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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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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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High breakdown point conditional dispersion estimation with application to S&P 500 daily returns to volatility
Sakata, Shinichi - In: Econometrica : journal of the Econometric Society, an … 66 (1998) 3, pp. 529-567
Persistent link: https://www.econbiz.de/10001240761
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S-estimation of non-linear regression models with dependent and heterogeneous observations
Sakata, Shinichi; White, Halbert - In: Journal of econometrics 103 (2001) 1/2, pp. 5-72
Persistent link: https://www.econbiz.de/10001585160
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Estimation, inference and specification analysis
White, Halbert - 1994 - 1. publ.
Persistent link: https://www.econbiz.de/10000339922
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Asymptotic theory for econometricians
White, Halbert - 1984
Persistent link: https://www.econbiz.de/10000091243
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Approximate nonlinear forecasting methods
White, Halbert - 2006
Persistent link: https://www.econbiz.de/10003338436
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Time-series estimation of the effects of natural experiments
White, Halbert - In: Journal of econometrics 135 (2006) 1/2, pp. 527-566
Persistent link: https://www.econbiz.de/10003376113
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Asymptotic theory for econometricians
White, Halbert - 2001 - Rev. ed.
Persistent link: https://www.econbiz.de/10001499955
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Tests de spécification dans les modèles dynamiques
White, Halbert
Persistent link: https://www.econbiz.de/10001266394