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~isPartOf:"Discussion paper series / LSE Financial Markets Group"
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Search: subject_exact:"Parameterfreies Verfahren"
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Nichtparametrisches Verfahren
12
Nonparametric statistics
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Linton, Oliver
7
Kristensen, Dennis
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Mammen, Enno
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Chen, Xiaohong
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Connor, Gregory
1
Fan, Yanqin
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Hodgson, Douglas J.
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León Valle, Ángel Manuel
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Mele, Antonio
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Mencía, Javier
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Patton, Andrew J.
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Perron, Benoit
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1
Shintani, Mototsugu
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Discussion paper series / LSE Financial Markets Group
Journal of econometrics
544
CEMMAP working papers / Centre for Microdata Methods and Practice
245
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
189
Econometric theory
170
Economics letters
148
Econometric reviews
135
Journal of the American Statistical Association : JASA
108
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
98
Discussion paper series / IZA
93
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
87
The econometrics journal
84
Working paper / Department of Econometrics and Business Statistics, Monash University
83
Discussion paper / Tinbergen Institute
82
SFB 649 discussion paper
81
Cowles Foundation discussion paper
75
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
74
Quantitative economics : QE ; journal of the Econometric Society
71
Discussion papers of interdisciplinary research project 373
66
European journal of operational research : EJOR
64
Cowles Foundation Discussion Paper
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Applied economics
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Journal of applied econometrics
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IZA Discussion Paper
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Applied economics letters
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NBER Working Paper
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Discussion paper / Center for Economic Research, Tilburg University
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Energy economics
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
38
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1
Parametric properties of semi-nonparametric distributions, with applications to optain valuation
León Valle, Ángel Manuel
;
Mencía, Javier
;
Sentana, …
-
2007
Persistent link: https://www.econbiz.de/10003765218
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2
Simulated nonparametric estimation of dynamic models with applications to finance
Altissimo, Filippo
;
Mele, Antonio
-
2005
Persistent link: https://www.econbiz.de/10002918186
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3
A local instrumental variable estimation method for generalized additive volatility models
Kim, Woocheol
;
Linton, Oliver
-
2004
Persistent link: https://www.econbiz.de/10002815384
Saved in:
4
Estimating semiparametric ARCH models by kernel smoothing methods
Mammen, Enno
;
Linton, Oliver
-
2004
Persistent link: https://www.econbiz.de/10002815397
Saved in:
5
The shape of the risk premium : evidence from a semiparametric GARCH model
Perron, Benoit
;
Linton, Oliver
-
2004
Persistent link: https://www.econbiz.de/10002815578
Saved in:
6
Yield curve estimation by kernel smoothing
Taanggard, Carsten
;
Nielsen, Jens Perch
;
Mammen, Enno
; …
-
2004
Persistent link: https://www.econbiz.de/10002815595
Saved in:
7
Estimation in two classes of semiparametric diffusion models
Kristensen, Dennis
-
2004
Persistent link: https://www.econbiz.de/10002585316
Saved in:
8
Semiparametric single factor model for the term structure
Kristensen, Dennis
-
2004
Persistent link: https://www.econbiz.de/10002585333
Saved in:
9
Simple tests for models of dependence between multiple financial time series, with applications to US equity returns and exchange rates
Patton, Andrew J.
;
Chen, Xiaohong
;
Fan, Yanqin
-
2004
Persistent link: https://www.econbiz.de/10002034254
Saved in:
10
Testing the capital asset pricing model efficiently under elliptical symmetry : a semiparametric approach
Hodgson, Douglas J.
;
Linton, Oliver
;
Vorkink, Keith
-
2001
Persistent link: https://www.econbiz.de/10001592532
Saved in:
11
Is there chaos in the world economy? : A nonparametric test using consistent standard errors
Linton, Oliver
;
Shintani, Mototsugu
-
2001
Persistent link: https://www.econbiz.de/10001592534
Saved in:
12
Semiparametric estimation of a characteristic-based factor model of stock returns
Connor, Gregory
;
Linton, Oliver
-
2000
Persistent link: https://www.econbiz.de/10001474499
Saved in:
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