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subject:"Prognoseverfahren"
subject:"USA"
~isPartOf:"Cambridge working papers in economics"
~subject:"Panel study"
~subject:"Volatility"
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Search: subject_exact:"Estimation theory"
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Prognoseverfahren
USA
Panel study
Volatility
Estimation theory
63
Schätztheorie
63
Estimation
16
Nichtparametrisches Verfahren
16
Nonparametric statistics
16
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16
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Method of moments
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Robustes Verfahren
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fixed effects
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heteroskedasticity
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Pesaran, M. Hashem
8
Linton, Oliver
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Jochmans, Koen
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Chudik, Alexander
3
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2
Hayakawa, Kazuhiko
2
Kapetanios, George
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Tosetti, Elisa
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Verardi, Vincenzo
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Bu, Ruijun
1
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Harris, David
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Laeven, Roger J. A.
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Li, Degui
1
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1
Li, Z. Merrick
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Li, Zhen
1
Malec, Peter
1
Mohaddes, Kamiar
1
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1
Raissi, Mehdi
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Robertson, Donald
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Smith, L. Vanessa
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Cambridge working papers in economics
Journal of econometrics
357
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
201
Economics letters
151
International journal of forecasting
117
Econometric reviews
91
Journal of forecasting
76
Discussion paper / Tinbergen Institute
64
The econometrics journal
63
Econometric theory
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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
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:
4
Robust estimation of integrated volatility
Li, Zhen
;
Linton, Oliver
-
2021
Persistent link: https://www.econbiz.de/10013206057
Saved in:
5
Semiparametric nonlinear panel data models with measurement error
Linton, Oliver
;
Shiu, Ji-Liang
-
2019
Persistent link: https://www.econbiz.de/10012692254
Saved in:
6
Testing for correlation in error-component models
Jochmans, Koen
-
2019
Persistent link: https://www.econbiz.de/10012692618
Saved in:
7
Nonparametric predictive regressions for stock return brediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012698837
Saved in:
8
twexp and twgravity: estimating exponential regression models with two-way fixed effects
Jochmans, Koen
;
Verardi, Vincenzo
-
2019
Persistent link: https://www.econbiz.de/10012699242
Saved in:
9
xtserialpm: a portmanteau test for serial correlation in a linear panel model
Jochmans, Koen
;
Verardi, Vincenzo
-
2019
Persistent link: https://www.econbiz.de/10012699244
Saved in:
10
Dependent microstructure noise and integrated volatility : estimation from high-frequency data
Li, Z. Merrick
;
Laeven, Roger J. A.
;
Vellekoop, Michel
-
2019
Persistent link: https://www.econbiz.de/10012703138
Saved in:
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