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subject:"Theory"
person:"White, Halbert"
~person:"Stahlecker, Peter"
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Theory
Estimation theory
116
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116
Theorie
44
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21
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21
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18
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White, Halbert
Stahlecker, Peter
Härdle, Wolfgang
68
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57
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53
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50
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44
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42
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42
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35
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35
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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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25
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25
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25
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24
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24
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23
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23
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23
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23
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22
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22
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22
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21
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21
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21
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21
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20
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20
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Beiträge aus dem Institut für Statistik und Ökonometrie der Universität Hamburg
13
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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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1
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1
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1
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Maximum likelihood estimation of misspecified models : twenty years later
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44
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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
Saved in:
4
Uniformly best estimation in linear regression when prior information is fuzzy
Arnold, Bernhard
;
Stahlecker, Peter
-
2008
Persistent link: https://www.econbiz.de/10003781024
Saved in:
5
Essays in honor of Jerry Hausman
Baltagi, Badi H.
(
ed.
);
Hill, Rufus Carter
(
ed.
); …
-
2012
Persistent link: https://www.econbiz.de/10009706538
Saved in:
6
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:
7
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:
8
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:
9
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:
10
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:
11
Some properties of the relative squared error approach to linear regression analysis
Arnold, Bernhard
;
Stahlecker, Peter
-
2001
Persistent link: https://www.econbiz.de/10001896176
Saved in:
12
The minimax adjustment principle
Arnold, Bernhard
;
Stahlecker, Peter
- In:
Mathematical methods of operations research
51
(
2000
)
1
,
pp. 103-113
Persistent link: https://www.econbiz.de/10001488328
Saved in:
13
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:
14
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:
15
Another look at the Kuks-Olman estimator
Arnold, Bernhard
;
Stahlecker, Peter
-
1999
Persistent link: https://www.econbiz.de/10001379094
Saved in:
16
Relative squared error prediction in the generalized linear regression model
Arnold, Bernhard
;
Stahlecker, Peter
-
1999
Persistent link: https://www.econbiz.de/10001379097
Saved in:
17
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:
18
A note on the robustness of the generalized least squares estimator in linear regression
Arnold, Bernhard
;
Stahlecker, Peter
- In:
Allgemeines statistisches Archiv : AStA ; journal of …
83
(
1999
)
2
,
pp. 224-229
Persistent link: https://www.econbiz.de/10001388623
Saved in:
19
A relative squared error approach to linear regression analysis
Arnold, Bernhard
;
Stahlecker, Peter
-
1999
Persistent link: https://www.econbiz.de/10001432770
Saved in:
20
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:
21
The minimax adjustment principle
Arnold, Bernhard
-
1998
Persistent link: https://www.econbiz.de/10000993116
Saved in:
22
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:
23
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:
24
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:
25
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:
26
Linear affine estimation in misspecified linear regression models using fuzzy prior information
Arnold, Bernhard
-
1997
Persistent link: https://www.econbiz.de/10000993098
Saved in:
27
Fuzzy prior information and minimax estimation in the linear regression model
Arnold, Bernhard
- In:
Statistical papers
38
(
1997
)
4
,
pp. 377-391
Persistent link: https://www.econbiz.de/10001231945
Saved in:
28
A note on the robustness of the generalized least squares estimator in linear regression
Arnold, Bernhard
-
1996
Persistent link: https://www.econbiz.de/10000953265
Saved in:
29
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:
30
Linear estimation in regression analysis using fuzzy prior information
Arnold, Bernhard
-
1995
Persistent link: https://www.econbiz.de/10000953247
Saved in:
31
Prediction in linear regression combining crisp data and fuzzy prior information
Arnold, Bernhard
-
1995
Persistent link: https://www.econbiz.de/10000953255
Saved in:
32
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:
33
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:
34
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:
35
Some further results on the use of proxy variables in prediction
Stahlecker, Peter
- In:
The review of economics and statistics
75
(
1993
)
4
,
pp. 707-711
Persistent link: https://www.econbiz.de/10001167577
Saved in:
36
Biased estimation and hypothesis testing in linear regression
Schmidt, Karsten
;
Stahlecker, Peter
-
1992
Persistent link: https://www.econbiz.de/10010529182
Saved in:
37
Reducing the maximum risk of regression estimators by polyhedral projection
Schmidt, Karsten
;
Stahlecker, Peter
-
1991
Persistent link: https://www.econbiz.de/10000130405
Saved in:
38
A new approach to missing values in linear regression
Jänner, Michaela
;
Stahlecker, Peter
-
1991
Persistent link: https://www.econbiz.de/10000815631
Saved in:
39
A comparison of maximum likelihood and quasi minimax approach to missing values
Jänner, Michaela
-
1991
Persistent link: https://www.econbiz.de/10000825050
Saved in:
40
Linear-affine Minimax-Schätzer unter Ungleichungsrestriktionen
Stahlecker, Peter
;
Jänner, Michaela
;
Schmidt, Karsten
- In:
Allgemeines statistisches Archiv : AStA ; journal of …
75
(
1991
)
3
,
pp. 245-264
Persistent link: https://www.econbiz.de/10001116031
Saved in:
41
On the performance of some inequality restricted estimators in linear regression
Schmidt, Karsten
;
Stahlecker, Peter
-
1990
Persistent link: https://www.econbiz.de/10000804674
Saved in:
42
Approximation linearer Ungleichungsrestriktionen im linearen Regressionsmodell
Stahlecker, Peter
;
Schmidt, Karsten
- In:
Allgemeines statistisches Archiv : AStA ; journal of …
73
(
1989
)
2
,
pp. 184-194
Persistent link: https://www.econbiz.de/10001065893
Saved in:
43
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:
44
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:
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