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subject:"Zeitreihenanalyse"
~person:"Linton, Oliver"
~person:"Lucas, André"
~person:"Taylor, Robert"
~subject:"Kapitaleinkommen"
~subject:"Statistical error"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Kapitaleinkommen
Statistical error
Estimation theory
221
Schätztheorie
221
Nichtparametrisches Verfahren
89
Nonparametric statistics
89
Time series analysis
81
Estimation
48
Schätzung
48
Regression analysis
37
Regressionsanalyse
37
Theorie
36
Theory
36
Volatility
23
Volatilität
23
ARCH model
19
ARCH-Modell
19
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16
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16
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16
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16
Unit root test
16
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15
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15
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15
Prognoseverfahren
15
Statistical distribution
14
Statistische Verteilung
14
Börsenkurs
13
Share price
13
Structural break
13
Strukturbruch
13
Heteroscedasticity
12
Heteroskedastizität
12
Maximum likelihood estimation
12
Maximum-Likelihood-Schätzung
12
Statistical test
11
Statistischer Test
11
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11
Stochastischer Prozess
11
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46
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English
94
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Linton, Oliver
Lucas, André
Taylor, Robert
Phillips, Peter C. B.
96
Gao, Jiti
75
Koopman, Siem Jan
53
Johansen, Søren
43
Lütkepohl, Helmut
42
Franses, Philip Hans
40
Kapetanios, George
39
Teräsvirta, Timo
39
Nielsen, Morten Ørregaard
38
Pesaran, M. Hashem
33
Harvey, Andrew C.
31
Diebold, Francis X.
30
Sibbertsen, Philipp
30
Koop, Gary
29
Swanson, Norman R.
29
Engle, Robert F.
27
Li, Degui
26
Nelson, Daniel B.
26
Peng, Bin
26
Hu, Yingyao
25
Maravall Herrero, Agustín
25
Stock, James H.
25
Watson, Mark W.
25
Perron, Pierre
24
Nielsen, Bent
23
Robinson, Peter M.
23
Chambers, Marcus J.
22
Haldrup, Niels
22
Härdle, Wolfgang
22
Leybourne, Stephen James
22
Brännäs, Kurt
21
Dong, Chaohua
21
Granger, C. W. J.
21
Hassler, Uwe
21
Xiao, Zhijie
21
Cavaliere, Giuseppe
20
Giraitis, Liudas
20
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Journal of econometrics
22
Discussion paper / Tinbergen Institute
12
CEMMAP working papers / Centre for Microdata Methods and Practice
7
Cambridge working papers in economics
6
Econometric theory
6
Working paper / Department of Econometrics and Business Statistics, Monash University
5
CREATES research paper
4
Econometric reviews
4
Econometrics papers
4
Queen's Economics Department working paper
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
International journal of forecasting
2
Janeway Institute working paper series
2
Journal of empirical finance
2
Report / Econometric Institute, Erasmus University Rotterdam
2
Cambridge-INET working papers
1
Cowles Foundation discussion paper
1
Discussion paper / LSE Financial Markets Group
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
1
Journal of financial econometrics
1
Journal of the American Statistical Association : JASA
1
NBP working paper
1
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
1
Report / Econometric Institute, Erasmus University, Rotterdam / Econometric Institute, Erasmus University Rotterdam
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Research paper series / Swiss Finance Institute
1
Sveriges Riksbank working paper series
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The econometrics journal
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ECONIS (ZBW)
94
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1
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
De Angelis, Luca
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 725-757
Persistent link: https://www.econbiz.de/10014420355
Saved in:
2
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:
3
Semiparametric tests for the order of integration in the possible presence of level breaks
Iacone, Fabrizio
;
Nielsen, Morten Ørregaard
;
Taylor, Robert
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 880-896
Persistent link: https://www.econbiz.de/10013534577
Saved in:
4
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:
5
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:
6
Semiparametric tests for the order of integration in the possible presence of level breaks
Iacone, Fabrizio
;
Nielsen, Morten Ørregaard
;
Taylor, Robert
-
2021
Persistent link: https://www.econbiz.de/10012434016
Saved in:
7
Extensions to IVX methods of inference for return predictability
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014471800
Saved in:
8
Transformed regression-based long-horizon predictability tests
Demetrescu, Matei
;
Rodrigues, Paulo M. M.
;
Taylor, Robert
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-37
Persistent link: https://www.econbiz.de/10014471812
Saved in:
9
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:
10
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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