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subject:"Estimation"
subject:"Stochastic process"
~accessRights:"free"
~isPartOf:"Cambridge working papers in economics"
~subject:"Schätztheorie"
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Estimation
Stochastic process
Schätztheorie
Estimation theory
63
Nichtparametrisches Verfahren
16
Nonparametric statistics
16
Panel
16
Panel study
16
Schätzung
16
Correlation
15
Korrelation
15
Time series analysis
13
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13
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panel data
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Marktmikrostruktur
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Method of moments
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Momentenmethode
4
Robust statistics
4
Robustes Verfahren
4
Welt
4
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4
fixed effects
4
heteroskedasticity
4
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3
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63
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Linton, Oliver
18
Pesaran, M. Hashem
13
Jochmans, Koen
9
Harvey, Andrew C.
6
Chen, Jia
3
Chudik, Alexander
3
Gao, Jiti
3
Kapetanios, George
3
Li, Degui
3
Tang, Haihan
3
Verardi, Vincenzo
3
Doppelhofer, Gernot
2
Escanciano, Juan Carlos
2
Hayakawa, Kazuhiko
2
Hoderlein, Stefan
2
Lewbel, Arthur
2
Onatski, Alexei
2
Sancetta, Alessio
2
Srisuma, Sorawoot
2
Tosetti, Elisa
2
Weeks, Melvyn
2
Weidner, Martin
2
Zhang, Zheng
2
Ai, Chunrong
1
Bailey, Natalia
1
Bhattacharya, Debopam
1
Bu, Ruijun
1
Caivano, Michele
1
Cheng, Tingting
1
Chudik, Akexander
1
Crespo Cuaresma, Jesús
1
Dong, Chaohua
1
Gao, Zhan
1
Hafner, Christian M.
1
Hafnery, Christian
1
Han, Yang
1
Harris, David
1
Huang, Wei
1
Hurn, Stan
1
Johnstone, Iain M.
1
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Cambridge working papers in economics
CEMMAP working papers / Centre for Microdata Methods and Practice
363
NBER Working Paper
336
NBER working paper series
263
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
214
Discussion paper / Tinbergen Institute
199
Discussion paper series / IZA
195
Cowles Foundation discussion paper
156
Working paper / Department of Econometrics and Business Statistics, Monash University
144
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138
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137
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119
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86
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73
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72
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67
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64
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60
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58
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58
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49
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40
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37
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36
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35
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ECONIS (ZBW)
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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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