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subject:"Volatility"
type_genre:"Article in journal"
~subject:"Nichtparametrisches Verfahren"
~subject:"Panel study"
~type:"book"
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Search: subject_exact:"Estimation theory"
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Volatility
Nichtparametrisches Verfahren
Panel study
Estimation theory
82
Schätztheorie
82
Time series analysis
15
Zeitreihenanalyse
15
Theorie
14
Theory
14
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13
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13
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fixed effects
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2,903
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1,719
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1,719
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68
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54
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26
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21
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14
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Jochmans, Koen
6
Linton, Oliver
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Baltagi, Badi H.
2
Maasoumi, Esfandiar
2
Verardi, Vincenzo
2
Ai, Chunrong
1
Bjørnstad, Roger
1
Chen, Jia
1
Cheng, Tingting
1
Di Iorio, Francesca
1
Fachin, Stefano
1
Harris, David
1
Kew, Hsein
1
Laeven, Roger J. A.
1
Lahiri, Kajal
1
Lee, Lung-fei
1
Li, Degui
1
Li, Z. Merrick
1
Ma, Shujie
1
McAleer, Michael
1
Mora, Jhon James
1
Motegi, Kaiji
1
Muro, Juan
1
Nilsson, Jan Olof William
1
Nymoen, Ragnar
1
Reed, W. Robert
1
Shiu, Ji-Liang
1
Simar, Léopold
1
Vellekoop, Michel
1
Webb, Rachel S.
1
Weidner, Martin
1
Wilson, Paul W.
1
Xiao, Zhijie
1
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Cambridge working papers in economics
14
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5
Cambridge-INET working papers
4
Econometric reviews
3
Foundations and trends in econometrics
2
EPRG working paper
1
Econometric theory
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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ECONIS (ZBW)
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1
Semiparametric nonlinear panel data models with measurement error
Linton, Oliver
;
Shiu, Ji-Liang
-
2019
Persistent link: https://www.econbiz.de/10012692254
Saved in:
2
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:
3
Testing for correlation in error-component models
Jochmans, Koen
-
2019
Persistent link: https://www.econbiz.de/10012692618
Saved in:
4
Inference on a distribution from noisy draws
Jochmans, Koen
;
Weidner, Martin
-
2019
Persistent link: https://www.econbiz.de/10012703101
Saved in:
5
Dependent microstructure noise and integrated volatility : estimation from high-frequency data
Li, Z. Merrick
;
Laeven, Roger J. A.
;
Vellekoop, Michel
-
2019
Persistent link: https://www.econbiz.de/10012703138
Saved in:
6
Testing correlation in error-component models
Jochmans, Koen
-
2019
-
This version: September 4, 2019
Persistent link: https://www.econbiz.de/10012703301
Saved in:
7
Semiparametric single-index predictive regression
Zhou, Weilun
;
Gao, Jiti
;
Harris, David
;
Kew, Hsein
-
2019
Persistent link: https://www.econbiz.de/10012703312
Saved in:
8
Nonparametric predictive regressions for stock return brediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012698837
Saved in:
9
Estimation and inference in semiparametric quantile factor models
Ma, Shujie
;
Linton, Oliver
;
Gao, Jiti
-
2019
Persistent link: https://www.econbiz.de/10012698841
Saved in:
10
A unified framework for efficient estimation of general treatment models
Ai, Chunrong
;
Linton, Oliver
;
Motegi, Kaiji
;
Zhang, Zheng
-
2019
Persistent link: https://www.econbiz.de/10012698848
Saved in:
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