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Central limit and functional central limit theorems for Hilbert-valued dependent heterogeneous arrays with applications

Chen, Xiaohong; White, Halbert - 1997 - Rev

Persistent link: https://www.econbiz.de/10000996022

Central limit and functional central limit theorems for Hilbert-valued dependent heterogeneous arrays with applications

Chen, Xiaohong - In: Econometric theory 14 (1998) 2, pp. 260-284

Persistent link: https://www.econbiz.de/10001245306

Central limit and functional central limit theorems for Hilbert space-valued dependent processes

Chen, Xiaohong; White, Halbert - 1992

Persistent link: https://www.econbiz.de/10000853606

Time-series estimation of the effects of natural experiments

White, Halbert - In: Journal of econometrics 135 (2006) 1/2, pp. 527-566

Persistent link: https://www.econbiz.de/10003376113

Nonparametric recursive moment estimation with dependent data

Chen, Xiaohong - 1995

Persistent link: https://www.econbiz.de/10000924643

Penalized sieve estimation and inference of seminonparametric dynamic models : a selective review

Chen, Xiaohong - 2013

Persistent link: https://www.econbiz.de/10010247717

Penalized sieve estimation and inference of semi-nonparametric dynamic models : a selective review

Chen, Xiaohong - 2011

In this selective review, we first provide some empirical examples that motivate the usefulness of semi-nonparametric techniques in modelling economic and financial time series. We describe popular classes of semi-nonparametric dynamic models and some temporal dependence properties. We then...

Persistent link: https://www.econbiz.de/10009230387

A reality check for data snooping

White, Halbert - In: Econometrica : journal of the Econometric Society, an … 68 (2000) 5, pp. 1097-1126

Persistent link: https://www.econbiz.de/10001510571

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

Forecasting economic time series using flexible versus fixed specification and linear versus nonlinear econometric models

Swanson, Norman R. - In: International journal of forecasting 13 (1997) 4, pp. 439-461

Persistent link: https://www.econbiz.de/10001240454