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subject:"Nonparametric statistics"
~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund"
~source:"econis"
~subject:"Core"
~subject:"Volatility"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation theory"
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Nonparametric statistics
Core
Volatility
Zeitreihenanalyse
Estimation theory
278
Schätztheorie
278
Regression analysis
88
Regressionsanalyse
88
Nichtparametrisches Verfahren
60
Time series analysis
49
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Theory
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Dette, Holger
22
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13
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Sibbertsen, Philipp
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Fried, Roland
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Gather, Ursula
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Steland, Ansgar
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Chen, Jia
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Harvey, Andrew C.
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Li, Degui
3
Pilz, Kay Frederik
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Urfer, Wolfgang
3
Biedermann, Stefanie
2
Bissantz, Nicolai
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Cambridge working papers in economics
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
Journal of econometrics
637
Econometric theory
262
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
247
Economics letters
227
Econometric reviews
164
CEMMAP working papers / Centre for Microdata Methods and Practice
132
Discussion paper / Tinbergen Institute
127
Journal of the American Statistical Association : JASA
104
The econometrics journal
99
Working paper / Department of Econometrics and Business Statistics, Monash University
93
International journal of forecasting
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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
77
CREATES research paper
75
Cowles Foundation discussion paper
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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60
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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SFB 649 discussion paper
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44
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42
Journal of empirical finance
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ECONIS (ZBW)
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1
Nonparametric estimation of large spot volatility matrices for high-frequency financial data
Bu, Ruijun
;
Li, Degui
;
Linton, Oliver
;
Wang, Hanchao
-
2022
-
This version: March 16, 2022
Persistent link: https://www.econbiz.de/10013263439
Saved in:
2
Estimating time-varying networks for high-dimensional time series
Chen, Jia
;
Li, Degui
;
Li, Yuning
;
Linton, Oliver
-
2022
-
Version: December 13, 2022
Persistent link: https://www.econbiz.de/10013503856
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3
Testing and modelling time series with time varying tails
Palumbo, Dario
-
2021
Persistent link: https://www.econbiz.de/10013254110
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4
A unified framework for specification tests of continuous treatment effect models
Huang, Wei
;
Linton, Oliver
;
Zhang, Zheng
-
2021
Persistent link: https://www.econbiz.de/10013254169
Saved in:
5
Score-driven time series models
Harvey, Andrew C.
-
2021
Persistent link: https://www.econbiz.de/10013257426
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6
Estimation of common factors for microstructure noise and efficient price in a high-frequency dual factor model
Li, Yu-Ning
;
Chen, Jia
;
Linton, Oliver
-
2021
Persistent link: https://www.econbiz.de/10013259517
Saved in:
7
Robust estimation of integrated volatility
Li, Zhen
;
Linton, Oliver
-
2021
Persistent link: https://www.econbiz.de/10013206057
Saved in:
8
A semi-parametric Bayesian generalized least square estimator
Wu, Ruochen
;
Weeks, Melvyn
-
2020
Persistent link: https://www.econbiz.de/10012793122
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9
Nonparametric Euler equation identification and estimation
Escanciano, Juan Carlos
;
Hoderlein, Stefan
;
Lewbel, Arthur
-
2020
Persistent link: https://www.econbiz.de/10013205434
Saved in:
10
Semiparametric nonlinear panel data models with measurement error
Linton, Oliver
;
Shiu, Ji-Liang
-
2019
Persistent link: https://www.econbiz.de/10012692254
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