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~person:"Linton, Oliver"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
~type_genre:"Collection of articles of several authors"
~type_genre:"Graue Literatur"
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Search: subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Time series analysis
57
Nichtparametrisches Verfahren
36
Nonparametric statistics
36
Estimation theory
29
Schätztheorie
29
Theorie
21
Theory
21
Estimation
12
Regression analysis
12
Regressionsanalyse
12
Schätzung
12
Forecasting model
11
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11
Börsenkurs
6
Share price
6
Aktienmarkt
5
Capital income
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Induktive Statistik
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Kapitaleinkommen
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Panel
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Panel study
5
Statistical inference
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Stock market
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Volatility
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Volatilität
5
Yield curve
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Zinsstruktur
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Efficient market hypothesis
4
Effizienzmarkthypothese
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Kernel estimator
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locally stationary process
4
series estimator
4
Dependence
3
Efficiency
3
Einheitswurzeltest
3
Factor analysis
3
Faktorenanalyse
3
Market microstructure
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Marktmikrostruktur
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Free
31
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Book / Working Paper
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Article in journal
Collection of articles of several authors
Graue Literatur
Non-commercial literature
32
Arbeitspapier
26
Working Paper
26
Aufsatz in Zeitschrift
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English
57
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Linton, Oliver
Gil-Alaña, Luis A.
333
Caporale, Guglielmo Maria
197
Phillips, Peter C. B.
162
Franses, Philip Hans
158
Koopman, Siem Jan
154
McAleer, Michael
116
Teräsvirta, Timo
106
Gupta, Rangan
105
Lütkepohl, Helmut
93
Gao, Jiti
91
Sibbertsen, Philipp
89
Hyndman, Rob J.
86
Koop, Gary
80
Taylor, Robert
80
Lucas, André
77
Pesaran, M. Hashem
76
Johansen, Søren
73
Marcellino, Massimiliano
73
Harvey, Andrew C.
72
Kunst, Robert M.
71
Kapetanios, George
70
Dijk, Herman K. van
63
Härdle, Wolfgang
63
Perron, Pierre
59
Dijk, Dick van
58
Leybourne, Stephen James
57
Maravall Herrero, Agustín
57
Nielsen, Morten Ørregaard
57
Swanson, Norman R.
56
Hendry, David F.
55
Robinson, Peter M.
53
Hassler, Uwe
51
Tiwari, Aviral Kumar
48
Moosa, Imad A.
47
Saikkonen, Pentti
47
Proietti, Tommaso
46
Hecq, Alain W. J.
45
Lanne, Markku
44
Bauwens, Luc
43
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Centre for Microdata Methods and Practice <London>
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
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Journal of econometrics
12
Cambridge working papers in economics
9
CEMMAP working papers / Centre for Microdata Methods and Practice
8
Working paper / Department of Econometrics and Business Statistics, Monash University
6
Econometric theory
5
Janeway Institute working paper series
4
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
3
Cambridge-INET working papers
2
Cowles Foundation discussion paper
2
Discussion paper series / LSE Financial Markets Group
2
CEA_372Cass working paper series
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Discussion papers in economics
1
Discussion papers of interdisciplinary research project 373
1
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
1
Econometrics papers
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Economics letters
1
Journal of applied economics
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Journal of the American Statistical Association : JASA
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The econometrics journal
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ECONIS (ZBW)
57
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1
Dynamic autoregressive liquidity (DArLiQ)
Hafner, Christian M.
;
Linton, Oliver
;
Wang, Linqi
-
2022
Persistent link: https://www.econbiz.de/10013263369
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
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
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:
7
On time trend of COVID-19 : a panel data study
Dong, Chaohua
;
Gao, Jiti
;
Linton, Oliver
;
Peng, Bin
-
2020
Persistent link: https://www.econbiz.de/10013205300
Saved in:
8
On time trend of COVID-19 : a panel data study
Dong, Chaohua
;
Gao, Jiti
;
Linton, Oliver
;
Peng, Bin
-
2020
Persistent link: https://www.econbiz.de/10012608336
Saved in:
9
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:
10
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:
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