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subject:"Großbritannien"
subject:"Volatilität"
~isPartOf:"Cambridge working papers in economics"
~subject:"Schätzung"
~subject:"Statistical test"
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Search: subject_exact:"Estimation theory"
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Großbritannien
Volatilität
Schätzung
Statistical test
Estimation theory
63
Schätztheorie
63
Estimation
16
Nichtparametrisches Verfahren
16
Nonparametric statistics
16
Panel
16
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16
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15
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heteroskedasticity
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Linton, Oliver
12
Jochmans, Koen
6
Pesaran, M. Hashem
5
Kapetanios, George
3
Chen, Jia
2
Gao, Jiti
2
Li, Degui
2
Tang, Haihan
2
Verardi, Vincenzo
2
Bailey, Natalia
1
Bu, Ruijun
1
Cheng, Tingting
1
Chudik, Akexander
1
Chudik, Alexander
1
Doppelhofer, Gernot
1
Escanciano, Juan Carlos
1
Hafner, Christian M.
1
Hoderlein, Stefan
1
Huang, Wei
1
Johnstone, Iain M.
1
Laeven, Roger J. A.
1
Lewbel, Arthur
1
Li, Yu-Ning
1
Li, Yuning
1
Li, Z. Merrick
1
Li, Zhen
1
Ma, Shujie
1
Malec, Peter
1
Onatski, Alexei
1
Palumbo, Dario
1
Srisuma, Sorawoot
1
Timmermann, Allan
1
Tosetti, Elisa
1
Vellekoop, Michel
1
Vogt, Michael
1
Walsh, Christopher
1
Wang, Hanchao
1
Weeks, Melvyn
1
Weidner, Martin
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Cambridge working papers in economics
Journal of econometrics
411
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
189
Economics letters
163
Econometric reviews
121
CEMMAP working papers / Centre for Microdata Methods and Practice
93
Econometric theory
76
Applied economics letters
71
Economic modelling
68
The econometrics journal
68
Discussion paper / Tinbergen Institute
67
Discussion paper series / IZA
64
NBER Working Paper
60
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
59
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53
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52
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52
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47
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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
37
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37
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
37
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36
Journal of empirical finance
36
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35
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30
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29
Journal of forecasting
29
Empirical economics : a quarterly journal of the Institute for Advanced Studies
28
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27
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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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
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
Testing and modelling time series with time varying tails
Palumbo, Dario
-
2021
Persistent link: https://www.econbiz.de/10013254110
Saved in:
5
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:
6
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:
7
Robust estimation of integrated volatility
Li, Zhen
;
Linton, Oliver
-
2021
Persistent link: https://www.econbiz.de/10013206057
Saved in:
8
Estimation of the Kronecker covariance model by quadratic form
Linton, Oliver
;
Tang, Haihan
-
2020
Persistent link: https://www.econbiz.de/10013203297
Saved in:
9
Nonparametric Euler equation identification and estimation
Escanciano, Juan Carlos
;
Hoderlein, Stefan
;
Lewbel, Arthur
-
2020
Persistent link: https://www.econbiz.de/10013205434
Saved in:
10
Testing for correlation in error-component models
Jochmans, Koen
-
2019
Persistent link: https://www.econbiz.de/10012692618
Saved in:
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