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White, Halbert
Phillips, Peter C. B.
304
Pesaran, M. Hashem
190
Gao, Jiti
165
Härdle, Wolfgang
145
Linton, Oliver
145
Andrews, Donald W. K.
137
Newey, Whitney K.
130
Chernozhukov, Victor
114
Baltagi, Badi H.
113
McAleer, Michael
109
Chen, Xiaohong
103
Kapetanios, George
97
Swanson, Norman R.
96
Imbens, Guido
92
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90
Heckman, James J.
89
Lütkepohl, Helmut
88
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82
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79
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76
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75
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73
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72
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70
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67
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67
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67
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66
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1
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ECONIS (ZBW)
84
EconStor
3
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1
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
Saved in:
2
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
Saved in:
3
Consistent specification testing via nonparametric series regression
Hong, Yongmiao
;
White, Halbert
-
1994
-
Rev
Persistent link: https://www.econbiz.de/10000892194
Saved in:
4
Consistent specification testing with unidentified nuisance parameters using duality and Banach space limit theory
Stinchcombe, Maxwell B.
;
White, Halbert
-
1993
Persistent link: https://www.econbiz.de/10000862844
Saved in:
5
M-testing using finite and infinite dimensional parameter estimators
White, Halbert
;
Hong, Yongmiao
-
1993
Persistent link: https://www.econbiz.de/10000862861
Saved in:
6
Recursive M-estimation, nonlinear regression and neural network learning with dependent observations
Kuan, Chung-ming
;
White, Halbert
-
1991
Persistent link: https://www.econbiz.de/10000836565
Saved in:
7
Testing for neglected nonlinearity in time series models : a comparison of neural network methods and alternative tests
Lee, Tae-hwy
;
White, Halbert
;
Granger, C. W. J.
-
1989
Persistent link: https://www.econbiz.de/10000838876
Saved in:
8
Parametric statistical estimation with artificial neural networks
White, Halbert
-
1992
Persistent link: https://www.econbiz.de/10000841563
Saved in:
9
Determination of estimators with minimum asymptotic covariance matrices
Bates, Charles E.
;
White, Halbert
-
1992
-
Rev
Persistent link: https://www.econbiz.de/10000841569
Saved in:
10
Efficient instrumental variables estimation of systems of implicit heterogeneous nonlinear dynamic equations with nonspherical errors
Bates, Charles E.
;
White, Halbert
-
1987
Persistent link: https://www.econbiz.de/10000741190
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