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subject:"Zeitreihenanalyse"
~person:"Linton, Oliver"
~subject:"Kapitaleinkommen"
~subject:"Marktmikrostruktur"
~subject:"Regressionsanalyse"
~subject:"Statistical error"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Kapitaleinkommen
Marktmikrostruktur
Regressionsanalyse
Statistical error
Estimation theory
143
Schätztheorie
143
Nichtparametrisches Verfahren
84
Nonparametric statistics
84
Estimation
32
Schätzung
32
Regression analysis
31
Time series analysis
31
Theorie
18
Theory
18
Correlation
14
Korrelation
14
ARCH model
11
ARCH-Modell
11
Capital income
11
Börsenkurs
10
Share price
10
Panel
8
Panel study
8
Statistical distribution
8
Statistische Verteilung
8
Volatility
8
Volatilität
8
Market microstructure
7
Sparsity
7
Core
6
Factor analysis
6
Faktorenanalyse
6
Forecasting model
6
Prognoseverfahren
6
Semiparametric estimation
6
Induktive Statistik
5
Portfolio selection
5
Portfolio-Management
5
Statistical inference
5
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Free
33
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13
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Book / Working Paper
36
Article
28
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Article in journal
31
Aufsatz in Zeitschrift
31
Graue Literatur
28
Non-commercial literature
28
Arbeitspapier
24
Working Paper
24
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1
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English
64
Author
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Linton, Oliver
Phillips, Peter C. B.
167
Gao, Jiti
103
Härdle, Wolfgang
67
Koopman, Siem Jan
53
Pesaran, M. Hashem
51
Kapetanios, George
50
Johansen, Søren
47
Dette, Holger
45
Franses, Philip Hans
42
Lütkepohl, Helmut
42
Teräsvirta, Timo
42
Li, Degui
40
Croux, Christophe
39
Nielsen, Morten Ørregaard
39
Cai, Zongwu
37
Swanson, Norman R.
37
Xiao, Zhijie
37
Koop, Gary
34
Stock, James H.
34
Su, Liangjun
34
Harvey, Andrew C.
33
Perron, Pierre
32
Robinson, Peter M.
32
Sibbertsen, Philipp
32
Chernozhukov, Victor
31
Diebold, Francis X.
31
Otsu, Taisuke
30
Sun, Yixiao
30
Chen, Xiaohong
29
Nielsen, Bent
29
Peng, Bin
29
Watson, Mark W.
29
Taylor, Robert
28
Engle, Robert F.
27
McAleer, Michael
27
Nelson, Daniel B.
26
West, Kenneth D.
26
White, Halbert
26
Ghysels, Eric
25
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
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Journal of econometrics
12
CEMMAP working papers / Centre for Microdata Methods and Practice
11
Cambridge working papers in economics
8
Econometric theory
8
Econometrics papers
7
Working paper / Department of Econometrics and Business Statistics, Monash University
4
Cambridge-INET working papers
2
Discussion paper / LSE Financial Markets Group
2
Econometric reviews
2
Janeway Institute working paper series
2
Cowles Foundation discussion paper
1
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
1
Discussion papers of interdisciplinary research project 373
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 empirical finance
1
Journal of the American Statistical Association : JASA
1
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The econometrics journal
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ECONIS (ZBW)
64
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1
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:
2
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:
3
Robust estimation of integrated volatility
Li, Zhen
;
Linton, Oliver
-
2021
Persistent link: https://www.econbiz.de/10013206057
Saved in:
4
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:
5
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:
6
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
Saved in:
7
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:
8
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:
9
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:
10
Semiparametric nonlinear panel data models with measurement error
Linton, Oliver
;
Shiu, Ji-Liang
-
2019
Persistent link: https://www.econbiz.de/10012692254
Saved in:
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