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Testing for neglected nonlineary using twofold unidentified models unter the null and hexic expansions
Cho, Jin Seo; Ishida, Isao; White, Halbert - In: Essays in nonlinear time series econometrics, (pp. 3-27). 2014
Persistent link: https://www.econbiz.de/10010385316
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Approximate nonlinear forecasting methods
White, Halbert - 2006
Persistent link: https://www.econbiz.de/10003338436
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Closed form integration of artificial neural networks with some applications
Gottschling, Andreas; Häfke, Christian; White, Halbert - 1999
Persistent link: https://www.econbiz.de/10001436387
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Closed form integration of artificial neural networks with some applications to finance
Gottschling, Andreas; Häfke, Christian; White, Halbert - 1999
Persistent link: https://www.econbiz.de/10001441307
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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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Testing for neglected nonlinearity in time series models : a comparison of neural network methods and alternative tests
Lee, Tae-hwy; White, Halbert; Granger, C. W. J. - 1989
Persistent link: https://www.econbiz.de/10000838876
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Artificial neural networks : an econometric perspective
Kuan, Chung-ming; White, Halbert - 1992
Persistent link: https://www.econbiz.de/10000841561
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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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Economic prediction using neural networks : the case of IBM daily stock returns
White, Halbert - 1988
Persistent link: https://www.econbiz.de/10000806914
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A convergence result for learning in recurrent neural networks
Kuan, Chung-ming; Hornik, Kurt; White, Halbert - 1993 - Rev
Persistent link: https://www.econbiz.de/10000863046