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subject:"Zeitreihenanalyse"
~person:"Linton, Oliver"
~subject:"Panel"
~subject:"Statistical error"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Panel
Statistical error
Estimation theory
143
Schätztheorie
143
Nichtparametrisches Verfahren
84
Nonparametric statistics
84
Estimation
32
Schätzung
32
Regression analysis
31
Regressionsanalyse
31
Time series analysis
31
Theorie
18
Theory
18
Correlation
14
Korrelation
14
ARCH model
11
ARCH-Modell
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Capital income
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Kapitaleinkommen
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Börsenkurs
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Share price
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Panel study
8
Statistical distribution
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Statistische Verteilung
8
Volatility
8
Volatilität
8
Market microstructure
7
Marktmikrostruktur
7
Sparsity
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Core
6
Factor analysis
6
Faktorenanalyse
6
Forecasting model
6
Prognoseverfahren
6
Semiparametric estimation
6
Induktive Statistik
5
Portfolio selection
5
Portfolio-Management
5
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21
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1
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English
40
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Linton, Oliver
Phillips, Peter C. B.
120
Gao, Jiti
108
Pesaran, M. Hashem
96
Baltagi, Badi H.
79
Koopman, Siem Jan
54
Johansen, Søren
43
Kapetanios, George
42
Lütkepohl, Helmut
42
Peng, Bin
41
Franses, Philip Hans
39
Teräsvirta, Timo
39
Nielsen, Morten Ørregaard
38
Su, Liangjun
37
Hayakawa, Kazuhiko
36
Hsiao, Cheng
34
Hu, Yingyao
31
Weidner, Martin
31
Harvey, Andrew C.
30
Li, Degui
30
Swanson, Norman R.
30
Westerlund, Joakim
30
Koop, Gary
29
Moon, Hyungsik Roger
29
Robinson, Peter M.
29
Chudik, Alexander
28
Kao, Chihwa
28
Watson, Mark W.
28
Sibbertsen, Philipp
27
Stock, James H.
27
Engle, Robert F.
26
Nelson, Daniel B.
26
Lucas, André
25
Maravall Herrero, Agustín
25
Taylor, Robert
25
Zhou, Qiankun
25
Perron, Pierre
24
Breitung, Jörg
23
Dong, Chaohua
23
Nielsen, Bent
23
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Journal of econometrics
10
CEMMAP working papers / Centre for Microdata Methods and Practice
7
Cambridge working papers in economics
7
Working paper / Department of Econometrics and Business Statistics, Monash University
4
Econometrics papers
3
Janeway Institute working paper series
3
Econometric theory
2
Cambridge-INET working papers
1
Cowles Foundation discussion paper
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
Handbook of financial time series
1
Journal of the American Statistical Association : JASA
1
The econometrics journal
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ECONIS (ZBW)
40
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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
CCE estimation of high-dimensional panel data models with interactive fixed effects
Vogt, Michael
;
Walsh, Christopher
;
Linton, Oliver
-
2022
Persistent link: https://www.econbiz.de/10013485021
Saved in:
3
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:
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 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:
6
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:
7
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:
8
Semiparametric nonlinear panel data models with measurement error
Linton, Oliver
;
Shiu, Ji-Liang
-
2019
Persistent link: https://www.econbiz.de/10012692254
Saved in:
9
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:
10
Nonparametric predictive regressions for stock return brediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012698837
Saved in:
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