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~person:"Linton, Oliver"
~subject:"Effizienzmarkthypothese"
~subject:"Einheitswurzeltest"
~subject:"Estimation theory"
~subject:"Zinsstruktur"
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Effizienzmarkthypothese
Einheitswurzeltest
Estimation theory
Zinsstruktur
Time series analysis
60
Zeitreihenanalyse
60
Nichtparametrisches Verfahren
38
Nonparametric statistics
38
Schätztheorie
31
Theorie
22
Theory
22
Regression analysis
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Estimation
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Statistical inference
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Yield curve
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Kernel estimator
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locally stationary process
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series estimator
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Linton, Oliver
Phillips, Peter C. B.
131
Gao, Jiti
80
Gil-Alaña, Luis A.
69
Caporale, Guglielmo Maria
58
Koopman, Siem Jan
56
Taylor, Robert
56
Lütkepohl, Helmut
54
Johansen, Søren
47
Franses, Philip Hans
44
Nielsen, Morten Ørregaard
43
Kapetanios, George
41
Teräsvirta, Timo
41
Leybourne, Stephen James
38
Sibbertsen, Philipp
35
Perron, Pierre
33
Pesaran, M. Hashem
33
Swanson, Norman R.
33
Engle, Robert F.
32
Chang, Tsangyao
30
Harvey, Andrew C.
30
Koop, Gary
30
Cavaliere, Giuseppe
28
Hassler, Uwe
28
Haldrup, Niels
27
Stock, James H.
27
Watson, Mark W.
27
Harvey, David I.
26
Nelson, Daniel B.
26
Li, Degui
25
Lucas, André
25
Maravall Herrero, Agustín
25
Peng, Bin
25
Saikkonen, Pentti
25
McAleer, Michael
23
Nielsen, Bent
23
Robinson, Peter M.
23
Chambers, Marcus J.
22
Giraitis, Liudas
22
Gouriéroux, Christian
22
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Journal of econometrics
10
Cambridge working papers in economics
6
CEMMAP working papers / Centre for Microdata Methods and Practice
5
Working paper / Department of Econometrics and Business Statistics, Monash University
4
Econometric theory
3
Cambridge-INET working papers
2
Cowles Foundation discussion paper
2
Discussion paper series / LSE Financial Markets Group
2
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1
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)
39
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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
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:
8
Nonparametric predictive regressions for stock return brediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012698837
Saved in:
9
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:
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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