S-estimation of nonlinear regression models with dependent and heterogeneous observations
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- Andrews, Donald W.K., 1988.
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- Hansen, B.E., 1991.
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- Donald W.K. Andrews, 1989.
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907, Cowles Foundation for Research in Economics, Yale University.
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- L. Ingber, 1989. "Very fast simulated re-annealing," Lester Ingber Papers 89vf, Lester Ingber.
- Shinichi Sakata & Halbert White, 1998. "High Breakdown Point Conditional Dispersion Estimation with Application to S&P 500 Daily Returns Volatility," Econometrica, Econometric Society, vol. 66(3), pages 529-568, May.
- Stinchcombe, Maxwell B & White, Halbert, 1992. "Some Measurability Results for Extrema of Random Functions over Random Sets," Review of Economic Studies, Wiley Blackwell, vol. 59(3), pages 495-514, July.
- Wooldridge, Jeffrey M. & White, Halbert, 1988. "Some Invariance Principles and Central Limit Theorems for Dependent Heterogeneous Processes," Econometric Theory, Cambridge University Press, vol. 4(02), pages 210-230, August.
- He, Xuming, 1991. "A local breakdown property of robust tests in linear regression," Journal of Multivariate Analysis, Elsevier, vol. 38(2), pages 294-305, August.
- L. Ingber, 2012. "Adaptive simulated annealing," Lester Ingber Papers 12as, Lester Ingber.
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