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Determination of estimators with minimum asymptotic covariance matrices
Bates, Charles E.
;
White, Halbert
-
1992
-
Rev
Persistent link: https://www.econbiz.de/10000841569
Saved in:
2
Efficient estimation of parametric models
Bates, Charles E.
;
White, Halbert
-
1986
-
Rev
Persistent link: https://www.econbiz.de/10000710516
Saved in:
3
Efficient instrumental variables estimation of systems of implicit heterogeneous nonlinear dynamic equations with nonspherical errors
Bates, Charles E.
;
White, Halbert
-
1987
Persistent link: https://www.econbiz.de/10000741190
Saved in:
4
Efficient estimation of parametric models
Bates, Charles E.
;
White, Halbert
-
1985
Persistent link: https://www.econbiz.de/10001874548
Saved in:
5
Asymptotic theory for econometricians
White, Halbert
-
2001
-
Rev. ed.
Persistent link: https://www.econbiz.de/10001499955
Saved in:
6
Estimation, inference and specification analysis
White, Halbert
-
1994
-
1. publ.
Persistent link: https://www.econbiz.de/10000339922
Saved in:
7
Asymptotic theory for econometricians
White, Halbert
-
1984
Persistent link: https://www.econbiz.de/10000091243
Saved in:
8
Advances in econometric theory : the selected works of Halbert White
White, Halbert
-
1998
Persistent link: https://www.econbiz.de/10013552272
Saved in:
9
Time-series estimation of the effects of natural experiments
White, Halbert
- In:
Journal of econometrics
135
(
2006
)
1/2
,
pp. 527-566
Persistent link: https://www.econbiz.de/10003376113
Saved in:
10
Approximate nonlinear forecasting methods
White, Halbert
-
2006
Persistent link: https://www.econbiz.de/10003338436
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