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subject:"Panel"
subject:"Stochastic process"
~person:"Linton, Oliver"
~person:"Wang, Hansheng"
~subject:"Regression analysis"
~subject:"Share price"
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Search: subject_exact:"Estimation theory"
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Panel
Stochastic process
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Estimation theory
180
Schätztheorie
180
Nichtparametrisches Verfahren
85
Nonparametric statistics
85
Regressionsanalyse
52
Estimation
34
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34
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Linton, Oliver
Wang, Hansheng
Phillips, Peter C. B.
120
Pesaran, M. Hashem
95
Gao, Jiti
81
Baltagi, Badi H.
78
Härdle, Wolfgang
54
Su, Liangjun
50
Dette, Holger
42
Weidner, Martin
39
Hayakawa, Kazuhiko
37
Cai, Zongwu
34
Kapetanios, George
34
Chernozhukov, Victor
30
Kao, Chihwa
30
Westerlund, Joakim
30
Chudik, Alexander
27
Hsiao, Cheng
26
Li, Degui
26
Winkelmann, Rainer
26
Fernández-Val, Iván
25
Zhou, Qiankun
25
Croux, Christophe
24
Moon, Hyungsik Roger
24
Hansen, Christian Bailey
23
Escanciano, Juan Carlos
22
Jochmans, Koen
22
Li, Qi
22
Otsu, Taisuke
22
Peng, Bin
22
Sarafidis, Vasilis
22
Yang, Lijian
22
Chen, Songnian
21
Wang, Qiying
21
Bai, Jushan
20
Bun, Maurice J. G.
20
Florens, Jean-Pierre
20
Lee, Lung-fei
20
Newey, Whitney K.
20
Ullah, Aman
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Journal of econometrics
12
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9
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6
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4
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ECONIS (ZBW)
71
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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
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
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:
5
Sparse spatio-temporal autoregressions by profiling and bagging
Ma, Yingying
;
Shaojun, Guo
;
Wang, Hansheng
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 132-147
Persistent link: https://www.econbiz.de/10013472867
Saved in:
6
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:
7
Nonparametric Euler equation identification and estimation
Escanciano, Juan Carlos
;
Hoderlein, Stefan
;
Lewbel, Arthur
-
2020
Persistent link: https://www.econbiz.de/10013205434
Saved in:
8
Autoregressive model with spatial dependence and missing data
Zhou, Jing
;
Liu, Jin
;
Wang, Feifei
;
Wang, Hansheng
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 28-34
Persistent link: https://www.econbiz.de/10012804080
Saved in:
9
A note on distributed quantile regression by pilot sampling and one-step updating
Pan, Rui
;
Ren, Tunan
;
Guo, Baishan
;
Li, Feng
;
Li, Guodong
; …
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1691-1700
Persistent link: https://www.econbiz.de/10013540454
Saved in:
10
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
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