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~subject:"Regression analysis"
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Regression analysis
Schätztheorie
120
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40
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40
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36
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White, Halbert
16
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4
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Maximum likelihood estimation of misspecified models : twenty years later
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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
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2
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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3
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
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4
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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5
Testing structural change in partially linear models
Su, Liangjun
;
White, Halbert
- In:
Econometric theory
26
(
2010
)
6
,
pp. 1761-1806
Persistent link: https://www.econbiz.de/10008738330
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6
Conditional independence specification testing for dependent processes with local polynomial quantile regression
Su, Liangjun
;
White, Halbert
- In:
Essays in honor of Jerry Hausman
,
(pp. 355-434)
.
2012
Persistent link: https://www.econbiz.de/10009709133
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7
VAR for VaR: measuring tail dependence using multivariate regression quantiles
White, Halbert
;
Kim, Tae-hwan
;
Manganelli, Simone
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 169-188
Persistent link: https://www.econbiz.de/10011498808
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8
Asymptotic and Bayesian confidence intervals for sharpe-style weights
Kim, Tae-hwan
;
White, Halbert
;
Stone, Douglas
- In:
Journal of financial econometrics : official journal of …
3
(
2005
)
3
,
pp. 315-343
Persistent link: https://www.econbiz.de/10002989025
Saved in:
9
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
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10
Estimation, inference, and specification testing for possibly misspecified quantile regression
Kim, Tae-hwan
;
White, Halbert
- In:
Maximum likelihood estimation of misspecified models : …
,
(pp. 107-132)
.
2003
Persistent link: https://www.econbiz.de/10001916288
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