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Regression analysis
Schätztheorie
184
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176
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164
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158
Nichtparametrisches Verfahren
153
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138
Zeitreihenanalyse
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19
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18
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18
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17
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English
39
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Chen, Xiaohong
23
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16
Kim, Tae-hwan
5
Koenker, Roger
5
Xiao, Zhijie
5
Sakata, Shinichi
4
Christensen, Timothy
3
Christensen, Timothy M.
3
Hu, Yingyao
3
Lewbel, Arthur
3
Pouzo, Demian
3
Su, Liangjun
3
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2
Qiu, Yin Jia
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Reiß, Markus
2
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2
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CEMMAP working papers / Centre for Microdata Methods and Practice
6
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5
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5
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4
Journal of econometrics
4
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Econometric theory
2
Annual review of economics
1
Economics letters
1
Essays in honor of Jerry Hausman
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of the American Statistical Association : JASA
1
Maximum likelihood estimation of misspecified models : twenty years later
1
Quantitative economics : QE ; journal of the Econometric Society
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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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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
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3
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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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
Saved in:
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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