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subject:"Panel"
subject:"Stochastic process"
~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"Journal of econometrics"
~subject:"Regressionsanalyse"
~subject:"Volatility"
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Search: subject_exact:"Estimation theory"
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Panel
Stochastic process
Regressionsanalyse
Volatility
Estimation theory
2,019
Schätztheorie
2,019
Theorie
615
Theory
615
Nichtparametrisches Verfahren
364
Nonparametric statistics
364
Zeitreihenanalyse
363
Time series analysis
362
Regression analysis
294
Estimation
248
Schätzung
244
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184
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173
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173
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129
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113
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99
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99
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77
Cointegration
71
Kointegration
70
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560
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Linton, Oliver
17
Su, Liangjun
15
Phillips, Peter C. B.
14
Pesaran, M. Hashem
12
Todorov, Viktor
11
Chen, Songnian
10
Jochmans, Koen
9
Bai, Jushan
8
Gao, Jiti
8
Li, Jia
8
Robinson, Peter M.
8
Tauchen, George Eugene
8
Baltagi, Badi H.
7
Andersen, Torben
6
Cai, Zongwu
6
Hansen, Christian Bailey
6
Hsiao, Cheng
6
Lee, Ji Hyung
6
Li, Degui
6
Li, Kunpeng
6
Li, Yingying
6
Park, Joon Y.
6
Peng, Bin
6
Sun, Yiguo
6
Taylor, Robert
6
Weidner, Martin
6
Zakoïan, Jean-Michel
6
Florens, Jean-Pierre
5
Francq, Christian
5
Kim, Donggyu
5
Lee, Lung-fei
5
Li, Qi
5
Mykland, Per A.
5
Sarafidis, Vasilis
5
Sasaki, Yuya
5
Tu, Yundong
5
Westerlund, Joakim
5
Breunig, Christoph
4
Chudik, Alexander
4
Demetrescu, Matei
4
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University of Cambridge / Department of Applied Economics
2
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1
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Cambridge working papers in economics
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Journal of econometrics
Economics letters
205
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
172
Econometric reviews
149
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134
CEMMAP working papers / Centre for Microdata Methods and Practice
125
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98
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94
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
82
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80
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67
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60
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60
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54
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51
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50
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47
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38
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37
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
37
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36
International journal of forecasting
36
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35
IZA Discussion Paper
35
Journal of risk and financial management : JRFM
35
SFB 649 discussion paper
34
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
33
Empirical economics : a quarterly journal of the Institute for Advanced Studies
32
Cowles Foundation Discussion Paper
30
Discussion paper / Center for Economic Research, Tilburg University
30
Journal of applied econometrics
29
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ECONIS (ZBW)
593
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1
CCE estimation of high-dimensional panel data models with interactive fixed effects
Vogt, Michael
;
Walsh, Christopher
;
Linton, Oliver
-
2022
Persistent link: https://www.econbiz.de/10013485021
Saved in:
2
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:
3
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
Saved in:
4
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:
5
Robust estimation of integrated volatility
Li, Zhen
;
Linton, Oliver
-
2021
Persistent link: https://www.econbiz.de/10013206057
Saved in:
6
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
Saved in:
7
Two-step estimation of censored quantile regression for duration models with time-varying regressors
Chen, Songnian
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1310-1336
Persistent link: https://www.econbiz.de/10014471378
Saved in:
8
Penalized time-varying model averaging
Sun, Yuying
;
Hong, Yongmiao
;
Wang, Shouyang
;
Zhang, Xinyu
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1355-1377
Persistent link: https://www.econbiz.de/10014471396
Saved in:
9
The distribution of rolling regression estimators
Cai, Zongwu
;
Juhl, Ted
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1447-1463
Persistent link: https://www.econbiz.de/10014471400
Saved in:
10
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
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