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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"Cambridge working papers in economics"
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Search: subject_exact:"Estimation theory"
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Estimation theory
136
Schätztheorie
136
Time series analysis
33
Zeitreihenanalyse
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Estimation
31
Schätzung
31
Nichtparametrisches Verfahren
25
Nonparametric statistics
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Linton, Oliver
19
Pesaran, M. Hashem
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Jochmans, Koen
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Harvey, Andrew C.
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Chen, Jia
3
Chen, Yi-ting
3
Chudik, Alexander
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Francq, Christian
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Gao, Jiti
3
Kapetanios, George
3
Li, Degui
3
Tang, Haihan
3
Verardi, Vincenzo
3
Audrino, Francesco
2
Bu, Ruijun
2
Corsi, Fulvio
2
Doppelhofer, Gernot
2
Engle, Robert F.
2
Escanciano, Juan Carlos
2
Frederiksen, Per
2
Gallant, A. Ronald
2
Hayakawa, Kazuhiko
2
Hoderlein, Stefan
2
Horváth, Lajos
2
Hurn, Stan
2
Härdle, Wolfgang
2
Lewbel, Arthur
2
Onatski, Alexei
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Sancetta, Alessio
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Shephard, Neil G.
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Srisuma, Sorawoot
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Sucarrat, Genaro
2
Tosetti, Elisa
2
Weeks, Melvyn
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Weidner, Martin
2
Wu, Ruochen
2
Zakoïan, Jean-Michel
2
Zhang, Zheng
2
Ahlgren, Niklas
1
Ahn, Seung Chan
1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Cambridge working papers in economics
Journal of econometrics
1,638
Economics letters
970
Econometric theory
723
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
602
Econometric reviews
437
CEMMAP working papers / Centre for Microdata Methods and Practice
363
NBER Working Paper
336
Journal of the American Statistical Association : JASA
324
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
316
Discussion paper / Tinbergen Institute
304
NBER working paper series
295
The econometrics journal
268
Série des documents de travail / Centre de Recherche en Économie et Statistique
236
Working paper / National Bureau of Economic Research, Inc.
221
Journal of applied econometrics
219
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
215
Cowles Foundation discussion paper
213
Applied economics letters
197
Discussion paper series / IZA
195
Oxford bulletin of economics and statistics
192
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
187
Discussion paper / Center for Economic Research, Tilburg University
184
European journal of operational research : EJOR
181
Applied economics
173
Journal of quantitative economics : official journal of the Indian Econometric Society
168
Discussion paper
167
Working paper / Department of Econometrics and Business Statistics, Monash University
162
International journal of forecasting
150
The review of economics and statistics
150
Econometrics : open access journal
146
Working paper
141
CREATES research paper
137
Economic modelling
136
Discussion papers of interdisciplinary research project 373
129
Quantitative economics : QE ; journal of the Econometric Society
127
Journal of forecasting
123
Working paper series
121
CORE discussion paper : DP
119
Cowles Foundation Discussion Paper
119
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ECONIS (ZBW)
136
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1
CCE estimation of high-dimensional panel data models with interactive fixed effects
Vogt, Michael
;
Walsh, Christopher
;
Linton, Oliver
-
2022
Persistent link: https://www.econbiz.de/10013485021
Saved in:
2
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:
3
Identification and estimation of categorical random coeficient models
Gao, Zhan
;
Pesaran, M. Hashem
-
2022
Persistent link: https://www.econbiz.de/10013263483
Saved in:
4
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:
5
Testing and modelling time series with time varying tails
Palumbo, Dario
-
2021
Persistent link: https://www.econbiz.de/10013254110
Saved in:
6
A unified framework for specification tests of continuous treatment effect models
Huang, Wei
;
Linton, Oliver
;
Zhang, Zheng
-
2021
Persistent link: https://www.econbiz.de/10013254169
Saved in:
7
Score-driven time series models
Harvey, Andrew C.
-
2021
Persistent link: https://www.econbiz.de/10013257426
Saved in:
8
Specification lasso and an application in financial markets
Dong, Chaohua
;
Li, Shaoran
-
2021
Persistent link: https://www.econbiz.de/10013259415
Saved in:
9
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:
10
Robust estimation of integrated volatility
Li, Zhen
;
Linton, Oliver
-
2021
Persistent link: https://www.econbiz.de/10013206057
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