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subject:"Zeitreihenanalyse"
~person:"Granger, C. W. J."
~person:"Linton, Oliver"
~subject:"Kapitaleinkommen"
~subject:"Statistical distribution"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Kapitaleinkommen
Statistical distribution
Estimation theory
85
Schätztheorie
85
Nichtparametrisches Verfahren
37
Nonparametric statistics
37
Theorie
28
Theory
28
Time series analysis
23
Regression analysis
18
Regressionsanalyse
18
Estimation
11
Schätzung
11
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5
ARCH-Modell
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Capital income
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Correlation
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32
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English
31
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Granger, C. W. J.
Linton, Oliver
Phillips, Peter C. B.
32
Leybourne, Stephen James
18
Taylor, Robert
18
Harvey, Andrew C.
16
Lütkepohl, Helmut
16
Teräsvirta, Timo
16
Gao, Jiti
14
Johansen, Søren
14
Xiao, Zhijie
14
Chambers, Marcus J.
13
Hassler, Uwe
13
Kumar, Dilip
13
Perron, Pierre
13
Maheswaran, S.
12
Baillie, Richard
11
Tauchen, George Eugene
11
Zhu, Ke
11
Ghysels, Eric
10
Kapetanios, George
10
Koop, Gary
10
Lucas, André
10
Robinson, Peter M.
10
Sun, Yixiao
10
Wu, Ximing
10
Bauwens, Luc
9
Chen, Xiaohong
9
Demetrescu, Matei
9
Franses, Philip Hans
9
Harvey, David I.
9
Hendry, David F.
9
Koopman, Siem Jan
9
Li, Jia
9
Li, Qi
9
McAleer, Michael
9
Peng, Liang
9
Politis, Dimitris N.
9
Su, Liangjun
9
Todorov, Viktor
9
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Journal of econometrics
12
Econometric theory
3
Cambridge working papers in economics
2
Journal of empirical finance
2
Annals of economics and finance
1
Applied economics
1
Econometric reviews
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
Información comercial española / Cuadernos económicos
1
Insurance / Mathematics & economics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of the American Statistical Association : JASA
1
Journal of time series econometrics
1
Oxford bulletin of economics and statistics
1
Proceedings of a Conference on New Approaches to Empirical Macroeconomics : Ebeltoft, Denmark, May 1990
1
Special section on small-sample properties of generalized method of moments (GMM)
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ECONIS (ZBW)
32
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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
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:
4
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:
5
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:
6
Nonparametric predictive regressions for stock return brediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012698837
Saved in:
7
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:
8
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:
9
Inference on a semiparametric model with global power law and local nonparametric trends
Gao, Jiti
;
Linton, Oliver
;
Peng, Bin
- In:
Econometric theory
36
(
2020
)
2
,
pp. 223-249
Persistent link: https://www.econbiz.de/10012193746
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
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