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Jackknife model averaging for quantile regressions
Lu, Xun; Su, Liangjun - In: Journal of econometrics 188 (2015) 1, pp. 40-58
Persistent link: https://www.econbiz.de/10011500249
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Nonparametric identification and estimation of truncated regression models with heteroskedasticity
Chen, Songnian; Lu, Xun; Zhou, Xianbo; Zhou, Yahong - In: Econometric theory 34 (2018) 3, pp. 543-573
Persistent link: https://www.econbiz.de/10011951013
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Jackknife Model Averaging for Quantile Regressions
Lu, Xun; Su, Liangjun - 2014
In this paper we consider the problem of frequentist model averaging for quantile regression (QR) when all the M models under investigation are potentially misspecified and the number of parameters in some or all models is diverging with the sample size n. To allow for the dependence between the...
Persistent link: https://www.econbiz.de/10014037147
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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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An alternative definition of finite sample breakdown point with applications to regression model estimators
Sakata, Shinichi; White, Halbert - 1993
Persistent link: https://www.econbiz.de/10000878848
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S-estimation of non-linear regression models with dependent and heterogeneous observations
Sakata, Shinichi; White, Halbert - In: Journal of econometrics 103 (2001) 1/2, pp. 5-72
Persistent link: https://www.econbiz.de/10001585160
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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
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An alternative definition of finite sample breakdown point with applications to regression model estimators
Sakata, Shinichi; White, Halbert - 1994 - Rev
Persistent link: https://www.econbiz.de/10000892192
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Bootstrap standard error estimates for linear regression
Gonçalves, Sílvia; White, Halbert - In: Journal of the American Statistical Association : JASA 100 (2005) 471, pp. 970-979
Persistent link: https://www.econbiz.de/10003107889
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Asymptotic and Bayesian confidence intervals for sharpe-style weights
Kim, Tae-hwan; White, Halbert; Stone, Douglas - In: Journal of financial econometrics : official journal of … 3 (2005) 3, pp. 315-343
Persistent link: https://www.econbiz.de/10002989025