbiz.de/10000853576
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Central limit and functional central limit theorems for Hilbert space-valued dependent processes
Chen, Xiaohong; White, Halbert - 1992
Persistent link: https://www.econbiz.de/10000853606