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subject:"Zeitreihenanalyse"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~person:"Linton, Oliver"
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Zeitreihenanalyse
Estimation theory
6
Schätztheorie
6
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
Estimation
4
Schätzung
4
Time series analysis
4
Aktienmarkt
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Börsenkurs
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Capital income
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Forecasting model
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Kapitaleinkommen
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Kernel estimator
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Prognoseverfahren
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Share price
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Stock market
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locally stationary process
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series estimator
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Cross–Sectional Dependence
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Factor analysis
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Faktorenanalyse
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Fama–French Model
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Global Mean Sea Level
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Induktive Statistik
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Inference
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Nonparametric Kernel Estimation
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Nonstationarity
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Panel
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Panel study
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Regression analysis
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Regressionsanalyse
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Sieve Estimation
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Welt
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Linton, Oliver
Gao, Jiti
30
Peng, Bin
16
Hyndman, Rob J.
13
Martin, Gael M.
9
Dong, Chaohua
8
Poskitt, Donald Stephen
7
Yan, Yayi
6
Li, Degui
4
Yang, Yanrong
4
Athanasopoulos, George
3
Cai, Biqing
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Forbes, Catherine Scipione
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Grose, Simone D.
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Koo, Bonsoo
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Liu, Fei
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Nadarajah, K.
3
Pan, Guangming
3
Tjostheim, Dag
3
Vahid, Farshid
3
Bailey, Natalia
2
Bergmeir, Christoph
2
Cheng, Tingting
2
Dokumentov, Alexander
2
Feng, Guohua
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Frazier, David T.
2
Jiang, Bin
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Maneesoonthorn, Worapree
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Panagiotelis, Anastasios
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Snyder, Ralph D.
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Tang, Songqiao
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Tu, Yundong
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Wu, Weibiao
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Yin, Jiying
2
Zhang, Bo
2
Abadir, Karim Maher
1
Akram, Muhammad
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Anderson, Heather M.
1
Ben Taieb, Souhaib
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Benítez Sánchez, José Manuel
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Working paper / Department of Econometrics and Business Statistics, Monash University
Journal of econometrics
8
CEMMAP working papers / Centre for Microdata Methods and Practice
5
Cambridge working papers in economics
5
Econometric theory
2
Janeway Institute working paper series
2
Cambridge-INET working papers
1
Cowles Foundation discussion paper
1
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
1
Econometrics papers
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Economics letters
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Handbook of financial time series
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Journal of the American Statistical Association : JASA
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The econometrics journal
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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
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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
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:
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