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subject:"Nonparametric statistics"
~accessRights:"free"
~isPartOf:"Cambridge working papers in economics"
~source:"econis"
~subject:"Core"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation theory"
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Nonparametric statistics
Core
Zeitreihenanalyse
Estimation theory
63
Schätztheorie
63
Estimation
16
Nichtparametrisches Verfahren
16
Panel
16
Panel study
16
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panel data
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Linton, Oliver
12
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Gao, Jiti
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Harvey, Andrew C.
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Li, Degui
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Escanciano, Juan Carlos
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Hoderlein, Stefan
2
Lewbel, Arthur
2
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Zhang, Zheng
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Ai, Chunrong
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Bailey, Natalia
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Bu, Ruijun
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Harris, David
1
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Kapetanios, George
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Laeven, Roger J. A.
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Ma, Shujie
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Malec, Peter
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Cambridge working papers in economics
CEMMAP working papers / Centre for Microdata Methods and Practice
132
Discussion paper / Tinbergen Institute
89
Working paper / Department of Econometrics and Business Statistics, Monash University
88
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
76
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70
Econometrics : open access journal
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International journal of economics and financial issues : IJEFI
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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
Testing and modelling time series with time varying tails
Palumbo, Dario
-
2021
Persistent link: https://www.econbiz.de/10013254110
Saved in:
4
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:
5
Score-driven time series models
Harvey, Andrew C.
-
2021
Persistent link: https://www.econbiz.de/10013257426
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
A semi-parametric Bayesian generalized least square estimator
Wu, Ruochen
;
Weeks, Melvyn
-
2020
Persistent link: https://www.econbiz.de/10012793122
Saved in:
8
Nonparametric Euler equation identification and estimation
Escanciano, Juan Carlos
;
Hoderlein, Stefan
;
Lewbel, Arthur
-
2020
Persistent link: https://www.econbiz.de/10013205434
Saved in:
9
Semiparametric nonlinear panel data models with measurement error
Linton, Oliver
;
Shiu, Ji-Liang
-
2019
Persistent link: https://www.econbiz.de/10012692254
Saved in:
10
Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity
Linton, Oliver
;
Xiao, Zhijie
-
2019
Persistent link: https://www.econbiz.de/10012692312
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