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subject:"Nonparametric statistics"
~isPartOf:"Econometric reviews"
~isPartOf:"The econometrics journal"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~person:"Linton, Oliver"
~subject:"Bootstrap-Verfahren"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation theory"
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Nonparametric statistics
Bootstrap-Verfahren
Zeitreihenanalyse
Estimation theory
12
Schätztheorie
12
Nichtparametrisches Verfahren
9
Time series analysis
5
Estimation
4
Regression analysis
4
Regressionsanalyse
4
Schätzung
4
Aktienmarkt
2
Bootstrap approach
2
Börsenkurs
2
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2
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2
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2
Kernel estimator
2
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locally stationary process
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series estimator
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62G08
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62G20
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ARCH model
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ARCH-Modell
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Bootstrap
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Conditional independence
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Covariate balancing
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Cross–Sectional Dependence
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Empirical distribution
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Linton, Oliver
Gao, Jiti
55
Peng, Bin
19
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14
Dong, Chaohua
10
Poskitt, Donald Stephen
10
Martin, Gael M.
9
Cheng, Tingting
8
Li, Degui
8
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8
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7
Yan, Yayi
7
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6
Gong, Xiaodong
5
Li, Qi
5
Otsu, Taisuke
5
Racine, Jeffrey
5
Sun, Yiguo
5
Teräsvirta, Timo
5
Yang, Yanrong
5
Frazier, David T.
4
Kapetanios, George
4
Liu, Fei
4
Perron, Pierre
4
Silvapulle, Paramsothy
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Su, Liangjun
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3
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3
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Econometric reviews
The econometrics journal
Working paper / Department of Econometrics and Business Statistics, Monash University
CEMMAP working papers / Centre for Microdata Methods and Practice
18
Journal of econometrics
16
Cambridge working papers in economics
12
Econometric theory
10
Econometrics papers
8
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5
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
3
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2
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2
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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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Economics letters
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Handbook of financial time series
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Identification and inference for econometric models : essays in honor of Thomas Rothenberg
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Journal of empirical finance
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Journal of the American Statistical Association : JASA
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ECONIS (ZBW)
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1
Nonparametric estimation of mediation effects with a general treatment
Huang, Lukang
;
Huang, Wei
;
Linton, Oliver
;
Zhang, Zheng
- In:
Econometric reviews
43
(
2024
)
2/4
,
pp. 215-237
Persistent link: https://www.econbiz.de/10014551514
Saved in:
2
Estimation of a nonparametric model for bond prices from cross-section and time series information
Koo, Bonsoo
;
La Vecchia, Davide
;
Linton, Oliver
-
2020
Persistent link: https://www.econbiz.de/10012606874
Saved in:
3
Nonparametric predictive regressions for stock return prediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012592220
Saved in:
4
Estimation and inference in semiparametric quantile factor models
Ma, Shujie
;
Linton, Oliver
;
Gao, Jiti
-
2017
Persistent link: https://www.econbiz.de/10011782080
Saved in:
5
Inference on a semiparametric model with global power law and local nonparametric trends
Gao, Jiti
;
Linton, Oliver
;
Peng, Bin
-
2017
Persistent link: https://www.econbiz.de/10011782105
Saved in:
6
Multi-step non- and semi-parametric predictive regressions for short and long horizon stock return prediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2017
Persistent link: https://www.econbiz.de/10011782226
Saved in:
7
Standard errors for nonparametric regression
Chu, Ba
;
Jacho-Chávez, David Tomás
;
Linton, Oliver
- In:
Econometric reviews
39
(
2020
)
7
,
pp. 674-690
Persistent link: https://www.econbiz.de/10012262514
Saved in:
8
Testing conditional independence restrictions
Linton, Oliver
;
Gozalo, Pedro L.
- In:
Econometric reviews
33
(
2014
)
5/6
,
pp. 523-552
Persistent link: https://www.econbiz.de/10010360794
Saved in:
9
Non-parametric regression with a latent time series
Linton, Oliver
;
Nielsen, Jens Perch
;
Nielsen, Søren Feodor
- In:
The econometrics journal
12
(
2009
)
2
,
pp. 187-207
Persistent link: https://www.econbiz.de/10003875342
Saved in:
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