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subject:"Zeitreihenanalyse"
~accessRights:"restricted"
~person:"Linton, Oliver"
~person:"Teräsvirta, Timo"
~subject:"Statistical error"
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Zeitreihenanalyse
Statistical error
Estimation theory
32
Schätztheorie
32
Nichtparametrisches Verfahren
16
Nonparametric statistics
16
Time series analysis
14
Estimation
9
Schätzung
9
Regression analysis
7
Regressionsanalyse
7
Nichtlineare Regression
5
Nonlinear regression
5
Statistical test
5
Statistischer Test
5
Correlation
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Korrelation
4
Semiparametric estimation
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Volatility
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Volatilität
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ARCH model
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ARCH-Modell
3
Autocorrelation
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Autokorrelation
3
Forecasting model
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Modellierung
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Prognoseverfahren
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Scientific modelling
3
Capital income
2
Kapitaleinkommen
2
Market microstructure
2
Marktmikrostruktur
2
Neural networks
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Neuronale Netze
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Nonparametric regression
2
Panel
2
Panel study
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Sieve estimation
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Statistical distribution
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Statistical theory
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16
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Linton, Oliver
Teräsvirta, Timo
Gao, Jiti
10
Phillips, Peter C. B.
10
Li, Jia
9
Kapetanios, George
8
Zhu, Ke
8
Hu, Yingyao
7
Koopman, Siem Jan
7
Lütkepohl, Helmut
7
Taylor, Robert
7
Demetrescu, Matei
6
Kim, Donggyu
6
Li, Degui
6
Li, Yingying
6
Lucas, André
6
Marcellino, Massimiliano
6
Nielsen, Morten Ørregaard
6
Shang, Han Lin
6
Todorov, Viktor
6
Wang, Shouyang
6
Blasques, Francisco
5
Bollerslev, Tim
5
Davis, Richard A.
5
Dong, Chaohua
5
Dong, Hao
5
Francq, Christian
5
Omay, Tolga
5
Peng, Liang
5
Poskitt, Donald Stephen
5
Sbrana, Giacomo
5
Shiu, Ji-Liang
5
Sucarrat, Genaro
5
Tauchen, George Eugene
5
Taylor, Luke
5
Agiakloglou, Christos N.
4
Andersen, Torben
4
Baillie, Richard
4
Cavaliere, Giuseppe
4
Fan, Jianqing
4
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Journal of econometrics
7
Econometric reviews
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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
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ECONIS (ZBW)
16
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1
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:
2
Comprehensively testing linearity hypothesis using the smooth transition autoregressive model
Seong, Dakyung
;
Cho, Jin Seo
;
Teräsvirta, Timo
- In:
Econometric reviews
41
(
2022
)
8
,
pp. 966-984
Persistent link: https://www.econbiz.de/10013364922
Saved in:
3
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:
4
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:
5
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:
6
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:
7
Global hemispheric temperatures and co-shifting : a vector shifting-mean autoregressive analysis
Holt, Matthew T.
;
Teräsvirta, Timo
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 198-215
Persistent link: https://www.econbiz.de/10012438318
Saved in:
8
Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity
Linton, Oliver
;
Xiao, Zhijie
- In:
Journal of econometrics
213
(
2019
)
2
,
pp. 608-631
Persistent link: https://www.econbiz.de/10012304598
Saved in:
9
Additive nonparametric models with time variable and both stationary and nonstationary regressors
Dong, Chaohua
;
Linton, Oliver
- In:
Journal of econometrics
207
(
2018
)
1
,
pp. 212-236
Persistent link: https://www.econbiz.de/10012116290
Saved in:
10
Specification and testing of multiplicative time-varying GARCH models with applications
Amado, Cristina
;
Teräsvirta, Timo
- In:
Econometric reviews
36
(
2017
)
4
,
pp. 421-446
Persistent link: https://www.econbiz.de/10011795239
Saved in:
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