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person:"Pesaran, M. Hashem"
type_genre:"Article in journal"
~person:"Andrews, Donald W. K."
~person:"Linton, Oliver"
~source:"econis"
~subject:"Prognoseverfahren"
~subject:"Time series analysis"
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Search: subject_exact:"Estimation theory"
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Prognoseverfahren
Time series analysis
Estimation theory
152
Schätztheorie
152
Theorie
63
Theory
63
Nichtparametrisches Verfahren
40
Nonparametric statistics
40
Zeitreihenanalyse
26
Regression analysis
22
Regressionsanalyse
22
Estimation
16
Schätzung
16
Statistical test
15
Statistischer Test
15
Induktive Statistik
14
Statistical inference
14
Method of moments
13
Momentenmethode
13
Panel
12
Panel study
12
Statistical theory
9
Statistische Methodenlehre
9
Bootstrap approach
8
Bootstrap-Verfahren
8
Correlation
8
Korrelation
8
ARCH model
6
ARCH-Modell
6
Forecasting model
5
Heteroscedasticity
5
Heteroskedastizität
5
Semiparametric estimation
5
Statistical distribution
5
Statistische Verteilung
5
Capital income
4
IV-Schätzung
4
Inference
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4
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4
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Article
26
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Article in journal
Aufsatz in Zeitschrift
28
Arbeitspapier
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Graue Literatur
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Non-commercial literature
26
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26
Collection of articles of several authors
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28
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Pesaran, M. Hashem
Andrews, Donald W. K.
Linton, Oliver
Phillips, Peter C. B.
31
Leybourne, Stephen James
21
Taylor, Robert
19
Teräsvirta, Timo
17
Lütkepohl, Helmut
16
Gao, Jiti
15
Harvey, Andrew C.
14
Johansen, Søren
14
Baillie, Richard
13
Baltagi, Badi H.
13
Chambers, Marcus J.
13
Harvey, David I.
13
Hassler, Uwe
13
Hendry, David F.
13
Kumar, Dilip
13
Perron, Pierre
13
Xiao, Zhijie
13
Koop, Gary
12
Cai, Zongwu
11
Demetrescu, Matei
11
Kapetanios, George
11
Bauwens, Luc
10
Franses, Philip Hans
10
Robinson, Peter M.
10
Tauchen, George Eugene
10
Westerlund, Joakim
10
Zhu, Ke
10
Koopman, Siem Jan
9
Li, Jia
9
Lucas, André
9
McAleer, Michael
9
Newbold, Paul
9
Swanson, Norman R.
9
Tsay, Ruey S.
9
Zakoïan, Jean-Michel
9
Chan, Ngai Hang
8
Chen, Xiaohong
8
Francq, Christian
8
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Journal of econometrics
11
Economics letters
3
Cambridge working papers in economics
2
Econometric theory
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Journal of applied econometrics
2
Journal of the American Statistical Association : JASA
2
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
On modelling the long run in applied economics
1
The econometrics journal
1
The economic journal : the journal of the Royal Economic Society
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ECONIS (ZBW)
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1
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:
2
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:
3
Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity
Linton, Oliver
;
Xiao, Zhijie
-
2019
Persistent link: https://www.econbiz.de/10012692312
Saved in:
4
Nonparametric predictive regressions for stock return brediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012698837
Saved in:
5
Estimation of a nonparametric model for bond prices from cross-section and time series information
Koo, Bonsoo
;
La Vecchia, Davide
;
Linton, Oliver
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 562-588
Persistent link: https://www.econbiz.de/10012618568
Saved in:
6
A weighted sieve estimator for nonparametric time series models with nonstationary variables
Dong, Chaohua
;
Linton, Oliver
;
Peng, Bin
- In:
Journal of econometrics
222
(
2021
)
2
,
pp. 909-932
Persistent link: https://www.econbiz.de/10012619807
Saved in:
7
Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity
Linton, Oliver
;
Xiao, Zhijie
- In:
Journal of econometrics
213
(
2019
)
2
,
pp. 608-631
Persistent link: https://www.econbiz.de/10012304598
Saved in:
8
Additive nonparametric models with time variable and both stationary and nonstationary regressors
Dong, Chaohua
;
Linton, Oliver
- In:
Journal of econometrics
207
(
2018
)
1
,
pp. 212-236
Persistent link: https://www.econbiz.de/10012116290
Saved in:
9
Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 929-960
Persistent link: https://www.econbiz.de/10011686163
Saved in:
10
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
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