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subject:"Schätztheorie"
person:"White, Halbert"
~person:"Robinson, Peter M."
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Schätztheorie
Theorie
171
Theory
171
Time series analysis
52
Zeitreihenanalyse
52
Estimation theory
50
Nichtparametrisches Verfahren
33
Nonparametric statistics
33
Cointegration
20
Kointegration
20
Estimation
19
Schätzung
19
Bootstrap approach
16
Bootstrap-Verfahren
16
Forecasting model
15
Prognoseverfahren
15
Econometrics
14
Statistical theory
14
Statistische Methodenlehre
14
Ökonometrie
14
Stochastic process
13
Stochastischer Prozess
13
Regression analysis
12
Regressionsanalyse
12
USA
12
United States
12
Statistical test
11
Statistischer Test
11
Capital income
10
Kapitaleinkommen
10
Neural networks
9
Neuronale Netze
9
Statistical distribution
9
Statistische Verteilung
9
Modellierung
8
Scientific modelling
8
Causality analysis
7
Kausalanalyse
7
Maximum likelihood estimation
7
Maximum-Likelihood-Schätzung
7
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1
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Article
30
Book / Working Paper
20
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Article in journal
27
Aufsatz in Zeitschrift
27
Graue Literatur
18
Non-commercial literature
18
Arbeitspapier
17
Working Paper
17
Aufsatz im Buch
3
Book section
3
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1
Collection of articles of several authors
1
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English
50
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White, Halbert
Robinson, Peter M.
Härdle, Wolfgang
68
Pesaran, M. Hashem
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
Swanson, Norman R.
35
Heckman, James J.
30
Horowitz, Joel
29
Baltagi, Badi H.
28
King, Maxwell L.
26
Li, Qi
26
Ohtani, Kazuhiro
26
Brännäs, Kurt
25
Diebold, Francis X.
25
Granger, C. W. J.
25
Kohn, Robert
25
Bera, Anil K.
24
Krämer, Walter
24
Maravall Herrero, Agustín
24
Stahlecker, Peter
24
Dufour, Jean-Marie
23
Ullah, Aman
23
Winkelmann, Rainer
23
Zakoïan, Jean-Michel
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
Lee, Lung-fei
20
Lütkepohl, Helmut
20
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Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
11
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
11
Suntory and Toyota International Centres for Economics and Related Disciplines
7
Econometric theory
6
Discussion paper / Department of Economics, University of California San Diego
4
Discussion paper series / LSE Financial Markets Group
2
Journal of econometrics
2
The review of economic studies
2
Advances in econometrics
1
Econometric reviews
1
Journal of applied econometrics
1
Journal of economic surveys
1
Maximum likelihood estimation of misspecified models : twenty years later
1
Nonlinear statistical modeling : proceedings of the Thirteenth International Symposium in Economic Theory and Econometrics ; essays in honor of Takeshi Amemiya
1
Oxford bulletin of economics and statistics
1
Revista de econometria
1
Revista española de economía
1
Robust inference
1
Série des documents de travail / Centre de Recherche en Économie et Statistique
1
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ECONIS (ZBW)
50
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1
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50
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50
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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
Whittle estimation of ARCH models
Giraitis, Liudas
;
Robinson, Peter M.
- In:
Econometric theory
17
(
2001
)
3
,
pp. 608-631
Persistent link: https://www.econbiz.de/10001589340
Saved in:
8
Finite sample improvements in statistical inference with I(1) processes
Marinucci, Domenico
;
Robinson, Peter M.
- In:
Journal of applied econometrics
16
(
2001
)
3
,
pp. 431-444
Persistent link: https://www.econbiz.de/10001592355
Saved in:
9
Finite sample improvements in statistical inference with I(1) processes
Marinucci, Domenico
;
Robinson, Peter M.
-
2001
Persistent link: https://www.econbiz.de/10001600245
Saved in:
10
Studentization in edgeworth expansions for estimates of semiparametric index models
Nishiyama, Y.
;
Robinson, Peter M.
- In:
Nonlinear statistical modeling : proceedings of the …
,
(pp. 197-240)
.
2000
Persistent link: https://www.econbiz.de/10001586853
Saved in:
11
Edgeworth expansions for semiparametric averaged derivatives
Nishiyama, Y.
;
Robinson, Peter M.
- In:
Econometrica : journal of the Econometric Society, an …
68
(
2000
)
4
,
pp. 931-979
Persistent link: https://www.econbiz.de/10001499201
Saved in:
12
Adaptive semiparametric estimation of the memory parameter
Giraitis, Liudas
;
Robinson, Peter M.
;
Samarov, Alexander
-
2000
Persistent link: https://www.econbiz.de/10001444259
Saved in:
13
Whittle estimation of ARCH models
Giraitis, Liudas
;
Robinson, Peter M.
-
2000
Persistent link: https://www.econbiz.de/10001551057
Saved in:
14
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:
15
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:
16
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:
17
Studentization in edgeworth expansions for estimates of semiparametric index models
Nishiyama, Y.
;
Robinson, Peter M.
-
1999
Persistent link: https://www.econbiz.de/10001429067
Saved in:
18
Semiparametric frequency domain analysis of fractional cointegration
Robinson, Peter M.
