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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
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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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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