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subject:"Time series analysis"
subject:"United States"
~isPartOf:"Discussion paper / Department of Economics, University of California San Diego"
~person:"Susmel, Raul"
~person:"White, Halbert"
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Time series analysis
United States
Estimation theory
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Susmel, Raul
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Discussion paper / Department of Economics, University of California San Diego
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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ECONIS (ZBW)
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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
Saved in:
2
Dangers of data-driven inference : the case of calendar effects in stock returns
Sullivan, Ryan
;
Timmermann, Allan
;
White, Halbert
-
1998
Persistent link: https://www.econbiz.de/10000988757
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3
Consistent specification testing via nonparametric series regression
Hong, Yongmiao
;
White, Halbert
-
1994
-
Rev
Persistent link: https://www.econbiz.de/10000892194
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4
Autoregressive conditional heteroskedasticity and changes in regime
Hamilton, James D.
;
Susmel, Raul
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1993
Persistent link: https://www.econbiz.de/10000877974
Saved in:
5
Central limit and functional central limit theorems for Hilbert space-valued dependent processes
Chen, Xiaohong
;
White, Halbert
-
1992
Persistent link: https://www.econbiz.de/10000853606
Saved in:
6
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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