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subject:"United States"
person:"Nelson, Charles R."
~person:"White, Halbert"
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Search: subject_exact:"Estimation theory"
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United States
Estimation theory
113
Schätztheorie
113
Theorie
29
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19
Nichtparametrisches Verfahren
18
Nonparametric statistics
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Nelson, Charles R.
White, Halbert
Mairesse, Jacques
11
Audrino, Francesco
9
Diebold, Francis X.
9
Pesaran, M. Hashem
9
Swanson, Norman R.
9
Zadrozny, Peter A.
9
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8
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7
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7
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7
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Abadie, Alberto
6
Armah, Nii Ayi
6
Caporale, Guglielmo Maria
6
Chavas, Jean-Paul
6
Davidson, Russell
6
Dufour, Jean-Marie
6
Granger, C. W. J.
6
Griliches, Zvi
6
Heckman, James J.
6
Hoffman, Dennis L.
6
Pittis, Nikitas
6
Siklos, Pierre L.
6
Stock, James H.
6
Bera, Anil K.
5
Chernozhukov, Victor
5
Fernández-Val, Iván
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Hyung, Namwon
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5
Maddala, Gangadharrao S.
5
Millimet, Daniel L.
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5
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5
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Discussion paper / Department of Economics, University of California San Diego
2
Journal of empirical finance
2
Discussion paper series / LSE Financial Markets Group
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Finance research letters
1
Journal of monetary economics
1
The journal of business : B
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ECONIS (ZBW)
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1
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
Estimation of a forward-looking monetary policy rule : a time-varying parameter model using ex post data
Kim, Chang-jin
;
Nelson, Charles R.
- In:
Journal of monetary economics
53
(
2006
)
8
,
pp. 1949-1966
Persistent link: https://www.econbiz.de/10003394388
Saved in:
3
On more robust estimation of skewness and kurtosis
Kim, Tae-hwan
;
White, Halbert
- In:
Finance research letters
1
(
2004
)
1
,
pp. 56-73
Persistent link: https://www.econbiz.de/10003307251
Saved in:
4
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:
5
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:
6
Testing for mean reversion in heteroskedastic data based on Gibbs-sampling-augmented randomization
Kim, Chang-Jin
;
Nelson, Charles R.
;
Startz, Richard
- In:
Journal of empirical finance
5
(
1998
)
2
,
pp. 131-154
Persistent link: https://www.econbiz.de/10001374883
Saved in:
7
Testing for mean reversion in heteroskedastic data II : autoregression tests based on Gibbs-sampling-augmented randomization
Kim, Chang-Jin
;
Nelson, Charles R.
- In:
Journal of empirical finance
5
(
1998
)
4
,
pp. 385-396
Persistent link: https://www.econbiz.de/10001375196
Saved in:
8
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:
9
Parsimonious modeling of yield curves
Nelson, Charles R.
- In:
The journal of business : B
60
(
1987
)
4
,
pp. 473-489
Persistent link: https://www.econbiz.de/10001037645
Saved in:
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