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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~isPartOf:"Cambridge working papers in economics"
~subject:"Correlation"
~subject:"Estimation"
~subject:"Method of moments"
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Search: subject_exact:"Estimation theory"
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Volatility
Correlation
Estimation
Method of moments
Estimation theory
136
Schätztheorie
136
Time series analysis
33
Zeitreihenanalyse
33
Schätzung
31
Nichtparametrisches Verfahren
25
Nonparametric statistics
25
Korrelation
22
Volatilität
21
Regression analysis
19
Regressionsanalyse
19
Panel
17
Panel study
17
Theorie
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Capital income
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Kapitaleinkommen
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Bayesian inference
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Stochastic process
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Stochastischer Prozess
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English
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Linton, Oliver
13
Pesaran, M. Hashem
7
Jochmans, Koen
6
Chen, Jia
3
Chudik, Alexander
3
Li, Degui
3
Tang, Haihan
3
Audrino, Francesco
2
Bu, Ruijun
2
Chen, Yi-ting
2
Corsi, Fulvio
2
Gao, Jiti
2
Hayakawa, Kazuhiko
2
Kapetanios, George
2
Onatski, Alexei
2
Verardi, Vincenzo
2
Ahlgren, Niklas
1
Andreou, Alena
1
Antell, Jan
1
Bailey, Natalia
1
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1
Bos, Charles S.
1
Boudt, Kris
1
Caldeira, João F.
1
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1
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1
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1
Cheng, Tingting
1
Colletaz, Gilbert
1
Croux, Christophe
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1
Fan, Yingying
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Francq, Christian
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Cambridge working papers in economics
Journal of econometrics
408
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
189
Economics letters
173
Econometric reviews
106
CEMMAP working papers / Centre for Microdata Methods and Practice
85
Applied economics letters
69
Econometric theory
69
Discussion paper / Tinbergen Institute
66
NBER Working Paper
64
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63
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60
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
55
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55
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52
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52
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50
CESifo working papers
48
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
46
Econometrics : open access journal
43
Journal of applied econometrics
43
Journal of the American Statistical Association : JASA
43
Working paper / National Bureau of Economic Research, Inc.
43
Journal of banking & finance
41
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41
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39
Cowles Foundation discussion paper
36
IZA Discussion Paper
36
International journal of forecasting
35
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34
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
34
Empirical economics : a quarterly journal of the Institute for Advanced Studies
34
CREATES research paper
33
Cowles Foundation Discussion Paper
31
Discussion papers / CEPR
31
Journal of forecasting
30
SFB 649 discussion paper
30
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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
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
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