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subject:"Theory"
person:"White, Halbert"
~person:"Krämer, Walter"
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Theory
Estimation theory
140
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140
Theorie
44
Nichtparametrisches Verfahren
20
Nonparametric statistics
20
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18
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18
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White, Halbert
Krämer, Walter
Härdle, Wolfgang
68
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57
Phillips, Peter C. B.
53
Gouriéroux, Christian
50
Andrews, Donald W. K.
44
Franses, Philip Hans
42
Newey, Whitney K.
42
Giles, David E. A.
35
Imbens, Guido
35
McAleer, Michael
35
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35
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30
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30
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29
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28
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26
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26
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26
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25
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25
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25
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25
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24
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24
Stahlecker, Peter
24
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23
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23
Winkelmann, Rainer
23
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23
Robert, Christian P.
22
Srivastava, Virendra K.
22
Wooldridge, Jeffrey M.
22
Angrist, Joshua D.
21
Hahn, Jinyong
21
Hsiao, Cheng
21
Steel, Mark F. J.
21
Kleibergen, Frank
20
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20
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20
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6
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6
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5
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4
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3
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2
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2
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1
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1
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1
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1
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1
Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
1
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1
Maximum likelihood estimation of misspecified models : twenty years later
1
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1
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1
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1
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ECONIS (ZBW)
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1
Essays in honor of Jerry Hausman
Baltagi, Badi H.
(
ed.
);
Hill, Rufus Carter
(
ed.
); …
-
2012
Persistent link: https://www.econbiz.de/10009706538
Saved in:
2
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:
3
Testing for regime switching
Cho, Jin Seo
;
White, Halbert
- In:
Econometrica : journal of the Econometric Society, an …
75
(
2007
)
6
,
pp. 1671-1720
Persistent link: https://www.econbiz.de/10003611883
Saved in:
4
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
Saved in:
5
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
Saved in:
6
A subsampling approach to estimating the distribution of diverging statistics with applications to assessing financial market risks
Bertail, Patrice
;
Häfke, Christian
;
Politis, Dimitris N.
; …
-
2002
Persistent link: https://www.econbiz.de/10001720937
Saved in:
7
Peaks or tails - what distinguished financial data?
Krämer, Walter
;
Runde, Ralf
- In:
Empirical economics : a journal of the Institute for …
25
(
2000
)
4
,
pp. 665-671
Persistent link: https://www.econbiz.de/10001542144
Saved in:
8
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
Saved in:
9
An efficient algorithm to compute maximum entropy densities
Ormoneit, Dirk
;
White, Halbert
- In:
Econometric reviews
18
(
1999
)
2
,
pp. 127-140
Persistent link: https://www.econbiz.de/10001371091
Saved in:
10
James-Stein type estimators in large samples with application to the least absolute deviation estimator
Kim, Tae-Hwan
;
White, Halbert
-
1999
Persistent link: https://www.econbiz.de/10001366190
Saved in:
11
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
Saved in:
12
The 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/10000994251
Saved in:
13
Asymptotic equivalence of ordinary lest squares and generalized least squares with trending regressors and stationary autoregressive disturbances
Krämer, Walter
- In:
Econometrics in theory and practice : Festschrift for …
,
(pp. 137-142)
.
1998
Persistent link: https://www.econbiz.de/10001301449
Saved in:
14
Central limit and functional central limit theorems for Hilbert-valued dependent heterogeneous arrays with applications
Chen, Xiaohong
- In:
Econometric theory
14
(
1998
)
2
,
pp. 260-284
Persistent link: https://www.econbiz.de/10001245306
Saved in:
15
Consistent specification testing with nuisance parameters present only under the alternative
Stinchcombe, Maxwell B.
- In:
Econometric theory
14
(
1998
)
3
,
pp. 295-325
Persistent link: https://www.econbiz.de/10001245316
Saved in:
16
Limiting efficiency of OLS vs. GLS when regressors are fractionally integrated
Krämer, Walter
- In:
Economics letters
60
(
1998
)
3
,
pp. 285-290
Persistent link: https://www.econbiz.de/10001251677
Saved in:
17
Fractional integration and the augmented Dickey-Fuller test
Krämer, Walter
- In:
Economics letters
61
(
1998
)
3
,
pp. 269-272
Persistent link: https://www.econbiz.de/10001252469
Saved in:
18
High breakdown point conditional dispersion estimation with application to S&P 500 daily returns to volatility
Sakata, Shinichi
- In:
Econometrica : journal of the Econometric Society, an …
66
(
1998
)
3
,
pp. 529-567
Persistent link: https://www.econbiz.de/10001240761
Saved in:
19
Autocorrelation- and heteroskedasticity-consistent t-values with trending data
Krämer, Walter
- In:
Journal of econometrics
76
(
1997
)
1
,
pp. 141-147
Persistent link: https://www.econbiz.de/10001211365
Saved in:
20
Peaks or tails - what distinguished financial data?
Krämer, Walter
;
Runde, Ralf
-
1996
Persistent link: https://www.econbiz.de/10000959254
Saved in:
21
Laws of large numbers for Hilbert space-valued mixingales with applications
Chen, Xiaohong
- In:
Econometric theory
12
(
1996
)
2
,
pp. 284-304
Persistent link: https://www.econbiz.de/10001205641
Saved in:
22
The Frisch-Waugh theorem and generalized least squares
Fiebig, Denzil G.
