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subject:"Zeitreihenanalyse"
~person:"Harvey, Andrew C."
~person:"Linton, Oliver"
~subject:"Statistical distribution"
~subject:"Statistical error"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Statistical distribution
Statistical error
Estimation theory
179
Schätztheorie
179
Nichtparametrisches Verfahren
82
Nonparametric statistics
82
Time series analysis
60
Estimation
33
Regression analysis
33
Regressionsanalyse
33
Schätzung
33
Theorie
32
Theory
32
Correlation
15
Korrelation
15
Statistische Verteilung
14
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13
ARCH-Modell
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Capital income
12
Kapitaleinkommen
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Börsenkurs
11
Share price
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Volatility
10
Volatilität
10
Statistical test
9
Statistischer Test
9
Panel
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Panel study
8
Core
7
Forecasting model
7
Market microstructure
7
Marktmikrostruktur
7
Prognoseverfahren
7
Sparsity
7
Factor analysis
6
Faktorenanalyse
6
Portfolio selection
6
Portfolio-Management
6
Saisonale Schwankungen
6
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6
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29
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13
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38
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English
75
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1
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Harvey, Andrew C.
Linton, Oliver
Phillips, Peter C. B.
108
Gao, Jiti
77
Koopman, Siem Jan
56
Johansen, Søren
44
Lütkepohl, Helmut
41
Franses, Philip Hans
39
Teräsvirta, Timo
39
Nielsen, Morten Ørregaard
38
Swanson, Norman R.
34
Kapetanios, George
32
Koop, Gary
29
Lucas, André
29
Hu, Yingyao
28
Pesaran, M. Hashem
28
Stock, James H.
28
McAleer, Michael
27
Sibbertsen, Philipp
27
Engle, Robert F.
26
Nelson, Daniel B.
26
Robinson, Peter M.
25
Taylor, Robert
25
Watson, Mark W.
25
Härdle, Wolfgang
24
Li, Degui
24
Maravall Herrero, Agustín
24
Nielsen, Bent
24
Peng, Bin
24
Perron, Pierre
24
Chambers, Marcus J.
23
Chen, Xiaohong
23
Brännäs, Kurt
22
Haldrup, Niels
22
Leybourne, Stephen James
22
Xiao, Zhijie
22
Dong, Chaohua
21
Gouriéroux, Christian
21
Hassler, Uwe
21
Sun, Yixiao
21
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Journal of econometrics
13
Cambridge working papers in economics
12
CEMMAP working papers / Centre for Microdata Methods and Practice
6
Econometric theory
4
Working paper / Department of Econometrics and Business Statistics, Monash University
4
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
3
Econometrics papers
3
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2
International journal of forecasting
2
Janeway Institute working paper series
2
Advanced texts in econometrics
1
Advances in econometrics
1
An Elgar reference collection
1
Cambridge-INET working papers
1
Covid economics : vetted and real-time papers
1
Cowles Foundation discussion paper
1
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
Growth and cycle in the Euro-zone
1
Handbook of financial time series
1
Identification and inference for econometric models : essays in honor of Thomas Rothenberg
1
Insurance / Mathematics & economics
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of the American Statistical Association : JASA
1
LSE handbooks in economics
1
Lehr- und Handbücher der Statistik
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Numéro spécial "Modélisation des systèmes dynamiques"
1
On modelling the long run in applied economics
1
Research memorandum series / Tinbergen Instituut
1
SERIEs : Journal of the Spanish Economic Association
1
Suntory Toyota International Centre for Economics and Related Disciplines
1
Suntory and Toyota International Centres for Economics and Related Disciplines
1
Temi di discussione del Servizio Studi / Banca d'Italia
1
The econometrics journal
1
The economic journal : the journal of the Royal Economic Society
1
The international library of critical writings in econometrics
1
The review of economic studies
1
Working papers / Department of Economics, Universidad Carlos III de Madrid
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ECONIS (ZBW)
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1
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:
2
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:
3
Score-driven time series models
Harvey, Andrew C.
-
2021
Persistent link: https://www.econbiz.de/10013257426
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
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:
6
A farewell to R : time series models for tracking and forecasting epidemics
Harvey, Andrew C.
;
Kattuman, Paul A.
- In:
Covid economics : vetted and real-time papers
(
2020
)
51
,
pp. 36-73
Persistent link: https://www.econbiz.de/10012311883
Saved in:
7
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:
8
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:
9
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:
10
Semiparametric nonlinear panel data models with measurement error
Linton, Oliver
;
Shiu, Ji-Liang
-
2019
Persistent link: https://www.econbiz.de/10012692254
Saved in:
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