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person:"Pesaran, M. Hashem"
type_genre:"Article in journal"
~isPartOf:"Cambridge working papers in economics"
~person:"Andrews, Donald W. K."
~person:"Linton, Oliver"
~source:"econis"
~subject:"Time series analysis"
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Time series analysis
Estimation theory
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Schätztheorie
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Nichtparametrisches Verfahren
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Estimation
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Linear algebra
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Pesaran, M. Hashem
Andrews, Donald W. K.
Linton, Oliver
Cheng, Tingting
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Gao, Jiti
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Harvey, Andrew C.
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Laeven, Roger J. A.
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Li, Z. Merrick
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Cambridge working papers in economics
Journal of econometrics
11
Economics letters
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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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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Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity
Linton, Oliver
;
Xiao, Zhijie
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2019
Persistent link: https://www.econbiz.de/10012692312
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Nonparametric predictive regressions for stock return brediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012698837
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