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subject:"United States"
person:"Nelson, Charles R."
~person:"White, Halbert"
~subject:"Theory"
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United States
Theory
Estimation theory
113
Schätztheorie
113
Theorie
29
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19
Nichtparametrisches Verfahren
18
Nonparametric statistics
18
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18
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32
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Nelson, Charles R.
White, Halbert
Härdle, Wolfgang
68
Pesaran, M. Hashem
62
Phillips, Peter C. B.
56
Gouriéroux, Christian
50
Andrews, Donald W. K.
44
Franses, Philip Hans
42
Newey, Whitney K.
42
Giles, David E. A.
37
McAleer, Michael
37
Swanson, Norman R.
36
Imbens, Guido
35
Baltagi, Badi H.
30
Heckman, James J.
30
Robinson, Peter M.
30
Diebold, Francis X.
29
Horowitz, Joel
29
Li, Qi
27
Bera, Anil K.
26
King, Maxwell L.
26
Ohtani, Kazuhiro
26
Brännäs, Kurt
25
Granger, C. W. J.
25
Kohn, Robert
25
Dufour, Jean-Marie
24
Krämer, Walter
24
Maravall Herrero, Agustín
24
Stahlecker, Peter
24
Ullah, Aman
23
Winkelmann, Rainer
23
Wooldridge, Jeffrey M.
23
Zakoïan, Jean-Michel
23
Kleibergen, Frank
22
Robert, Christian P.
22
Srivastava, Virendra K.
22
Angrist, Joshua D.
21
Ghysels, Eric
21
Hahn, Jinyong
21
Hsiao, Cheng
21
Steel, Mark F. J.
21
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Discussion paper / Department of Economics, University of California San Diego
5
Econometric theory
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
Journal of empirical finance
2
Advances in econometrics
1
Discussion paper series / LSE Financial Markets Group
1
Econometric reviews
1
Finance research letters
1
In honor of Merton H. Miller's contributions to finance and economics : proceedings of a conference June 8 - 10, 1988
1
International economic review
1
Journal of econometrics
1
Journal of monetary economics
1
Kyŏngje-yŏn'gu
1
Maximum likelihood estimation of misspecified models : twenty years later
1
Symposium on forecasting and empirical methods in macroeconomics and finance
1
Série des documents de travail / Centre de Recherche en Économie et Statistique
1
The journal of business : B
1
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ECONIS (ZBW)
32
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
11
State-space models with regime switching : classical and Gibbs-sampling approaches with applications
Kim, Chang-jin
;
Nelson, Charles R.
-
1999
Persistent link: https://www.econbiz.de/10000672140
Saved in:
12
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:
13
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:
14
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:
15
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:
16
Valid confidence intervals and inference in the presence of weak instruments
Zivot, Eric
- In:
International economic review
39
(
1998
)
4
,
pp. 1119-1144
Persistent link: https://www.econbiz.de/10001338783
Saved in:
17
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:
18
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:
19
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:
20
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:
21
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:
22
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:
23
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:
24
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:
25
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:
26
Mean reversion in stock prices? : a reappraisal of the empirical evidence
Kim, Myung-jig
- In:
The review of economic studies
58
(
1991
)
4
,
pp. 515-528
Persistent link: https://www.econbiz.de/10001114320
Saved in:
27
Some further results on the exact small sample properties of the instrumental variable estimator
Nelson, Charles R.
- In:
Econometrica : journal of the Econometric Society, an …
58
(
1990
)
4
,
pp. 967-976
Persistent link: https://www.econbiz.de/10001091330
Saved in:
28
Mean reversion in stock price? : a reappraisal of the empirical evidence
Kim, Myung-jig
- In:
Kyŏngje-yŏn'gu
11
(
1990
)
1
,
pp. 261-293
Persistent link: https://www.econbiz.de/10001095430
Saved in:
29
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:
30
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:
31
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:
32
The distribution of the instrumental variables estimator and its t-ratio when the instrument is a poor one
Nelson, Charles R.
Persistent link: https://www.econbiz.de/10001274009
Saved in:
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