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subject:"Zeitreihenanalyse"
~accessRights:"restricted"
~person:"Linton, Oliver"
~person:"Maheswaran, S."
~subject:"Factor analysis"
~subject:"Kapitaleinkommen"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Factor analysis
Kapitaleinkommen
Estimation theory
30
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30
Nichtparametrisches Verfahren
15
Nonparametric statistics
15
Estimation
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Linton, Oliver
Maheswaran, S.
Gao, Jiti
12
Phillips, Peter C. B.
10
Li, Jia
9
Marcellino, Massimiliano
9
Taylor, Robert
9
Demetrescu, Matei
8
Kapetanios, George
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Li, Yingying
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Zhu, Ke
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Andersen, Torben
7
Koopman, Siem Jan
7
Kumar, Dilip
7
Li, Degui
7
Lütkepohl, Helmut
7
Teräsvirta, Timo
7
Todorov, Viktor
7
Wang, Shouyang
7
Fan, Jianqing
6
Francq, Christian
6
Kim, Donggyu
6
Lucas, André
6
Nielsen, Morten Ørregaard
6
Shang, Han Lin
6
Tu, Yundong
6
Zheng, Xinghua
6
Bai, Jushan
5
Blasques, Francisco
5
Davis, Richard A.
5
Dong, Chaohua
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Li, Kunpeng
5
Omay, Tolga
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Peng, Bin
5
Rodrigues, Paulo M. M.
5
Sucarrat, Genaro
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Tauchen, George Eugene
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Uematsu, Yoshimasa
5
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Journal of econometrics
7
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
Financial markets and portfolio management
1
International journal of financial engineering
1
Journal of empirical finance
1
Journal of quantitative economics
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
15
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1
Estimation with mixed data frequencies : a bias-correction approach
Ghosh, Anisha
;
Linton, Oliver
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014477062
Saved in:
2
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:
3
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:
4
Estimation of a nonparametric model for bond prices from cross-section and time series information
Koo, Bonsoo
;
La Vecchia, Davide
;
Linton, Oliver
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 562-588
Persistent link: https://www.econbiz.de/10012618568
Saved in:
5
Estimation and inference in semiparametric quantile factor models
Ma, Shujie
;
Linton, Oliver
;
Gao, Jiti
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 295-323
Persistent link: https://www.econbiz.de/10012619426
Saved in:
6
A weighted sieve estimator for nonparametric time series models with nonstationary variables
Dong, Chaohua
;
Linton, Oliver
;
Peng, Bin
- In:
Journal of econometrics
222
(
2021
)
2
,
pp. 909-932
Persistent link: https://www.econbiz.de/10012619807
Saved in:
7
A new unbiased additive robust volatility estimation using extreme values of asset prices
Shaik, Muneer
;
Maheswaran, S.
- In:
Financial markets and portfolio management
34
(
2020
)
3
,
pp. 313-347
Persistent link: https://www.econbiz.de/10012289673
Saved in:
8
A test for joint market efficiency from an investor’s perspective
Viswanathan, Lakshmi
;
Maheswaran, S.
;
Balasubramanian, G.
- In:
Theoretical economics letters
9
(
2019
)
5
,
pp. 1518-1533
Persistent link: https://www.econbiz.de/10012104496
Saved in:
9
Robust volatility estimation with and without the drift parameter
Shaik, Muneer
;
Maheswaran, S.
- In:
Journal of quantitative economics
17
(
2019
)
1
,
pp. 57-91
Persistent link: https://www.econbiz.de/10012418637
Saved in:
10
Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity
Linton, Oliver
;
Xiao, Zhijie
- In:
Journal of econometrics
213
(
2019
)
2
,
pp. 608-631
Persistent link: https://www.econbiz.de/10012304598
Saved in:
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