- In:
Econometric reviews
15
(
1996
)
4
,
pp. 431-443
Persistent link: https://www.econbiz.de/10001210392
Saved in:
23
A general condition for an optimal limiting efficiency of OLS in the general linear regression model
Krämer, Walter
- In:
Economics letters
50
(
1996
)
1
,
pp. 13-17
Persistent link: https://www.econbiz.de/10001194179
Saved in:
24
Consistent specification testing via nonparametric series regression
Hong, Yongmiao
- In:
Econometrica : journal of the Econometric Society, an …
63
(
1995
)
5
,
pp. 1133-1159
Persistent link: https://www.econbiz.de/10001190381
Saved in:
25
Some pitfalls in using empirical autocorrelations to test for zero correlation among common stock returns
Krämer, Walter
- In:
Econometric analysis of financial markets
,
(pp. 1-10)
.
1994
Persistent link: https://www.econbiz.de/10001284440
Saved in:
26
Adaptive learning with nonlinear dynamics driven by dependent processes
Kuan, Chung-ming
- In:
Econometrica : journal of the Econometric Society, an …
62
(
1994
)
5
,
pp. 1087-1114
Persistent link: https://www.econbiz.de/10001169159
Saved in:
27
Consistency, asymptotic unbiasedness and bounds on the bias of s 2 in the linear regression model with error component disturbances
Baltagi, Badi H.
- In:
Statistical papers
35
(
1994
)
4
,
pp. 323-328
Persistent link: https://www.econbiz.de/10001173328
Saved in:
28
Determination of estimators with minimum asymptotic covariance matrices
Bates, Charles E.
- In:
Econometric theory
9
(
1993
)
4
,
pp. 633-648
Persistent link: https://www.econbiz.de/10001156712
Saved in:
29
The CUSUM test with OLS residuals
Ploberger, Werner
- In:
Econometrica : journal of the Econometric Society, an …
60
(
1992
)
2
,
pp. 271-285
Persistent link: https://www.econbiz.de/10001124370
Saved in:
30
Bias of s2 in the linear regression model with correlated errors
Kiviet, J. F.
- In:
The review of economics and statistics
74
(
1992
)
2
,
pp. 362-365
Persistent link: https://www.econbiz.de/10001129397
Saved in:
31
Modellspezifikationstests in der Ökonometrie
Krämer, Walter
- In:
RWI-Mitteilungen : Zeitschrift für Wirtschaftsforschung
42
(
1991
)
4
,
pp. 285-302
Persistent link: https://www.econbiz.de/10001119410
Saved in:
32
Consistency of s 2 in the linear regression model with correlated errors
Krämer, Walter
- In:
Empirical economics : a journal of the Institute for …
16
(
1991
)
3
,
pp. 375-377
Persistent link: https://www.econbiz.de/10001109543
Saved in:
33
Die Autokorrelation von Aktienkursen
Krämer, Walter
;
Runde, Ralf
-
1990
Persistent link: https://www.econbiz.de/10000854739
Saved in:
34
The local power of the cusum and cusum of squares tests
Ploberger, Werner
- In:
Econometric theory
6
(
1990
)
3
,
pp. 335-347
Persistent link: https://www.econbiz.de/10001118100
Saved in:
35
On the robustness of the f-test to autocorrelation among disturbances
Krämer, Walter
- In:
Economics letters
1
(
1989
),
pp. 37-40
Persistent link: https://www.econbiz.de/10001068818
Saved in:
36
A new test for structural stability in the linear regression model
Ploberger, Werner
- In:
Journal of econometrics
2
(
1989
),
pp. 307-318
Persistent link: https://www.econbiz.de/10001060583
Saved in:
37
Econometrics of structural change
Krämer, Walter
(
ed.
)
-
1989
Persistent link: https://www.econbiz.de/10014002704
Saved in:
38
Multilayer feedforward networks can learn arbitrary mappings : connectionist nonparametric regression with automatic and semi-automatic determination of network complexity
White, Halbert
-
1988
Persistent link: https://www.econbiz.de/10000790911
Saved in:
39
Some invariance principles and central limit theorems for dependent heterogeneous processes
Wooldridge, Jeffrey M.
- In:
Econometric theory
4
(
1988
)
2
,
pp. 210-230
Persistent link: https://www.econbiz.de/10001052659
Saved in:
40
Testing for structural change in dynamic models
Krämer, Walter
- In:
Econometrica : journal of the Econometric Society, an …
56
(
1988
)
6
,
pp. 1355-1369
Persistent link: https://www.econbiz.de/10001059824
Saved in:
41
A modification of the CUSUM test in the linear regression model with lagged dependent variables
Krämer, Walter
-
1987
Persistent link: https://www.econbiz.de/10001383153
Saved in:
42
Mean adjustment and the CUSUM test for structural change
Ploberger, Werner
- In:
Economics letters
3
(
1987
),
pp. 255-258
Persistent link: https://www.econbiz.de/10001038834
Saved in:
43
Der F-Test bei Polynomregression und Autokorrelation
Krämer, Walter
- In:
Allgemeines statistisches Archiv : AStA ; journal of …
71
(
1987
)
4
,
pp. 319-324
Persistent link: https://www.econbiz.de/10001042426
Saved in:
44
Testing for autocorrelation among common stock returns
Krämer, Walter
Persistent link: https://www.econbiz.de/10001279108
Saved in:
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