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~subject:"Estimation theory"
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Estimation theory
Theorie
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23
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17
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Kim, Tae-hwan
19
White, Halbert
9
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3
Kim, Yunmi
3
Manganelli, Simone
3
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3
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2
Noh, Jaesun
2
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1
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1
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1
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Discussion paper / Department of Economics, University of California San Diego
4
Finance research letters
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Maximum likelihood estimation of misspecified models : twenty years later
2
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ECONIS (ZBW)
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Behaviour of cointegration tests in the presence of structural breaks in variance
Noh, Jaesun
;
Kim, Tae-hwan
- In:
Applied economics letters
10
(
2003
)
15
,
pp. 999-1002
Persistent link: https://www.econbiz.de/10001876763
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2
Small sample properties of GARCH(1,1) estimator under non-normality
Noh, Jaesun
- In:
Economics letters
55
(
1997
)
2
,
pp. 161-164
Persistent link: https://www.econbiz.de/10001227370
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3
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
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4
Revisiting the martingale hypothesis for exchange rates
Lee, Young-Sook
(
contributor
);
Kim, Tae-hwan
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002435695
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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
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6
Two-stage Huber estimation
Kim, Tae-hwan
(
contributor
);
Muller, Christophe
(
contributor
)
-
2005
-
1. ed.
Persistent link: https://www.econbiz.de/10002816264
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7
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:
8
VAR for VaR : measuring tail dependence using multivariate regression quantiles
White, Halbert
;
Kim, Tae-hwan
;
Manganelli, Simone
-
2015
Persistent link: https://www.econbiz.de/10011288642
Saved in:
9
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:
10
VAR for VaR: measuring tail dependence using multivariate regression quantiles
White, Halbert
;
Kim, Tae-hwan
;
Manganelli, Simone
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 169-188
Persistent link: https://www.econbiz.de/10011498808
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