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source:"econis"
subject:"Zeitreihenanalyse"
~person:"Linton, Oliver"
~subject:"Panel study"
~subject:"Stochastischer Prozess"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Panel study
Stochastischer Prozess
Estimation theory
141
Schätztheorie
141
Nichtparametrisches Verfahren
82
Nonparametric statistics
82
Estimation
32
Schätzung
32
Regression analysis
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Regressionsanalyse
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Theorie
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Theory
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Prognoseverfahren
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Semiparametric estimation
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Core
5
Induktive Statistik
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Linton, Oliver
Phillips, Peter C. B.
130
Gao, Jiti
106
Pesaran, M. Hashem
96
Baltagi, Badi H.
76
Koopman, Siem Jan
57
Johansen, Søren
43
Kapetanios, George
41
Lütkepohl, Helmut
41
Franses, Philip Hans
39
Nielsen, Morten Ørregaard
39
Teräsvirta, Timo
39
Peng, Bin
38
Hayakawa, Kazuhiko
36
Su, Liangjun
36
Swanson, Norman R.
32
Hsiao, Cheng
31
Koop, Gary
31
Engle, Robert F.
30
Westerlund, Joakim
30
Harvey, Andrew C.
29
Moon, Hyungsik Roger
29
Robinson, Peter M.
29
Chudik, Alexander
28
Kao, Chihwa
28
Li, Degui
28
Watson, Mark W.
28
Sibbertsen, Philipp
27
Stock, James H.
27
Weidner, Martin
27
Lucas, André
26
Nelson, Daniel B.
26
McAleer, Michael
25
Taylor, Robert
25
Maravall Herrero, Agustín
24
Perron, Pierre
24
Zhou, Qiankun
24
Breitung, Jörg
23
Dong, Chaohua
23
Nielsen, Bent
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Journal of econometrics
9
CEMMAP working papers / Centre for Microdata Methods and Practice
7
Cambridge working papers in economics
7
Working paper / Department of Econometrics and Business Statistics, Monash University
4
Janeway Institute working paper series
3
Econometric theory
2
Econometrics papers
2
Cambridge-INET working papers
1
Cowles Foundation discussion paper
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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Handbook of financial time series
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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
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:
4
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:
5
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:
6
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:
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
Semiparametric nonlinear panel data models with measurement error
Linton, Oliver
;
Shiu, Ji-Liang
-
2019
Persistent link: https://www.econbiz.de/10012692254
Saved in:
9
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:
10
Nonparametric predictive regressions for stock return brediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012698837
Saved in:
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