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Consistent nonparametric estimation and testing for the variance of a diffusion from discretely sampled observations
Corradi, Valentina; White, Halbert - 1993
Persistent link: https://www.econbiz.de/10000877983
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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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Estimation, inference and specification analysis
White, Halbert - 1994 - 1. publ.
Persistent link: https://www.econbiz.de/10000339922
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Data-snooping,technical trading rule performance and the bootstrap
Sullivan, Ryan; Timmermann, Allan; White, Halbert - 1998
Persistent link: https://www.econbiz.de/10000676438
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Efficient estimation of parametric models
Bates, Charles E.; White, Halbert - 1986 - Rev
Persistent link: https://www.econbiz.de/10000710516
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Asymptotic theory for econometricians
White, Halbert - 1984
Persistent link: https://www.econbiz.de/10000091243
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On more robust estimation of skewness and kurtosis : simulation and application to the S&P500 index
Kim, Tae-hwan; White, Halbert - 2003
Persistent link: https://www.econbiz.de/10002118385
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Testing conditional independence via empirical likelihood
Su, Liangjun; White, Halbert - 2003
Persistent link: https://www.econbiz.de/10002118431
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On more robust estimation of skewness and kurtosis
Kim, Tae-hwan; White, Halbert - In: Finance research letters 1 (2004) 1, pp. 56-73
Persistent link: https://www.econbiz.de/10003307251
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Approximate nonlinear forecasting methods
White, Halbert - 2006
Persistent link: https://www.econbiz.de/10003338436