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Theorie
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171
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120
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36
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16
Timmermann, Allan
16
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14
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13
Urcan, Oktay
13
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12
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12
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11
Häfke, Christian
11
Su, Liangjun
11
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10
Gottschling, Andreas
9
Sullivan, Ryan
9
Lu, Xun
7
Sani, Jalal
7
Cho, Jin Seo
6
Hoderlein, Stefan
6
Kuan, Chung-ming
6
Politis, Dimitris N.
6
Swanson, Norman R.
6
Fischer, Paul E.
5
Ge, Rui
5
Gonçalves, Sílvia
5
Granger, C. W. J.
5
Joe, Jennifer R.
5
Sakata, Shinichi
5
Schennach, Susanne M.
5
Shroff, Nemit
5
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5
Sun, Amy Xue
5
Wermers, Russ
5
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4
Chung, Sung Gon
4
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4
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4
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4
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Discussion paper / Department of Economics, University of California San Diego
40
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24
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15
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11
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11
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8
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6
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5
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5
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5
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4
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4
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3
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3
Journal of Accounting and Economics
3
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3
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3
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2
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2
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2
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2
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2
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2
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2
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2
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2
Management Science
2
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2
Real estate economics : journal of the American Real Estate and Urban Economics Association
2
Research notes in economics & statistics
2
Technical report series / Stanford Institute for Theoretical Economics, Stanford University
2
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2
The accounting review : a publication of the American Accounting Association
2
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2
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2
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2
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AAA 2010 Financial Accounting and Reporting Section (FARS) Paper
1
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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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232
Subsampling the distribution of diverging statistics with applications to finance
Bertail, Patrice
;
Häfke, Christian
;
Politis, Dimitris N.
; …
- In:
Journal of econometrics
120
(
2004
)
2
,
pp. 295-326
Persistent link: https://www.econbiz.de/10002028637
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233
Maximum likelihood and the bootstrap for nonlinear dynamic models
Gonçalves, Sílvia
;
White, Halbert
- In:
Journal of econometrics
119
(
2004
)
1
,
pp. 199-219
Persistent link: https://www.econbiz.de/10001944127
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234
Automatic block-length selection for the dependent bootstrap
Politis, Dimitris N.
;
White, Halbert
- In:
Econometric reviews
23
(
2004
)
1
,
pp. 53-70
Persistent link: https://www.econbiz.de/10001944765
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235
A reality check for data snooping
White, Halbert
- In:
Econometrica : journal of the Econometric Society, an …
68
(
2000
)
5
,
pp. 1097-1126
Persistent link: https://www.econbiz.de/10001510571
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236
James-Stein type estimators in large samples with application to the least absolute deviations estimator
Kim, Tae-hwan
;
White, Halbert
-
2000
Persistent link: https://www.econbiz.de/10001495720
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237
Closed form integration of artificial neural networks with some applications to finance
Gottschling, Andreas
;
Häfke, Christian
;
White, Halbert
-
1999
Persistent link: https://www.econbiz.de/10001441307
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238
Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes
Corradi, Valentina
;
Swanson, Norman R.
;
White, Halbert
- In:
Journal of econometrics
96
(
2000
)
1
,
pp. 39-73
Persistent link: https://www.econbiz.de/10001466743
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239
Maximum likelihood and the bootstrap for nonlinear dynamic models
Gonçalves, Sílvia
;
White, Halbert
-
2000
Persistent link: https://www.econbiz.de/10001539325
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240
Asymptotic and Bayesian confidence intervals for Sharpe style weights
Kim, Tae-hwan
;
Stone, Douglas
;
White, Halbert
-
2000
Persistent link: https://www.econbiz.de/10001541193
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