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subject:"Schätztheorie"
type_genre:"Non-commercial literature"
~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"Discussion paper / Tinbergen Institute / Tinbergen Institute"
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Search: subject_exact:"Estimation theory"
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Schätztheorie
Estimation theory
158
Theorie
124
Theory
124
Time series analysis
33
Zeitreihenanalyse
33
Nichtparametrisches Verfahren
31
Nonparametric statistics
31
Estimation
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Härdle, Wolfgang
12
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10
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8
Breitung, Jörg
6
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Haan, Laurens de
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Harvey, Andrew C.
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Kim, Woocheol
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Küchler, Uwe
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Rieder, Helmut
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Tjostheim, Dag
4
Bunke, Olaf
3
Chudik, Alexander
3
Daníelsson, Jón
3
Horowitz, Joel
3
Kapetanios, George
3
Mammen, Enno
3
Ridder, Geert
3
Sluis, Pieter J. van der
3
Sneek, Kees
3
Sperlich, Stefan
3
Yang, Lijian
3
Butucea, Cristina
2
Chen, Jia
2
Cramer, Jan S.
2
Delecroix, Michel
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Dijk, Dick van
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Franke, Jürgen
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Golubev, G.
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Hayakawa, Kazuhiko
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Heij, Christiaan
2
Hildebrandt, Lutz
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2
Karlsen, Hans Arnfinn
2
Kiviet, J. F.
2
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2
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Cambridge working papers in economics
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Discussion paper / Tinbergen Institute / Tinbergen Institute
CEMMAP working papers / Centre for Microdata Methods and Practice
353
Discussion paper / Tinbergen Institute
263
Série des documents de travail / Centre de Recherche en Économie et Statistique
214
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189
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187
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
179
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167
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155
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137
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ECONIS (ZBW)
158
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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
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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