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Chapter 9 Approximate Nonlinear Forecasting Methods
White, Halbert, (2006)
Estimating nonlinear heterogeneous agents models with neural networks
Kase, Hanno, (2022)
Asymptotic theory for econometricians
White, Halbert, (2001)
Tests de spécification dans les modèles dynamiques
White, Halbert, (1985)
Estimation, inference and specification analysis
White, Halbert, (1994)