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~isPartOf:"Cambridge working papers in economics"
~isPartOf:"EUI working paper / ECO"
~subject:"Forecasting model"
~subject:"Schätztheorie"
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Search: subject_exact:"Estimation theory"
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Forecasting model
Schätztheorie
Estimation theory
129
Time series analysis
42
Zeitreihenanalyse
42
Theorie
38
Theory
37
Estimation
20
Schätzung
20
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17
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panel data
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Linton, Oliver
18
Pesaran, M. Hashem
13
Maravall Herrero, Agustín
10
Jochmans, Koen
9
Gómez, Víctor
7
Harvey, Andrew C.
6
Johansen, Søren
5
Fiorentini, Gabriele
4
Maravall, Agustín
4
Canova, Fabio
3
Chen, Jia
3
Chudik, Alexander
3
Ehrbeck, Tilman
3
Gao, Jiti
3
Haldrup, Niels
3
Kapetanios, George
3
Kostial, Kristina
3
Li, Degui
3
Lütkepohl, Helmut
3
Mizon, Grayham E.
3
Monfardini, Chiara
3
Tang, Haihan
3
Verardi, Vincenzo
3
Banerjee, Anindya
2
Calzolari, Giorgio
2
Chang, Dongkoo
2
Doppelhofer, Gernot
2
Engsted, Tom
2
Ermini, Luigi
2
Escanciano, Juan Carlos
2
Franses, Philip Hans
2
Hayakawa, Kazuhiko
2
Hendry, David F.
2
Hinloopen, Jeroen
2
Hoderlein, Stefan
2
Jordà, Òscar
2
Lewbel, Arthur
2
Marcellino, Massimiliano
2
Onatski, Alexei
2
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2
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26
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6
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2
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Cambridge working papers in economics
EUI working paper / ECO
CEMMAP working papers / Centre for Microdata Methods and Practice
363
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336
Discussion paper / Tinbergen Institute
304
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295
Série des documents de travail / Centre de Recherche en Économie et Statistique
236
Working paper / National Bureau of Economic Research, Inc.
221
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215
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213
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195
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184
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167
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162
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141
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137
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90
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90
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90
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86
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85
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79
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77
Mathematics Preprint Archive
76
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71
KBI
67
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64
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61
LSE STICERD Research Paper
60
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ECONIS (ZBW)
129
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1
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:
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
Identification and estimation of categorical random coeficient models
Gao, Zhan
;
Pesaran, M. Hashem
-
2022
Persistent link: https://www.econbiz.de/10013263483
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
Testing and modelling time series with time varying tails
Palumbo, Dario
-
2021
Persistent link: https://www.econbiz.de/10013254110
Saved in:
6
A unified framework for specification tests of continuous treatment effect models
Huang, Wei
;
Linton, Oliver
;
Zhang, Zheng
-
2021
Persistent link: https://www.econbiz.de/10013254169
Saved in:
7
Score-driven time series models
Harvey, Andrew C.
-
2021
Persistent link: https://www.econbiz.de/10013257426
Saved in:
8
Specification lasso and an application in financial markets
Dong, Chaohua
;
Li, Shaoran
-
2021
Persistent link: https://www.econbiz.de/10013259415
Saved in:
9
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:
10
Robust estimation of integrated volatility
Li, Zhen
;
Linton, Oliver
-
2021
Persistent link: https://www.econbiz.de/10013206057
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