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subject:"Purchasing power parity"
subject:"World"
~person:"Linton, Oliver"
~subject:"Forecasting model"
~subject:"Panel study"
~subject:"Schätztheorie"
~type_genre:"Non-commercial literature"
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Purchasing power parity
World
Forecasting model
Panel study
Schätztheorie
Estimation
48
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48
Nichtparametrisches Verfahren
32
Nonparametric statistics
32
Estimation theory
22
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16
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11
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2010
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37
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Linton, Oliver
Pesaran, M. Hashem
59
Marcellino, Massimiliano
50
Schneider, Friedrich
50
Caporale, Guglielmo Maria
43
McAleer, Michael
41
Dreher, Axel
39
Kilian, Lutz
35
Rose, Andrew
34
Buch, Claudia M.
33
Gupta, Rangan
33
Woessmann, Ludger
33
Kapetanios, George
31
Gao, Jiti
30
Van Reenen, John
30
Härdle, Wolfgang
29
Belke, Ansgar
28
MacDonald, Ronald
27
Voigt, Stefan
27
Nunnenkamp, Peter
26
Herwartz, Helmut
25
Kim, Hyeongwoo
25
Cheung, Yin-Wong
23
Chinn, Menzie David
23
Bloom, Nicholas
22
Chudik, Alexander
21
Chang, Chia-Lin
19
Afonso, António
18
Clark, Todd E.
18
Gundlach, Erich
18
Koopman, Siem Jan
18
Acemoglu, Daron
17
Cai, Zongwu
17
Cholodilin, Konstantin Arkadʹevič
17
Döpke, Jörg
17
Franses, Philip Hans
17
Fritsche, Ulrich
17
Graff, Michael
17
Huber, Florian
17
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CEMMAP working papers / Centre for Microdata Methods and Practice
13
Cambridge working papers in economics
10
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6
Working paper / Department of Econometrics and Business Statistics, Monash University
6
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4
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3
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1
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ECONIS (ZBW)
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A nonparametric panel model for climate data with seasonal and spatial variation
Gao, Jiti
;
Linton, Oliver
;
Peng, Bin
-
2022
Persistent link: https://www.econbiz.de/10013484997
Saved in:
2
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:
3
Do consumption-based asset pricing models explain own-history predictability in stock market returns?
Ashby, Michael F.
;
Linton, Oliver
-
2022
Persistent link: https://www.econbiz.de/10013486082
Saved in:
4
A nonparametric panel model for climate data with seasonal and spatial variation
Gao, Jiti
;
Linton, Oliver
;
Peng, Bin
-
2022
Persistent link: https://www.econbiz.de/10013494366
Saved in:
5
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:
6
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:
7
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:
8
When will the Covid-19 pandemic peak?
Linton, Oliver
-
2020
Persistent link: https://www.econbiz.de/10012795997
Saved in:
9
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:
10
Nonparametric Euler equation identification and estimation
Escanciano, Juan Carlos
;
Hoderlein, Stefan
;
Lewbel, Arthur
-
2020
Persistent link: https://www.econbiz.de/10013205434
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