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subject:"Time series analysis"
subject:"United States"
~person:"Linton, Oliver"
~subject:"Regressionsanalyse"
~subject:"Statistical distribution"
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Time series analysis
United States
Regressionsanalyse
Statistical distribution
Estimation theory
141
Schätztheorie
141
Nichtparametrisches Verfahren
82
Nonparametric statistics
82
Estimation
32
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32
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31
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Linton, Oliver
Phillips, Peter C. B.
178
Gao, Jiti
106
Härdle, Wolfgang
68
Koopman, Siem Jan
56
Pesaran, M. Hashem
51
Johansen, Søren
48
Dette, Holger
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45
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42
Teräsvirta, Timo
42
Franses, Philip Hans
41
Lütkepohl, Helmut
41
Chernozhukov, Victor
40
Nielsen, Morten Ørregaard
38
Stock, James H.
38
Xiao, Zhijie
38
Cai, Zongwu
37
Croux, Christophe
37
Li, Degui
37
Harvey, Andrew C.
35
Koop, Gary
34
McAleer, Michael
34
Robinson, Peter M.
34
Chen, Xiaohong
32
Perron, Pierre
31
Sun, Yixiao
31
Watson, Mark W.
31
Nielsen, Bent
30
Su, Liangjun
30
Lucas, André
29
Li, Qi
28
Nelson, Daniel B.
28
Newey, Whitney K.
28
Otsu, Taisuke
28
Peng, Bin
28
Sibbertsen, Philipp
28
Taylor, Robert
28
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27
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9
Econometric theory
9
Cambridge working papers in economics
6
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5
Working paper / Department of Econometrics and Business Statistics, Monash University
4
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3
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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:
2
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:
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
Estimation of a nonparametric model for bond prices from cross-section and time series information
Koo, Bonsoo
;
La Vecchia, Davide
;
Linton, Oliver
-
2020
Persistent link: https://www.econbiz.de/10012606874
Saved in:
5
A ReMeDI for microstructure noise
Li, Z. Merrick
;
Linton, Oliver
- In:
Econometrica : journal of the Econometric Society, an …
90
(
2022
)
1
,
pp. 367-389
Persistent link: https://www.econbiz.de/10012821689
Saved in:
6
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:
7
A score statistic for testing the presence of a stochastic trend in conditional variances
Hong, Yongmiao
;
Linton, Oliver
;
McCabe, Brendan Peter Martin
- In:
Economics letters
213
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013442141
Saved in:
8
Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity
Linton, Oliver
;
Xiao, Zhijie
-
2019
Persistent link: https://www.econbiz.de/10012692312
Saved in:
9
Nonparametric predictive regressions for stock return brediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012698837
Saved in:
10
Nonparametric predictive regressions for stock return prediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012592220
Saved in:
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