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subject:"Börsenkurs"
subject:"Estimation"
~isPartOf:"Journal of econometrics"
~person:"Hsiao, Cheng"
~person:"Linton, Oliver"
~subject:"Nichtparametrisches Verfahren"
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Börsenkurs
Estimation
Nichtparametrisches Verfahren
Estimation theory
32
Schätztheorie
32
Nonparametric statistics
19
Time series analysis
9
Zeitreihenanalyse
9
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8
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7
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7
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7
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2
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Hsiao, Cheng
Linton, Oliver
Chen, Xiaohong
10
Su, Liangjun
10
Florens, Jean-Pierre
9
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8
Gao, Jiti
8
Phillips, Peter C. B.
8
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8
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8
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7
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7
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7
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7
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7
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7
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7
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6
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6
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6
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5
Horowitz, Joel
5
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5
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5
Li, Yingying
5
Lu, Xun
5
Park, Joon Y.
5
Peng, Bin
5
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5
Zakoïan, Jean-Michel
5
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4
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4
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4
Haiqing Xu
4
Hoderlein, Stefan
4
Hu, Yingyao
4
Kristensen, Dennis
4
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4
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Journal of econometrics
CEMMAP working papers / Centre for Microdata Methods and Practice
19
Cambridge working papers in economics
14
Econometric theory
8
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7
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6
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5
Working paper / Department of Econometrics and Business Statistics, Monash University
5
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3
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3
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2
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1
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1
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1
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1
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1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
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1
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1
Essays in honor of Joon Y. Park : econometric methodology in empirical applications
1
Handbook of financial time series
1
Identification and inference for econometric models : essays in honor of Thomas Rothenberg
1
Journal of applied econometrics
1
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1
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1
NBER Working Paper
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Nonlinear statistical modeling : proceedings of the Thirteenth International Symposium in Economic Theory and Econometrics ; essays in honor of Takeshi Amemiya
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ECONIS (ZBW)
20
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1
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:
2
Estimation of a nonparametric model for bond prices from cross-section and time series information
Koo, Bonsoo
;
La Vecchia, Davide
;
Linton, Oliver
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 562-588
Persistent link: https://www.econbiz.de/10012618568
Saved in:
3
Estimation and inference in semiparametric quantile factor models
Ma, Shujie
;
Linton, Oliver
;
Gao, Jiti
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 295-323
Persistent link: https://www.econbiz.de/10012619426
Saved in:
4
A weighted sieve estimator for nonparametric time series models with nonstationary variables
Dong, Chaohua
;
Linton, Oliver
;
Peng, Bin
- In:
Journal of econometrics
222
(
2021
)
2
,
pp. 909-932
Persistent link: https://www.econbiz.de/10012619807
Saved in:
5
Recursive estimation in large panel data models : theory and practice
Jiang, Bin
;
Yang, Yanrong
;
Gao, Jiti
;
Hsiao, Cheng
- In:
Journal of econometrics
224
(
2021
)
2
,
pp. 439-465
Persistent link: https://www.econbiz.de/10013275396
Saved in:
6
Semiparametric estimation of the bid-ask spread in extended roll models
Chen, Xiaohong
;
Linton, Oliver
;
Schneeberger, Stefan
; …
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 160-178
Persistent link: https://www.econbiz.de/10012139826
Saved in:
7
A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables
Chen, Jia
;
Li, Degui
;
Linton, Oliver
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 155-176
Persistent link: https://www.econbiz.de/10012303906
Saved in:
8
Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity
Linton, Oliver
;
Xiao, Zhijie
- In:
Journal of econometrics
213
(
2019
)
2
,
pp. 608-631
Persistent link: https://www.econbiz.de/10012304598
Saved in:
9
Additive nonparametric models with time variable and both stationary and nonstationary regressors
Dong, Chaohua
;
Linton, Oliver
- In:
Journal of econometrics
207
(
2018
)
1
,
pp. 212-236
Persistent link: https://www.econbiz.de/10012116290
Saved in:
10
A flexible semiparametric forecasting model for time series
Li, Degui
;
Linton, Oliver
;
Lu, Zu-di
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 345-357
Persistent link: https://www.econbiz.de/10011499465
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