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~subject:"Regressionsanalyse"
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Regressionsanalyse
Theorie
84
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84
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75
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75
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30
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30
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23
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18
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White, Halbert
16
Kim, Tae-hwan
5
Sakata, Shinichi
4
Su, Liangjun
3
Huang, Meng
2
Stone, Douglas
2
Sun, Yixiao
2
Gonçalves, Sílvia
1
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Discussion paper / Department of Economics, University of California San Diego
5
Journal of econometrics
3
Econometric theory
2
Essays in honor of Jerry Hausman
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of the American Statistical Association : JASA
1
Maximum likelihood estimation of misspecified models : twenty years later
1
Recent work / Department of Economics, UCSD
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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
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
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:
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
Saved in:
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
Saved in:
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
Saved in:
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
Saved in:
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
Saved in:
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