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person:"White, Halbert"
subject:"Theory"
~person:"Huschens, Stefan"
~person:"Stahlecker, Peter"
~type_genre:"Non-commercial literature"
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Estimation theory
54
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White, Halbert
Huschens, Stefan
Stahlecker, Peter
Härdle, Wolfgang
55
Pesaran, M. Hashem
33
Franses, Philip Hans
29
Swanson, Norman R.
24
Imbens, Guido
23
Maravall Herrero, Agustín
23
Gouriéroux, Christian
22
Phillips, Peter C. B.
22
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19
Brännäs, Kurt
18
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18
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17
Spokojnyj, Vladimir G.
17
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16
McAleer, Michael
16
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15
Sheather, Simon J.
15
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14
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14
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14
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13
Newey, Whitney K.
13
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12
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12
Francq, Christian
12
Guégan, Dominique
12
Scaillet, Olivier
12
Abberger, Klaus
11
Bera, Anil K.
11
Breitung, Jörg
11
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11
Feng, Yuanhua
11
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11
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11
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11
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11
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10
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ECONIS (ZBW)
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1
Minimax-Schätzer, relativer quadratischer Schätzfehler und Messung der Fast-Multikollinearität im linearen Regressionsmodell
Stahlecker, Peter
;
Kröh, Peer A.
-
2020
Persistent link: https://www.econbiz.de/10012302370
Saved in:
2
A surprising property of uniformly best linear affine estimation in linear regression when prior information is fuzzy
Arnold, Bernhard
;
Stahlecker, Peter
-
2009
Persistent link: https://www.econbiz.de/10003878644
Saved in:
3
An unexpected property of minimax estimation in the relative squared error approach to linear regression analysis
Arnold, Bernhard
;
Stahlecker, Peter
-
2009
Persistent link: https://www.econbiz.de/10003878645
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4
Uniformly best estimation in linear regression when prior information is fuzzy
Arnold, Bernhard
;
Stahlecker, Peter
-
2008
Persistent link: https://www.econbiz.de/10003781024
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5
Credit portfolio correlations and uncertainty
Höse, Steffi
-
2012
Persistent link: https://www.econbiz.de/10013441220
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6
Confidence intervals for asset correlations in the asymptotic single risk factor model
Höse, Steffi
-
2011
Persistent link: https://www.econbiz.de/10013441202
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7
Estimation, inference, and specification testing for possibly misspecified quantile regression
Kim, Tae-hwan
;
White, Halbert
-
2002
Persistent link: https://www.econbiz.de/10001683571
Saved in:
8
Confidence intervals for quantiles of a vasicek-distributed credit portfolio loss
Höse, Steffi
-
2010
Persistent link: https://www.econbiz.de/10013441191
Saved in:
9
Confidence intervals for correlations in the asymptotic single risk factor model
Höse, Steffi
-
2009
Persistent link: https://www.econbiz.de/10013441199
Saved in:
10
Estimation of default probabilities and default correlations
Huschens, Stefan
-
2003
Persistent link: https://www.econbiz.de/10013441061
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