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subject:"Probability theory"
subject:"Time series analysis"
~person:"Linton, Oliver"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Regression analysis"
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Search: subject_exact:"Estimation theory"
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Probability theory
Time series analysis
Maximum-Likelihood-Schätzung
Regression analysis
Estimation theory
143
Schätztheorie
143
Nichtparametrisches Verfahren
84
Nonparametric statistics
84
Estimation
32
Schätzung
32
Regressionsanalyse
31
Zeitreihenanalyse
31
Theorie
18
Theory
18
Correlation
14
Korrelation
14
ARCH model
11
ARCH-Modell
11
Capital income
11
Kapitaleinkommen
11
Börsenkurs
10
Share price
10
Panel
8
Panel study
8
Statistical distribution
8
Statistische Verteilung
8
Volatility
8
Volatilität
8
Market microstructure
7
Marktmikrostruktur
7
Sparsity
7
Core
6
Factor analysis
6
Faktorenanalyse
6
Forecasting model
6
Prognoseverfahren
6
Semiparametric estimation
6
Induktive Statistik
5
Portfolio selection
5
Portfolio-Management
5
Statistical error
5
Statistical inference
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English
54
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Linton, Oliver
Phillips, Peter C. B.
174
Gao, Jiti
108
Härdle, Wolfgang
65
Koopman, Siem Jan
61
Pesaran, M. Hashem
61
Johansen, Søren
48
Dette, Holger
47
Kapetanios, George
46
Teräsvirta, Timo
45
Lütkepohl, Helmut
44
Franses, Philip Hans
41
Nielsen, Morten Ørregaard
40
Li, Degui
39
Xiao, Zhijie
39
Croux, Christophe
38
Stock, James H.
38
Cai, Zongwu
37
Robinson, Peter M.
37
Swanson, Norman R.
37
McAleer, Michael
35
Chernozhukov, Victor
34
Koop, Gary
34
Perron, Pierre
33
Su, Liangjun
33
Harvey, Andrew C.
32
Nielsen, Bent
31
Chen, Xiaohong
30
Gouriéroux, Christian
30
Sun, Yixiao
30
Lucas, André
29
Otsu, Taisuke
29
Peng, Bin
29
Sentana, Enrique
29
Watson, Mark W.
29
Sibbertsen, Philipp
28
Taylor, Robert
28
Li, Qi
27
Newey, Whitney K.
27
Engle, Robert F.
26
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
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Journal of econometrics
11
CEMMAP working papers / Centre for Microdata Methods and Practice
9
Econometric theory
9
Cambridge working papers in economics
6
Econometrics papers
4
Working paper / Department of Econometrics and Business Statistics, Monash University
4
Econometric reviews
2
Janeway Institute working paper series
2
Cambridge-INET working papers
1
Cowles Foundation discussion paper
1
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
1
Discussion papers of interdisciplinary research project 373
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
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
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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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