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~subject:"Nichtlineare Regression"
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M-testing using finite and inf...
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Nichtlineare Regression
Theorie
140
Theory
137
Schätztheorie
122
Estimation theory
118
Time series analysis
60
Zeitreihenanalyse
60
Nichtparametrisches Verfahren
48
Statistical test
45
Statistischer Test
45
Nonparametric statistics
42
Prognoseverfahren
36
Forecasting model
35
Schätzung
30
Estimation
29
Regressionsanalyse
28
Statistical theory
28
Statistische Methodenlehre
28
Regression analysis
27
Bootstrap approach
26
Bootstrap-Verfahren
26
Modellierung
24
Scientific modelling
24
Causality analysis
22
Kausalanalyse
22
Ökonometrie
22
Neuronale Netze
21
USA
21
United States
21
Econometrics
20
Kapitaleinkommen
19
Neural networks
19
Capital income
18
Statistical distribution
15
Statistische Verteilung
15
ARCH-Modell
13
Ökonometrik Schätzung
13
ARCH model
12
Nonlinear regression
12
Correlation
10
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English
12
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White, Halbert
10
Chen, Xiaohong
3
Hong, Yongmiao
2
Lee, Tae-hwy
2
Cho, Jin Seo
1
Corradi, Valentina
1
Granger, C. W. J.
1
Han, Ai
1
Ishida, Isao
1
Kuan, Chung-ming
1
Sakata, Shinichi
1
Sun, Yuying
1
Swanson, Norman R.
1
Wang, Shouyang
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Discussion paper / Department of Economics, University of California San Diego
4
Journal of econometrics
2
Discussion paper / Economics, University of California / Department of Economics, University of California
1
Essays in nonlinear time series econometrics
1
Handbook of economic forecasting ; 1
1
Handbook of economic forecasting ; Vol. 1
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Technical report series / Stanford Institute for Theoretical Economics, Stanford University
1
The review of economics and statistics
1
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ECONIS (ZBW)
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1
Approximate nonlinear forecasting methods
White, Halbert
-
2006
Persistent link: https://www.econbiz.de/10003338436
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2
Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes
Corradi, Valentina
;
Swanson, Norman R.
;
White, Halbert
- In:
Journal of econometrics
96
(
2000
)
1
,
pp. 39-73
Persistent link: https://www.econbiz.de/10001466743
Saved in:
3
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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4
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
Saved in:
5
Asymptotic properties of s-estimators for nonlinear regression models with dependent, heterogeneous processes
Sakata, Shinichi
;
White, Halbert
-
1994
Persistent link: https://www.econbiz.de/10000892123
Saved in:
6
Asymptotic properties of some projection-based Robbins-Monro procedures in a Hilbert space
Chen, Xiaohong
;
White, Halbert
-
1992
Persistent link: https://www.econbiz.de/10000853576
Saved in:
7
Asymptotic properties of some projection-based Robbins-Monro procedures in a Hilbert space
Chen, Xiaohong
;
White, Halbert
-
2002
Persistent link: https://www.econbiz.de/10001659348
Saved in:
8
Asymptotic properties of some projection-based Robbins-Monro procedures in a Hilbert space
Chen, Xiaohong
(
contributor
);
White, Halbert
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
6
(
2002
)
1
Persistent link: https://www.econbiz.de/10001790000
Saved in:
9
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
Saved in:
10
Inference on predictability of foreign exchange rates via generalized spectrum and nonlinear time series models
Hong, Yongmiao
;
Lee, Tae-hwy
- In:
The review of economics and statistics
86
(
2004
)
3
,
pp. 840
Persistent link: https://www.econbiz.de/10002223498
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