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person:"Pesaran, M. Hashem"
type_genre:"Article in journal"
~person:"Andrews, Donald W. K."
~person:"Linton, Oliver"
~source:"econis"
~subject:"Statistical distribution"
~subject:"Time series analysis"
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Search: subject_exact:"Estimation theory"
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Statistical distribution
Time series analysis
Estimation theory
152
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152
Theorie
63
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63
Nichtparametrisches Verfahren
40
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40
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26
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Pesaran, M. Hashem
Andrews, Donald W. K.
Linton, Oliver
Phillips, Peter C. B.
32
Leybourne, Stephen James
18
Lütkepohl, Helmut
16
Taylor, Robert
16
Teräsvirta, Timo
16
Harvey, Andrew C.
15
Gao, Jiti
14
Johansen, Søren
14
Xiao, Zhijie
14
Chambers, Marcus J.
13
Hassler, Uwe
13
Perron, Pierre
13
Zhu, Ke
11
Baillie, Richard
10
Koop, Gary
10
Lucas, André
10
Robinson, Peter M.
10
Sun, Yixiao
10
Tauchen, George Eugene
10
Wu, Ximing
10
Chen, Xiaohong
9
Ghysels, Eric
9
Harvey, David I.
9
Hendry, David F.
9
Kapetanios, George
9
Koopman, Siem Jan
9
Li, Jia
9
Li, Qi
9
McAleer, Michael
9
Politis, Dimitris N.
9
Westerlund, Joakim
9
Baltagi, Badi H.
8
Bauwens, Luc
8
Fan, Jianqing
8
Franses, Philip Hans
8
Hong, Yongmiao
8
Ling, Shiqing
8
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8
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Journal of econometrics
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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
Estimation and inference for the counterfactual distribution and quantile functions in continuous treatment models
Ai, Chunrong
;
Linton, Oliver
;
Zhang, Zheng
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 39-61
Persistent link: https://www.econbiz.de/10013441723
Saved in:
3
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:
4
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:
5
Nonparametric predictive regressions for stock return brediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012698837
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
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 562-588
Persistent link: https://www.econbiz.de/10012618568
Saved in:
7
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:
8
Inference on a semiparametric model with global power law and local nonparametric trends
Gao, Jiti
;
Linton, Oliver
;
Peng, Bin
- In:
Econometric theory
36
(
2020
)
2
,
pp. 223-249
Persistent link: https://www.econbiz.de/10012193746
Saved in:
9
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:
10
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
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