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subject:"Zeitreihenanalyse"
~person:"Linton, Oliver"
~subject:"Statistical error"
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Zeitreihenanalyse
Statistical error
Estimation theory
141
Schätztheorie
141
Nichtparametrisches Verfahren
82
Nonparametric statistics
82
Estimation
32
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Linton, Oliver
Phillips, Peter C. B.
96
Gao, Jiti
74
Koopman, Siem Jan
53
Johansen, Søren
43
Lütkepohl, Helmut
41
Franses, Philip Hans
39
Teräsvirta, Timo
39
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38
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32
Harvey, Andrew C.
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Koop, Gary
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Swanson, Norman R.
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Pesaran, M. Hashem
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Sibbertsen, Philipp
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Engle, Robert F.
26
Nelson, Daniel B.
26
Hu, Yingyao
25
Lucas, André
25
Stock, James H.
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Taylor, Robert
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Watson, Mark W.
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Li, Degui
24
Maravall Herrero, Agustín
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Perron, Pierre
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Nielsen, Bent
23
Robinson, Peter M.
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Chambers, Marcus J.
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Haldrup, Niels
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Leybourne, Stephen James
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Peng, Bin
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21
Dong, Chaohua
21
Hassler, Uwe
21
Cavaliere, Giuseppe
20
Gouriéroux, Christian
20
Hendry, David F.
20
McAleer, Michael
20
Blasques, Francisco
19
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Journal of econometrics
9
CEMMAP working papers / Centre for Microdata Methods and Practice
6
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4
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ECONIS (ZBW)
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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
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