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subject:"Wahrscheinlichkeitsrechnung"
~person:"White, Halbert"
~subject:"Probability theory"
~subject:"Sampling"
~subject:"USA"
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Wahrscheinlichkeitsrechnung
Probability theory
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USA
Estimation theory
84
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20
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Nichtparametrisches Verfahren
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White, Halbert
Pesaran, M. Hashem
16
Stock, James H.
14
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12
Mykland, Per A.
12
Newey, Whitney K.
12
Wooldridge, Jeffrey M.
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11
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11
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Chernozhukov, Victor
10
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10
Imbens, Guido
10
Phillips, Peter C. B.
10
Swanson, Norman R.
10
Zadrozny, Peter A.
10
Audrino, Francesco
9
Aït-Sahalia, Yacine
9
Brakel, Jan A. van den
9
Diebold, Francis X.
9
Ghysels, Eric
9
Haan, Laurens de
9
Davidson, Russell
8
Einmahl, John H. J.
8
Hall, Bronwyn H.
8
Huber, Martin
8
Kapetanios, George
8
Simar, Léopold
8
Steel, Mark F. J.
8
Vella, Francis
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West, Kenneth D.
8
Abadie, Alberto
7
Altonji, Joseph G.
7
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7
Bailey, Natalia
7
Bekaert, Geert
7
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7
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Discussion paper / Department of Economics, University of California San Diego
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Discussion paper series / LSE Financial Markets Group
1
Finance research letters
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Working Papers in Economics, Department of Poilitical Economy, the Johns Hopkins University
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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
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:
3
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:
4
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:
5
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:
6
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:
7
Consistent nonparametric estimation and testing for the variance of a diffusion from discretely sampled observations
Corradi, Valentina
;
White, Halbert
-
1993
Persistent link: https://www.econbiz.de/10000877983
Saved in:
8
Efficient estimation of parametric models
Bates, Charles E.
;
White, Halbert
-
1986
-
Rev
Persistent link: https://www.econbiz.de/10000710516
Saved in:
9
Efficient estimation of parametric models
Bates, Charles
;
White, Halbert
-
1985
Persistent link: https://www.econbiz.de/10001874548
Saved in:
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