//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~accessRights:"restricted"
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
An almost closed form estimato...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Estimation theory
39
Schätztheorie
39
Nichtparametrisches Verfahren
27
Nonparametric statistics
27
Theorie
20
Theory
20
Time series analysis
19
Zeitreihenanalyse
19
Estimation
15
Schätzung
15
ARCH model
14
ARCH-Modell
14
Volatility
13
Volatilität
11
Regression analysis
10
Regressionsanalyse
10
Portfolio selection
8
Portfolio-Management
8
Börsenkurs
7
Correlation
7
Forecasting model
7
Korrelation
7
Nichtparametrische Schätzung
7
Nonparametric estimation
7
Prognoseverfahren
7
Share price
7
Stochastic process
7
Stochastischer Prozess
7
Capital income
5
Kapitaleinkommen
5
Semiparametric estimation
5
Bootstrap
4
Multivariate GARCH
4
Panel
4
Panel study
4
Statistical distribution
4
Statistical test
4
Statistical theory
4
Statistische Methodenlehre
4
Statistische Verteilung
4
more ...
less ...
Online availability
All
Undetermined
Free
767
CC license
5
Type of publication
All
Article
149
Book / Working Paper
10
Type of publication (narrower categories)
All
Article in journal
70
Aufsatz in Zeitschrift
70
Conference paper
3
Konferenzbeitrag
3
Lehrbuch
3
Textbook
2
Aufsatz im Buch
1
Book section
1
Einführung
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
80
Undetermined
79
Author
All
Linton, Oliver
98
Hafner, Christian M.
42
Hafner, Christian
9
Herwartz, Helmut
8
Whang, Yoon-Jae
7
HAFNER, Christian M.
5
Lewbel, Arthur
5
Whang, Yoon-jae
5
Boneva, Lena
4
Härdle, Wolfgang
4
Linton, Oliver B.
4
Preminger, Arie
4
Zhang, Zheng
4
Anderson, Gordon
3
Chen, Xiaohong
3
Connor, Gregory
3
Dong, Chaohua
3
Gao, Jiti
3
Hong, Seok Young
3
Li, Degui
3
Vogt, Michael
3
Ai, Chunrong
2
BAUWENS, Luc
2
CHEN, Rong
2
Chen, Jia
2
Dijk, Dick van
2
El Mehdi, Rachida
2
Franke, Jürgen
2
Franses, Philip Hans
2
Gallant, A. Ronald
2
Gozalo, Pedro
2
HAFNER, Christian
2
HARDLE, Wolfgang
2
Hong, Yongmiao
2
Huang, Wei
2
Issler, João Victor
2
Jacho-Chávez, David
2
Koo, Bonsoo
2
Kyriakopoulou, Dimitra
2
Li, Shaoran
2
more ...
less ...
Institution
All
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
6
Published in...
All
Journal of econometrics
25
Journal of Econometrics
23
Econometric theory
8
CORE Discussion Papers RP
6
Econometric reviews
5
Econometrica
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Economics letters
4
Computational Statistics & Data Analysis
3
Econometric Reviews
3
Economics Letters
3
Journal of Empirical Finance
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research
3
Computational Statistics
2
International journal of forecasting
2
Journal of Applied Econometrics
2
Journal of Multivariate Analysis
2
Journal of applied econometrics
2
Journal of empirical finance
2
Journal of time series econometrics
2
Mathematics and Computers in Simulation (MATCOM)
2
Metrika
2
Review of Economic Studies
2
Universitext
2
African Development Review
1
Annales d'Economie et de Statistique
1
Annals of Financial Economics (AFE)
1
Annual review of economics
1
Applied Financial Economics
1
Applied economics letters
1
Contributions to Economics
1
Digital finance : smart data analytics, investment innovation, and financial technology
1
Econometric analysis of financial and economic time series
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 : open access journal
1
Econometrics Journal
1
Empirical Economics
1
Finance research letters
1
Handbook of Econometrics
1
more ...
less ...
Source
All
ECONIS (ZBW)
77
RePEc
76
BASE
3
Other ZBW resources
2
OLC EcoSci
1
Showing
1
-
10
of
159
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
An almost closed form estimator for the EGARCH model
Hafner, Christian M.
;
Linton, Oliver
- In:
Econometric theory
33
(
2017
)
4
,
pp. 1013-1038
Persistent link: https://www.econbiz.de/10011810237
Saved in:
2
Estimation of a multiplicative correlation structure in the large dimensional case
Hafner, Christian M.
;
Linton, Oliver
;
Tang, Haihan
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 431-470
Persistent link: https://www.econbiz.de/10012482816
Saved in:
3
Dynamic autoregressive liquidity (DArLiQ)
Hafner, Christian M.
;
Linton, Oliver
;
Wang, Linqi
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
2
,
pp. 774-785
Persistent link: https://www.econbiz.de/10015053465
Saved in:
4
High dimensional semiparametric moment restriction models
Dong, Chaohua
;
Gao, Jiti
;
Linton, Oliver
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 320-345
Persistent link: https://www.econbiz.de/10014339933
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 flexible semiparametric forecasting model for time series
Li, Degui
;
Linton, Oliver
;
Lu, Zu-di
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 345-357
Persistent link: https://www.econbiz.de/10011499465
Saved in:
7
A semiparametric model for heterogeneous panel data with fixed effects
Boneva, Lena
;
Linton, Oliver
;
Vogt, Michael
- In:
Journal of econometrics
188
(
2015
)
2
,
pp. 327-345
Persistent link: https://www.econbiz.de/10011500509
Saved in:
8
Implications of high-frequency trading for security markets
Linton, Oliver
;
Mahmoodzadeh, Soheil
- In:
Annual review of economics
10
(
2018
),
pp. 237-259
Persistent link: https://www.econbiz.de/10011925856
Saved in:
9
An investigation into multivariate variance ratio statistics and their application to stock market predictability
Hong, Seok Young
;
Linton, Oliver
;
Zhang, Hui Jun
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 173-222
Persistent link: https://www.econbiz.de/10011987413
Saved in:
10
A discrete‐choice model for large heterogeneous panels with interactive fixed effects with an application to the determinants of corporate bond issuance
Boneva, Lena
;
Linton, Oliver
- In:
Journal of applied econometrics
32
(
2017
)
7
,
pp. 1226-1243
Persistent link: https://www.econbiz.de/10011862592
Saved in:
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->