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subject:"Zeitreihenanalyse"
~person:"Linton, Oliver"
~subject:"Portfolio selection"
~subject:"Statistical error"
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Zeitreihenanalyse
Portfolio selection
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
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Theorie
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Theory
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Factor analysis
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Faktorenanalyse
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Forecasting model
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Prognoseverfahren
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Semiparametric estimation
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41
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Linton, Oliver
Phillips, Peter C. B.
96
Gao, Jiti
75
Koopman, Siem Jan
53
Johansen, Søren
43
Lütkepohl, Helmut
42
Franses, Philip Hans
40
Teräsvirta, Timo
39
Nielsen, Morten Ørregaard
38
Kapetanios, George
35
Harvey, Andrew C.
31
Koop, Gary
29
Pesaran, M. Hashem
29
Swanson, Norman R.
29
Engle, Robert F.
27
Sibbertsen, Philipp
27
Lucas, André
26
Nelson, Daniel B.
26
Hu, Yingyao
25
Li, Degui
25
Maravall Herrero, Agustín
25
Peng, Bin
25
Stock, James H.
25
Taylor, Robert
25
Watson, Mark W.
25
Gouriéroux, Christian
24
Perron, Pierre
24
Nielsen, Bent
23
Robinson, Peter M.
23
Chambers, Marcus J.
22
Haldrup, Niels
22
Leybourne, Stephen James
22
Brännäs, Kurt
21
Dong, Chaohua
21
Giraitis, Liudas
21
Hassler, Uwe
21
Cavaliere, Giuseppe
20
Hendry, David F.
20
Härdle, Wolfgang
20
McAleer, Michael
20
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Journal of econometrics
10
CEMMAP working papers / Centre for Microdata Methods and Practice
8
Cambridge working papers in economics
7
Working paper / Department of Econometrics and Business Statistics, Monash University
4
Econometric theory
2
Econometrics papers
2
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2
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1
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1
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Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
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ECONIS (ZBW)
41
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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
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:
4
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:
5
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:
6
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:
7
Semiparametric nonlinear panel data models with measurement error
Linton, Oliver
;
Shiu, Ji-Liang
-
2019
Persistent link: https://www.econbiz.de/10012692254
Saved in:
8
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:
9
Nonparametric predictive regressions for stock return brediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012698837
Saved in:
10
Nonparametric predictive regressions for stock return prediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012592220
Saved in:
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