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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"Journal of econometrics"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~person:"Khalaf, Lynda"
~person:"Linton, Oliver"
~subject:"Portfolio selection"
~subject:"Statistical test"
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Capital income
Zeitreihenanalyse
Portfolio selection
Statistical test
Theorie
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Theory
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Nichtparametrisches Verfahren
8
Nonparametric statistics
8
Statistischer Test
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Khalaf, Lynda
Linton, Oliver
Phillips, Peter C. B.
17
Xiao, Zhijie
9
Yu, Jun
9
Koop, Gary
8
Swanson, Norman R.
7
Aït-Sahalia, Yacine
6
Hallin, Marc
6
Mariano, Roberto S.
6
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6
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6
Whang, Yoon-jae
6
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5
Diebold, Francis X.
5
Dufour, Jean-Marie
5
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5
Lütkepohl, Helmut
5
McAleer, Michael
5
Velasco, Carlos
5
Bai, Jushan
4
Barigozzi, Matteo
4
Brennan, Michael J.
4
Chen, Rong
4
Fan, Jianqing
4
Fan, Yanqin
4
Ghysels, Eric
4
Gonzalo, Jesús
4
Green, Richard C.
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Herwartz, Helmut
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Hong, Yongmiao
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4
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4
Pesaran, M. Hashem
4
Renault, Eric
4
Sentana, Enrique
4
Stambaugh, Robert F.
4
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4
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Journal of econometrics
The journal of finance : the journal of the American Finance Association
Cambridge working papers in economics
9
CEMMAP working papers / Centre for Microdata Methods and Practice
8
Cambridge-INET working papers
5
Econometric theory
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Cowles Foundation discussion paper
3
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3
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2
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ECONIS (ZBW)
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1
Identification-robust beta pricing, spanning, mimicking portfolios, and the benchmark neutrality of catastrophe bonds
Beaulieu, Marie-Claude
;
Dufour, Jean-Marie
;
Khalaf, Lynda
; …
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014332237
Saved in:
2
Monte Carlo two-stage indirect inference (2SIF) for autoregressive panels
Khalaf, Lynda
;
Saunders, Charles J.
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 419-434
Persistent link: https://www.econbiz.de/10012483164
Saved in:
3
Multiscale clustering of nonparametric regression curves
Vogt, Michael
;
Linton, Oliver
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 305-325
Persistent link: https://www.econbiz.de/10012439696
Saved in:
4
The cross-quantilogram : measuring quantile dependence and testing directional predictability between time series
Han, Heejoon
;
Linton, Oliver
;
Oka, Tatsushi
;
Whang, Yoon-jae
- In:
Journal of econometrics
193
(
2016
)
1
,
pp. 251-270
Persistent link: https://www.econbiz.de/10011704806
Saved in:
5
A nonparametric test of a strong leverage hypothesis
Linton, Oliver
;
Whang, Yoon-jae
;
Yen, Yu-min
- In:
Journal of econometrics
194
(
2016
)
1
,
pp. 153-186
Persistent link: https://www.econbiz.de/10011705075
Saved in:
6
Semiparametric dynamic portfolio choice with multiple conditioning variables
Chen, Jia
;
Li, Degui
;
Linton, Oliver
;
Lu, Zu-di
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 309-318
Persistent link: https://www.econbiz.de/10011705164
Saved in:
7
Exact confidence sets and goodness-of-fit methods for stable distributions
Beaulieu, Marie-Claude
;
Dufour, Jean-Marie
;
Khalaf, Lynda
- In:
Journal of econometrics
181
(
2014
)
1
,
pp. 3-14
Persistent link: https://www.econbiz.de/10010473451
Saved in:
8
An improved bootstrap test of stochastic dominance
Linton, Oliver
;
Song, Kyungchul
;
Whang, Yoon-jae
- In:
Journal of econometrics
154
(
2010
)
2
,
pp. 186-202
Persistent link: https://www.econbiz.de/10003940097
Saved in:
9
The quantilogram : with an application to evaluating directional predictability
Linton, Oliver
;
Whang, Yoon-jae
- In:
Journal of econometrics
141
(
2007
)
1
,
pp. 250-282
Persistent link: https://www.econbiz.de/10003571283
Saved in:
10
The common and specific components of dynamic volatility
Connor, Gregory
;
Korajczyk, Robert A.
;
Linton, Oliver
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 231-255
Persistent link: https://www.econbiz.de/10003320262
Saved in:
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