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person:"Stock, James H."
subject:"USA"
~person:"Linton, Oliver"
~subject:"Estimation theory"
~type_genre:"Aufsatz in Zeitschrift"
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USA
Estimation theory
Theorie
87
Theory
87
Nichtparametrisches Verfahren
27
Nonparametric statistics
27
Time series analysis
22
Zeitreihenanalyse
22
Schätztheorie
20
United States
18
Regression analysis
12
Regressionsanalyse
12
Forecasting model
10
Prognoseverfahren
10
Statistical test
9
Statistischer Test
9
Estimation
8
Schätzung
8
ARCH model
7
ARCH-Modell
7
Statistical theory
6
Statistische Methodenlehre
6
Stochastic process
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Stochastischer Prozess
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CAPM
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Core
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Efficient market hypothesis
4
Effizienzmarkthypothese
4
Method of moments
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Momentenmethode
4
Volatility
4
Volatilität
4
Bootstrap approach
3
Bootstrap-Verfahren
3
Cointegration
3
Einheitswurzeltest
3
Einkommensverteilung
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Income distribution
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Index
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Article
36
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Aufsatz in Zeitschrift
Article in journal
36
Arbeitspapier
22
Working Paper
22
Graue Literatur
21
Non-commercial literature
21
Aufsatz im Buch
6
Book section
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Konferenzschrift
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Aufsatzsammlung
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Collection of articles of several authors
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English
35
Spanish
1
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Stock, James H.
Linton, Oliver
Heckman, James J.
33
Phillips, Peter C. B.
33
Andrews, Donald W. K.
32
Newey, Whitney K.
30
Li, Qi
27
Baltagi, Badi H.
26
Pesaran, M. Hashem
25
Chavas, Jean-Paul
23
Diebold, Francis X.
23
Franses, Philip Hans
22
McAleer, Michael
22
Giles, David E. A.
21
Ohtani, Kazuhiro
21
Engle, Robert F.
20
Christiano, Lawrence J.
19
Krämer, Walter
19
Ullah, Aman
19
Bollerslev, Tim
18
Gouriéroux, Christian
18
Granger, C. W. J.
18
Horowitz, Joel
18
Lee, Lung-fei
18
Ghysels, Eric
17
Hahn, Jinyong
17
King, Maxwell L.
17
Robinson, Peter M.
17
Uri, Noel Dean
17
West, Kenneth D.
17
Attanasio, Orazio P.
16
Glaeser, Edward L.
16
Hall, Robert Ernest
16
Imbens, Guido
16
Lesage, James P.
16
Schmidt, Peter
16
Slottje, Daniel Jonathan
16
Srivastava, Virendra K.
16
Steel, Mark F. J.
16
Wooldridge, Jeffrey M.
16
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
9
Econometric theory
8
Journal of econometrics
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Carnegie Rochester conference series on public policy : a bi-annual conference proceedings
1
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
1
Econometric reviews
1
Economic perspectives
1
International economic review
1
Journal of monetary economics
1
Macroeconomic dynamics
1
NBER macroeconomics annual
1
Spanish economic review : SER
1
The journal of economic perspectives : EP ; a journal of the American Economic Association
1
The natural rate of unemployment
1
The review of economic studies
1
ohne Titel
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ECONIS (ZBW)
36
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1
Quantilograms under strong dependence
Lee, Ji Hyung
;
Linton, Oliver
;
Whang, Yoon-jae
- In:
Econometric theory
36
(
2020
)
3
,
pp. 457-487
Persistent link: https://www.econbiz.de/10012240727
Saved in:
2
Efficient semiparametric estimation of the Fama-French model and extensions
Connor, Gregory
;
Hagmann, Matthias
;
Linton, Oliver
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
2
,
pp. 713-754
Persistent link: https://www.econbiz.de/10009534943
Saved in:
3
Nonparametric matching and efficient estimators of homothetically separable functions
Lewbel, Arthur
;
Linton, Oliver
- In:
Econometrica : journal of the Econometric Society, an …
75
(
2007
)
4
,
pp. 1209-1227
Persistent link: https://www.econbiz.de/10003507404
Saved in:
4
A nonparametric regression estimator that adapts to error distribution of unknown form
Linton, Oliver
;
Xiao, Zhijie
- In:
Econometric theory
23
(
2007
)
3
,
pp. 371-413
Persistent link: https://www.econbiz.de/10003541196
Saved in:
5
Higher order asymptotic theory when a parameter is on a boundary with an application to GARCH models
Iglesias, Emma M.
;
Linton, Oliver
- In:
Econometric theory
23
(
2007
)
6
,
pp. 1136-1161
Persistent link: https://www.econbiz.de/10003591844
Saved in:
6
The common and specific components of dynamic volatility
Connor, Gregory
;
Korajczyk, Robert A.
;
Linton, Oliver
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 231-255
Persistent link: https://www.econbiz.de/10003320262
Saved in:
7
Structural stability and models of the business cycle
Stock, James H.
- In:
De economist : Netherlands economic review ; quarterly …
152
(
2004
)
2
,
pp. 197-209
Persistent link: https://www.econbiz.de/10002039069
Saved in:
8
Is there chaos in the world economy?
Shintani, Mototsugu
;
Linton, Oliver
- In:
International economic review
44
(
2003
)
1
,
pp. 331-358
Persistent link: https://www.econbiz.de/10001742770
Saved in:
9
Robust monetary policy under model uncertainty in a small model of the US economy
Onatski, Alexei
;
Stock, James H.
- In:
Macroeconomic dynamics
6
(
2002
)
1
,
pp. 85-110
Persistent link: https://www.econbiz.de/10001659474
Saved in:
10
Macroeconomic forecasting using diffusion indexes
Stock, James H.
;
Watson, Mark W.
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
2
,
pp. 147-162
Persistent link: https://www.econbiz.de/10001660369
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