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subject:"Nonparametric statistics"
~isPartOf:"Econometrics papers"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~person:"Linton, Oliver"
~subject:"Time series analysis"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation theory"
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Nonparametric statistics
Time series analysis
Zeitreihenanalyse
Estimation theory
22
Schätztheorie
22
Nichtparametrisches Verfahren
12
Estimation
5
Schätzung
5
ARCH model
4
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4
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4
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series estimator
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Linton, Oliver
Gao, Jiti
49
Peng, Bin
18
Otsu, Taisuke
15
Hyndman, Rob J.
13
Poskitt, Donald Stephen
10
Martin, Gael M.
9
Dong, Chaohua
8
Robinson, Peter M.
8
Yan, Yayi
7
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5
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5
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5
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4
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4
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4
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3
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3
Cai, Biqing
3
Dong, Hao
3
Feng, Guohua
3
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3
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3
Nadarajah, K.
3
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3
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3
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3
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3
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3
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3
Zhao, Xueyan
3
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2
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2
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2
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Econometrics papers
Working paper / Department of Econometrics and Business Statistics, Monash University
CEMMAP working papers / Centre for Microdata Methods and Practice
18
Journal of econometrics
16
Cambridge working papers in economics
12
Econometric theory
10
Cambridge-INET working papers
5
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
3
Econometric reviews
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2
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1
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics letters
1
Handbook of financial time series
1
Identification and inference for econometric models : essays in honor of Thomas Rothenberg
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
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1
Quantitative economics : QE ; journal of the Econometric Society
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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:
2
Nonparametric predictive regressions for stock return prediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012592220
Saved in:
3
Estimation and inference in semiparametric quantile factor models
Ma, Shujie
;
Linton, Oliver
;
Gao, Jiti
-
2017
Persistent link: https://www.econbiz.de/10011782080
Saved in:
4
Inference on a semiparametric model with global power law and local nonparametric trends
Gao, Jiti
;
Linton, Oliver
;
Peng, Bin
-
2017
Persistent link: https://www.econbiz.de/10011782105
Saved in:
5
Multi-step non- and semi-parametric predictive regressions for short and long horizon stock return prediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2017
Persistent link: https://www.econbiz.de/10011782226
Saved in:
6
Semiparametric estimation of locally stationary diffusion models
Koo, Bonsoo
;
Linton, Oliver
-
2010
Persistent link: https://www.econbiz.de/10008649301
Saved in:
7
Semiparametric estimation of Markov decision processes with continuous state space
Srisuma, Sorawoot
;
Linton, Oliver
-
2010
Persistent link: https://www.econbiz.de/10008649305
Saved in:
8
An alternative way of computing efficient instrumental variable estimators
Chen, Xiaohong
;
Jacho-Chávez, David T.
;
Linton, Oliver
-
2009
Persistent link: https://www.econbiz.de/10003942445
Saved in:
9
Optimal smoothing for a computationally and statistically efficient single index estimator
Xia, Yingcun
;
Härdle, Wolfgang
;
Linton, Oliver
-
2009
Persistent link: https://www.econbiz.de/10003942454
Saved in:
10
Efficient estimation of a multivariate multiplicative volatility model
Hafner, Christian M.
;
Linton, Oliver
-
2009
Persistent link: https://www.econbiz.de/10003942464
Saved in:
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