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Journal of econometrics
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Learning, Structural Instability, and Present Value Calculations
Pesaran, Hashem
;
Pettenuzzo, Davide
;
Timmermann, Allan
- In:
Econometric reviews
26
(
2007
)
2
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pp. 253-288
Persistent link: https://www.econbiz.de/10007730238
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Predictability of stock returns and asset allocation under structural breaks
Pettenuzzo, Davide
;
Timmermann, Allan
- In:
Journal of econometrics
164
(
2011
)
1
,
pp. 60-79
Persistent link: https://www.econbiz.de/10009178482
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3
Automatic Block-Length Selection for the Dependent Bootstrap
Politis, Dimitris N.
;
White, Halbert
- In:
Econometric reviews
23
(
2004
)
1
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pp. 53-70
Persistent link: https://www.econbiz.de/10006883461
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Theory and Methods - James-Stein-Type Estimators in Large Samples With Application to the Least Absolute Deviations Estimator
Kim, Tae-Hwan
;
White, Halbert
- In:
Journal of the American Statistical Association : JASA
96
(
2001
)
454
,
pp. 697-705
Persistent link: https://www.econbiz.de/10006620162
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5
An Alternative Definition of Finite-Sample Breakdown Point With Applications to Regression Model Estimators
Sakata, Shinichi
;
White, Halbert
- In:
Journal of the American Statistical Association : JASA
90
(
1995
)
431
,
pp. 1099-1106
Persistent link: https://www.econbiz.de/10006634045
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6
Asymptotic Distribution Theory for Nonparametric Entropy Measures of Serial Dependence
Hong, Yongmiao
;
White, Halbert
- In:
Econometrica : journal of the Econometric Society, an …
73
(
2005
)
3
,
pp. 837-902
Persistent link: https://www.econbiz.de/10006752875
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7
Subsampling the distribution of diverging statistics with applications to finance
Bertail, Patrice
;
Haefke, Christian
;
Politis, Dimitris N.
; …
- In:
Journal of econometrics
120
(
2004
)
2
,
pp. 295-326
Persistent link: https://www.econbiz.de/10006757388
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8
BOOK REVIEWS - (GRANGER, CLIVE W. J.) Cointegration, Causality, and Forecasting: A Festschrift in Honour of Clive W. J. Granger.
Engle, Robert F.
;
White, Halbert
;
Bewley, Ronald
- In:
Journal of economic literature
40
(
2002
)
3
,
pp. 931-932
Persistent link: https://www.econbiz.de/10006825797
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9
BOOK REVIEWS - Cointegration, Causality, and Forecasting: A Festschrift in Honour of Clive W. J. Granger.
Granger, Clive W.J.
;
Engle, Robert F.
;
White, Halbert
; …
- In:
Journal of economic literature
39
(
2001
)
2
,
pp. 576-577
Persistent link: https://www.econbiz.de/10006832201
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10
High Breakdown Point Conditional Dispersion Estimation with Application to S&P 500 Daily Returns Volatility
Sakata, Shinichi
;
White, Halbert
- In:
Econometrica : journal of the Econometric Society, an …
66
(
1998
)
3
,
pp. 529-568
Persistent link: https://www.econbiz.de/10006789123
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