Narrow search
Showing 1 - 6 of 6
Cover Image
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
Cover Image
Maximum likelihood and the bootstrap for nonlinear dynamic models
Gonçalves, Sílvia; White, Halbert - 2002
Persistent link: https://www.econbiz.de/10001659303
Cover Image
Maximum likelihood and the bootstrap for nonlinear dynamic models
Gonçalves, Sílvia; White, Halbert - 2000
Persistent link: https://www.econbiz.de/10001539325
Cover Image
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
Cover Image
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
Cover Image
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