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James-Stein type estimators in large samples with application to the least absolute deviations estimator
Kim, Tae-hwan; White, Halbert - 2000
Persistent link: https://www.econbiz.de/10001495720
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Recursive M-estimation, nonlinear regression and neural network learning with dependent observations
Kuan, Chung-ming; White, Halbert - 1991
Persistent link: https://www.econbiz.de/10000836565
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Parametric statistical estimation with artificial neural networks
White, Halbert - 1992
Persistent link: https://www.econbiz.de/10000841563
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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
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Efficient estimation of parametric models
Bates, Charles E.; White, Halbert - 1986 - Rev
Persistent link: https://www.econbiz.de/10000710516
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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
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Consistency of optimization estimators
Wooldridge, Jeffrey M.; White, Halbert - 1985
Persistent link: https://www.econbiz.de/10000909165
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Consistent specification testing with unidentified nuisance parameters using duality and Banach space limit theory
Stinchcombe, Maxwell B.; White, Halbert - 1993
Persistent link: https://www.econbiz.de/10000862844
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M-testing using finite and infinite dimensional parameter estimators
White, Halbert; Hong, Yongmiao - 1993
Persistent link: https://www.econbiz.de/10000862861