The following pages link to Halbert White (Q193450):
Displaying 47 items.
- Differencing as a Test of Specification (Q3667822) (← links)
- Instrumental Variables Regression with Independent Observations (Q3667825) (← links)
- (Q3698132) (← links)
- Some Large-Sample Tests for Nonnormality in the Linear Regression Model (Q3873336) (← links)
- Nonlinear Regression on Cross-Section Data (Q3884997) (← links)
- Using Least Squares to Approximate Unknown Regression Functions (Q3888410) (← links)
- Consequences and Detection of Misspecified Nonlinear Regression Models (Q3920475) (← links)
- (Q3976439) (← links)
- Some Measurability Results for Extrema of Random Functions Over Random Sets (Q4008554) (← links)
- (Q4011461) (← links)
- (Q4015743) (← links)
- (Q4029493) (← links)
- An efficient algorithm to compute maximum entropy densities (Q4246594) (← links)
- Adaptive Learning with Nonlinear Dynamics Driven by Dependent Processes (Q4316535) (← links)
- Degree of Approximation Results for Feedforward Networks Approximating Unknown Mappings and Their Derivatives (Q4323351) (← links)
- James-Stein-Type Estimators in Large Samples With Application to the Least Absolute Deviations Estimator (Q4419454) (← links)
- Automatic Block-Length Selection for the Dependent Bootstrap (Q4451551) (← links)
- A Reality Check for Data Snooping (Q4530982) (← links)
- High Breakdown Point Conditional Dispersion Estimation with Application to S & P 500 Daily Returns Volatility (Q4531055) (← links)
- DIRECTIONALLY DIFFERENTIABLE ECONOMETRIC MODELS (Q4585031) (← links)
- Estimating nonseparable models with mismeasured endogenous variables (Q4586197) (← links)
- (Q4593679) (← links)
- Improved rates and asymptotic normality for nonparametric neural network estimators (Q4701311) (← links)
- THE BOOTSTRAP OF THE MEAN FOR DEPENDENT HETEROGENEOUS ARRAYS (Q4807337) (← links)
- (Q4840561) (← links)
- Artificial neural networks: an econometric perspective<sup>∗</sup> (Q4853078) (← links)
- Sup-norm approximation bounds for networks through probabilistic methods (Q4857502) (← links)
- Consistent Specification Testing Via Nonparametric Series Regression (Q4859505) (← links)
- An Alternative Definition of Finite-Sample Breakdown Point with Application to Regression Model Estimators (Q4867339) (← links)
- (Q4869532) (← links)
- Monitoring Structural Change (Q4895055) (← links)
- Consideration of Trends in Time Series (Q4928530) (← links)
- Specification Tests for the Variance of a Diffusion (Q4939809) (← links)
- Identification and Identification Failure for Treatment Effects Using Structural Systems (Q5080548) (← links)
- Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing (Q5133517) (← links)
- Conditional Independence Specification Testing for Dependent Processes with Local Polynomial Quantile Regression (Q5133589) (← links)
- Tests of Conditional Predictive Ability (Q5307833) (← links)
- Asymptotic Distribution Theory for Nonparametric Entropy Measures of Serial Dependence (Q5393900) (← links)
- Testing for Regime Switching (Q5443638) (← links)
- A COMPARISON OF COMPLEMENTARY AUTOMATIC MODELING METHODS: RETINA AND PcGets (Q5697634) (← links)
- (Q5706760) (← links)
- Some Asymptotic Results for Learning in Single Hidden-Layer Feedforward Network Models (Q5753407) (← links)
- Bootstrap Standard Error Estimates for Linear Regression (Q5754870) (← links)
- Maximum Likelihood Estimation of Misspecified Models (Q5902645) (← links)
- Maximum Likelihood Estimation of Misspecified Models (Q5905022) (← links)
- \(S\)-estimation of nonlinear regression models with dependent and heterogeneous observations (Q5939169) (← links)
- Dangers of data mining: The case of calendar effects in stock returns (Q5952033) (← links)
