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subject:"Volatility"
type_genre:"Article in journal"
~person:"Linton, Oliver"
~subject:"Statistischer Test"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation theory"
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Volatility
Statistischer Test
Zeitreihenanalyse
Estimation theory
64
Schätztheorie
64
Nichtparametrisches Verfahren
36
Nonparametric statistics
36
Regression analysis
17
Regressionsanalyse
17
Time series analysis
16
Theorie
12
Theory
12
Estimation
10
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5
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Linton, Oliver
Phillips, Peter C. B.
36
Leybourne, Stephen James
20
Perron, Pierre
17
Taylor, Robert
17
Baltagi, Badi H.
16
Harvey, Andrew C.
16
Kumar, Dilip
16
Teräsvirta, Timo
16
Bera, Anil K.
15
Lütkepohl, Helmut
15
Gao, Jiti
14
Hassler, Uwe
14
Johansen, Søren
14
Maheswaran, S.
14
Robinson, Peter M.
14
Sun, Yixiao
14
Cai, Zongwu
13
Chambers, Marcus J.
13
Su, Liangjun
13
Tauchen, George Eugene
13
Xiao, Zhijie
13
Francq, Christian
12
Ghysels, Eric
12
Li, Jia
12
Li, Qi
12
McAleer, Michael
12
Todorov, Viktor
12
Westerlund, Joakim
12
White, Halbert
12
Zhu, Ke
12
Harvey, David I.
11
Hsiao, Cheng
11
Koopman, Siem Jan
11
Lucas, André
11
Pesaran, M. Hashem
11
Zakoïan, Jean-Michel
11
Andrews, Donald W. K.
10
Baillie, Richard
10
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10
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Journal of econometrics
9
Cambridge working papers in economics
3
Econometric theory
3
Econometric reviews
2
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics letters
1
Journal of empirical finance
1
Journal of the American Statistical Association : JASA
1
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ECONIS (ZBW)
22
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1
Estimation with mixed data frequencies : a bias-correction approach
Ghosh, Anisha
;
Linton, Oliver
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014477062
Saved in:
2
A ReMeDI for microstructure noise
Li, Z. Merrick
;
Linton, Oliver
- In:
Econometrica : journal of the Econometric Society, an …
90
(
2022
)
1
,
pp. 367-389
Persistent link: https://www.econbiz.de/10012821689
Saved in:
3
Estimation and inference for the counterfactual distribution and quantile functions in continuous treatment models
Ai, Chunrong
;
Linton, Oliver
;
Zhang, Zheng
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 39-61
Persistent link: https://www.econbiz.de/10013441723
Saved in:
4
A score statistic for testing the presence of a stochastic trend in conditional variances
Hong, Yongmiao
;
Linton, Oliver
;
McCabe, Brendan Peter Martin
- In:
Economics letters
213
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013442141
Saved in:
5
Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity
Linton, Oliver
;
Xiao, Zhijie
-
2019
Persistent link: https://www.econbiz.de/10012692312
Saved in:
6
Nonparametric predictive regressions for stock return brediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012698837
Saved in:
7
The lower regression function and testing expectation dependence dominance hypotheses
Linton, Oliver
;
Whang, Yoon-jae
;
Yen, Yu-min
-
2018
Persistent link: https://www.econbiz.de/10012671331
Saved in:
8
Estimation of a nonparametric model for bond prices from cross-section and time series information
Koo, Bonsoo
;
La Vecchia, Davide
;
Linton, Oliver
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 562-588
Persistent link: https://www.econbiz.de/10012618568
Saved in:
9
A weighted sieve estimator for nonparametric time series models with nonstationary variables
Dong, Chaohua
;
Linton, Oliver
;
Peng, Bin
- In:
Journal of econometrics
222
(
2021
)
2
,
pp. 909-932
Persistent link: https://www.econbiz.de/10012619807
Saved in:
10
The lower regression function and testing expectation dependence dominance hypotheses
Linton, Oliver
;
Whang, Yoon-jae
;
Yen, Yu-min
- In:
Econometric reviews
40
(
2021
)
8
,
pp. 709-727
Persistent link: https://www.econbiz.de/10012624535
Saved in:
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