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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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Strong convergence of recursive M-estimators for models with dynamic latent variables
Kuan, Chung-ming; White, Halbert - 1991 - Rev
Persistent link: https://www.econbiz.de/10000836568
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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
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Artificial neural networks : an econometric perspective
Kuan, Chung-ming; White, Halbert - 1992
Persistent link: https://www.econbiz.de/10000841561
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Parametric statistical estimation with artificial neural networks
White, Halbert - 1992
Persistent link: https://www.econbiz.de/10000841563
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Weak and strong laws of large numbers for Hilbert space : valued mixingales
Chen, Xiaohong; White, Halbert - 1992
Persistent link: https://www.econbiz.de/10000841567
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Determination of estimators with minimum asymptotic covariance matrices
Bates, Charles E.; White, Halbert - 1992 - Rev
Persistent link: https://www.econbiz.de/10000841569
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Comments on testing economic theories and the use of model selection criteria
Granger, C. W. J.; King, Maxwell L.; White, Halbert - 1992
Persistent link: https://www.econbiz.de/10000841633
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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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Economic prediction using neural networks : the case of IBM daily stock returns
White, Halbert - 1988
Persistent link: https://www.econbiz.de/10000806914