//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Time series analysis"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: person:"Linton, Oliver"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Time series analysis
Nichtparametrisches Verfahren
224
Nonparametric statistics
217
Theorie
209
Theory
202
Schätztheorie
191
Estimation theory
188
Zeitreihenanalyse
81
Schätzung
78
Estimation
77
Regressionsanalyse
74
Regression analysis
73
Stochastischer Prozess
42
Volatility
40
Stochastic process
39
ARCH model
38
ARCH-Modell
38
Volatilität
38
Statistischer Test
36
Bootstrap-Verfahren
34
Statistical test
34
Statistische Verteilung
34
Börsenkurs
33
Share price
33
Statistical distribution
33
Panel
32
Panel study
32
Bootstrap approach
30
Forecasting model
29
Prognoseverfahren
29
nonparametric regression
28
Capital income
25
Kapitaleinkommen
25
Core
23
Method of moments
23
Momentenmethode
22
Market microstructure
19
Marktmikrostruktur
19
kernel estimation
19
Correlation
18
more ...
less ...
Online availability
All
Free
50
Undetermined
10
Type of publication
All
Book / Working Paper
56
Article
24
Type of publication (narrower categories)
All
Graue Literatur
32
Non-commercial literature
32
Arbeitspapier
26
Working Paper
26
Article in journal
25
Aufsatz in Zeitschrift
25
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
80
Author
All
Linton, Oliver
60
Linton, Oliver B.
20
Xiao, Zhijie
10
Koo, Bonsoo
9
Li, Degui
9
Gao, Jiti
7
Whang, Yoon-jae
7
Dong, Chaohua
6
Mammen, Enno
6
Chen, Jia
5
Lu, Zu-di
5
Cheng, Tingting
4
La Vecchia, Davide
4
Peng, Bin
4
Whang, Yoon-Jae
4
Carroll, Raymond J.
3
Han, Heejoon
3
Oka, Tatsushi
3
Carroll, Raymond
2
Hafner, Christian
2
Hafner, Christian M.
2
Hodgson, Douglas J.
2
Hong, Yongmiao
2
Jeffrey, Andrew
2
Lee, Ji Hyung
2
Lu, Zudi
2
Nguyen, Thong
2
Nielsen, Jens Perch
2
Nielsen, Søren Feodor
2
Rodríguez Poo, Juan Manuel
2
Sun, Jiajing
2
Vogt, Michael
2
Vorkink, Keith
2
Wang, Linqi
2
Ashby, Michael F.
1
Bu, Ruijun
1
Kim, Woocheol
1
Li, Yu-Ning
1
Li, Yuning
1
Li, Z. Merrick
1
more ...
less ...
Institution
All
Centre for Microdata Methods and Practice <London>
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Published in...
All
Journal of econometrics
13
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
LSE STICERD Research Paper
5
Janeway Institute working paper series
4
Cowles Foundation discussion paper
3
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
3
Cambridge-INET working papers
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
1
Economics letters
1
Handbook of financial time series
1
Journal of applied economics
1
Journal of the American Statistical Association : JASA
1
The econometrics journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
80
Showing
1
-
10
of
80
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->