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~person:"Franses, Philip Hans"
~person:"Linton, Oliver"
~person:"Phillips, Peter C. B."
~subject:"Estimation"
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Search: subject_exact:"Time series analysis"
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Estimation
Zeitreihenanalyse
511
Time series analysis
510
Theorie
282
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Estimation theory
166
Schätztheorie
166
Forecasting model
82
Prognoseverfahren
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60
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Franses, Philip Hans
Linton, Oliver
Phillips, Peter C. B.
Gil-Alaña, Luis A.
177
Caporale, Guglielmo Maria
153
Gupta, Rangan
48
Koopman, Siem Jan
47
Pesaran, M. Hashem
41
Gao, Jiti
27
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26
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25
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24
Tiwari, Aviral Kumar
24
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23
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22
Sibbertsen, Philipp
22
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21
Chan, Joshua
20
Gil-Alana, Luis A.
20
Moosa, Imad A.
20
Watson, Mark W.
20
Lütkepohl, Helmut
19
Swanson, Norman R.
19
Lucas, André
18
Kunst, Robert M.
17
Nielsen, Morten Ørregaard
17
Bollerslev, Tim
16
Miller, Stephen M.
16
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16
Österholm, Pär
16
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15
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15
Wolters, Maik H.
15
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14
Chang, Chia-Lin
14
Huber, Florian
14
Kim, Donggyu
14
Pittis, Nikitas
14
Ravazzolo, Francesco
14
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14
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14
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Cambridge working papers in economics
5
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5
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4
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4
Cowles Foundation discussion paper
3
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2
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2
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2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
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2
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2
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1
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1
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1
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1
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1
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1
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Review of development economics : an essential resource for any development economist
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The review of economics and statistics
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ECONIS (ZBW)
43
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1
Autoregressive conditional durations : an application to the Surinamese dollar versus the US dollar exchange rate
Ooft, Gavin
;
Franses, Philip Hans
;
Bhaghoe, Sailesh
- In:
Review of development economics : an essential resource …
27
(
2023
)
4
,
pp. 2618-2637
Persistent link: https://www.econbiz.de/10014427710
Saved in:
2
Estimation and inference with near unit roots
Phillips, Peter C. B.
- In:
Econometric theory
39
(
2023
)
2
,
pp. 221-263
Persistent link: https://www.econbiz.de/10014306253
Saved in:
3
Do consumption-based asset pricing models explain own-history predictability in stock market returns?
Ashby, Michael F.
;
Linton, Oliver
-
2022
Persistent link: https://www.econbiz.de/10013486082
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
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:
6
An introduction to time-varying lag autoregression
Franses, Philip Hans
-
2020
Persistent link: https://www.econbiz.de/10012216295
Saved in:
7
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:
8
Nonparametric recovery of the yield curve evolution from cross-section and time series information
Koo, Bonsoo
;
La Vecchia, Davide
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012697699
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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