;
Marinucci, Domenico
-
1998
Persistent link: https://www.econbiz.de/10000983439
Saved in:
19
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:
20
Long and short memory conditional heteroscedasticity in estimating the memory parameter of levels
Robinson, Peter M.
;
Henry, Mark S.
-
1998
Persistent link: https://www.econbiz.de/10000990118
Saved in:
21
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:
22
Variance-type estimation of long memory
Giraitis, Liudas
;
Robinson, Peter M.
;
Surgailis, Donatas
-
1998
Persistent link: https://www.econbiz.de/10000996492
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
Inference-without-smoothing in the presence of nonparametric autocorrelation
Robinson, Peter M.
- In:
Econometrica : journal of the Econometric Society, an …
66
(
1998
)
5
,
pp. 1163-1182
Persistent link: https://www.econbiz.de/10001249587
Saved in:
26
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:
27
Nonlinear time series with long memory : a model for stochastic volatility
Robinson, Peter M.
;
Zaffaroni, Paolo
-
1997
Persistent link: https://www.econbiz.de/10000954585
Saved in:
28
Time series regression with long range dependence
Robinson, Peter M.
;
Hidalgo, F. J.
-
1997
Persistent link: https://www.econbiz.de/10000955130
Saved in:
29
Rate optimal semiparametric estimation of the memory parameter of the Gaussian time series with long range dependence
Giraitis, Liudas
;
Robinson, Peter M.
;
Samarov, Alexander
-
1997
Persistent link: https://www.econbiz.de/10000959150
Saved in:
30
Large-sample inference for nonparametric regression with dependent errors
Robinson, Peter M.
-
1997
Persistent link: https://www.econbiz.de/10000973220
Saved in:
31
Autocorrelation-robust inference
Robinson, Peter M.
-
1997
Persistent link: https://www.econbiz.de/10001321898
Saved in:
32
Nonlinear time series with long memory : a model for stochastics volatility
Robinson, Peter M.
;
Zaffaroni, Paolo
-
1996
Persistent link: https://www.econbiz.de/10000985327
Saved in:
33
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:
34
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:
35
Semiparametric estimation from time series with long-range dependence
Cheng, Bing
- In:
Journal of econometrics
64
(
1994
)
1
,
pp. 335-353
Persistent link: https://www.econbiz.de/10001166422
Saved in:
36
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:
37
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:
38
Nonparametric and semiparametric methods for economic research
Delgado, Miguel A.
- In:
Journal of economic surveys
6
(
1992
)
3
,
pp. 201-249
Persistent link: https://www.econbiz.de/10001130198
Saved in:
39
Consistent nonparametric entropy-based testing
Robinson, Peter M.
- In:
The review of economic studies
58
(
1991
)
4
,
pp. 437-453
Persistent link: https://www.econbiz.de/10001114333
Saved in:
40
Applications of semiparametric modelling in economics
Robinson, Peter M.
- In:
Revista española de economía
8
(
1991
)
1
,
pp. 53-60
Persistent link: https://www.econbiz.de/10001122022
Saved in:
41
Best nonlinear three-stage least squares estimation of certain econometric models
Robinson, Peter M.
- In:
Econometrica : journal of the Econometric Society, an …
59
(
1991
)
3
,
pp. 755-786
Persistent link: https://www.econbiz.de/10001104910
Saved in:
42
Automatic frequency domain inference on semiparametric and nonparametric models
Robinson, Peter M.
- In:
Econometrica : journal of the Econometric Society, an …
59
(
1991
)
5
,
pp. 1329-1363
Persistent link: https://www.econbiz.de/10001113283
Saved in:
43
Hypothesis testing in semiparametric and nonparametric models for econometric time series
Robinson, Peter M.
- In:
The review of economic studies
56
(
1989
)
4
,
pp. 511-534
Persistent link: https://www.econbiz.de/10001073367
Saved in:
44
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:
45
The stochastic difference between econometric statistics
Robinson, Peter M.
- In:
Econometrica : journal of the Econometric Society, an …
56
(
1988
)
3
,
pp. 531-548
Persistent link: https://www.econbiz.de/10001047022
Saved in:
46
Using Gaussian estimators robustly
Robinson, Peter M.
- In:
Oxford bulletin of economics and statistics
50
(
1988
)
1
,
pp. 97-106
Persistent link: https://www.econbiz.de/10001077337
Saved in:
47
Root-N-consistent semiparametric regression
Robinson, Peter M.
- In:
Econometrica : journal of the Econometric Society, an …
56
(
1988
)
4
,
pp. 931-954
Persistent link: https://www.econbiz.de/10001052415
Saved in:
48
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:
49
Asymptotically efficient estimation in the presence of heteroskedasticity of unknown form
Robinson, Peter M.
- In:
Econometrica : journal of the Econometric Society, an …
55
(
1987
)
4
,
pp. 875-891
Persistent link: https://www.econbiz.de/10001083219
Saved in:
50
Adaptive estimation of heteroskedastic econometric models
Robinson, Peter M.
- In:
Revista de econometria
7
(
1987
)
2
,
pp. 5-27
Persistent link: https://www.econbiz.de/10001058445
Saved in:
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