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accessRights:"restricted"
subject:"Zeitreihenanalyse"
~accessRights:"free"
~person:"Linton, Oliver"
~subject:"Statistische Verteilung"
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Zeitreihenanalyse
Statistische Verteilung
Estimation theory
97
Schätztheorie
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Nichtparametrisches Verfahren
62
Nonparametric statistics
62
Estimation
30
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22
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Linton, Oliver
Gao, Jiti
70
Phillips, Peter C. B.
66
Koopman, Siem Jan
46
Nielsen, Morten Ørregaard
31
Lütkepohl, Helmut
30
Kapetanios, George
27
Johansen, Søren
25
Peng, Bin
24
Li, Degui
23
Sibbertsen, Philipp
23
Dong, Chaohua
20
Lucas, André
20
Swanson, Norman R.
20
Blasques, Francisco
19
Cavaliere, Giuseppe
19
Nielsen, Bent
19
Taylor, Robert
18
Teräsvirta, Timo
18
Hyndman, Rob J.
17
Linton, Oliver B.
17
Koop, Gary
16
Pesaran, M. Hashem
16
Sun, Yixiao
16
Einmahl, John H. J.
15
Kristensen, Dennis
15
Giraitis, Liudas
14
Xiao, Zhijie
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Cai, Zongwu
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Chen, Xiaohong
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Croux, Christophe
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McAleer, Michael
13
Hurvich, Clifford M.
12
Johansen, Soren
12
Li, Jia
12
Proietti, Tommaso
12
Rahbek, Anders
12
Sentana, Enrique
12
Stock, James H.
12
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Journal of econometrics
6
CEMMAP working papers / Centre for Microdata Methods and Practice
5
Cambridge working papers in economics
5
Working paper / Department of Econometrics and Business Statistics, Monash University
4
Econometrics papers
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Econometric theory
1
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
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1
Nonparametric estimation of large spot volatility matrices for high-frequency financial data
Bu, Ruijun
;
Li, Degui
;
Linton, Oliver
;
Wang, Hanchao
-
2022
-
This version: March 16, 2022
Persistent link: https://www.econbiz.de/10013263439
Saved in:
2
Estimating time-varying networks for high-dimensional time series
Chen, Jia
;
Li, Degui
;
Li, Yuning
;
Linton, Oliver
-
2022
-
Version: December 13, 2022
Persistent link: https://www.econbiz.de/10013503856
Saved in:
3
Estimation of common factors for microstructure noise and efficient price in a high-frequency dual factor model
Li, Yu-Ning
;
Chen, Jia
;
Linton, Oliver
-
2021
Persistent link: https://www.econbiz.de/10013259517
Saved in:
4
Estimation of a nonparametric model for bond prices from cross-section and time series information
Koo, Bonsoo
;
La Vecchia, Davide
;
Linton, Oliver
-
2020
Persistent link: https://www.econbiz.de/10012606874
Saved in:
5
A ReMeDI for microstructure noise
Li, Z. Merrick
;
Linton, Oliver
- In:
Econometrica : journal of the Econometric Society, an …
90
(
2022
)
1
,
pp. 367-389
Persistent link: https://www.econbiz.de/10012821689
Saved in:
6
Estimation and inference for the counterfactual distribution and quantile functions in continuous treatment models
Ai, Chunrong
;
Linton, Oliver
;
Zhang, Zheng
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 39-61
Persistent link: https://www.econbiz.de/10013441723
Saved in:
7
A score statistic for testing the presence of a stochastic trend in conditional variances
Hong, Yongmiao
;
Linton, Oliver
;
McCabe, Brendan Peter Martin
- In:
Economics letters
213
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013442141
Saved in:
8
Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity
Linton, Oliver
;
Xiao, Zhijie
-
2019
Persistent link: https://www.econbiz.de/10012692312
Saved in:
9
Nonparametric predictive regressions for stock return brediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012698837
Saved in:
10
Nonparametric predictive regressions for stock return prediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012592220
Saved in:
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