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subject:"Zeitreihenanalyse"
~person:"Hendry, David F."
~person:"Leybourne, Stephen James"
~person:"Linton, Oliver"
~person:"Watson, Mark W."
~subject:"Kapitaleinkommen"
~subject:"Kointegration"
~type:"article"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Kapitaleinkommen
Kointegration
Estimation theory
130
Schätztheorie
130
Time series analysis
53
Theorie
40
Theory
40
Nichtparametrisches Verfahren
31
Nonparametric statistics
31
Regression analysis
17
Regressionsanalyse
17
Estimation
12
Schätzung
12
Einheitswurzeltest
9
Forecasting model
9
Prognoseverfahren
9
Statistical test
9
Statistischer Test
9
Structural break
9
Strukturbruch
9
Unit root test
9
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6
ARCH-Modell
6
Cointegration
6
USA
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United States
6
Correlation
5
Induktive Statistik
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Statistical distribution
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Statistical inference
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Statistical theory
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Statistische Methodenlehre
5
Statistische Verteilung
5
IV-Schätzung
4
Instrumental variables
4
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4
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4
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4
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4
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English
55
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Hendry, David F.
Leybourne, Stephen James
Linton, Oliver
Watson, Mark W.
Phillips, Peter C. B.
38
Taylor, Robert
20
Johansen, Søren
19
Teräsvirta, Timo
18
Harvey, Andrew C.
17
Lütkepohl, Helmut
17
Chambers, Marcus J.
16
Gao, Jiti
16
Perron, Pierre
15
Hassler, Uwe
13
Kumar, Dilip
13
Robinson, Peter M.
13
Maheswaran, S.
12
Baillie, Richard
11
Granger, C. W. J.
11
Kapetanios, George
11
Koop, Gary
11
Mills, Terence C.
11
Tauchen, George Eugene
11
Xiao, Zhijie
11
Chan, Ngai Hang
10
Engle, Robert F.
10
Li, Qi
10
Nielsen, Morten Ørregaard
10
Pesaran, M. Hashem
10
Sun, Yixiao
10
Westerlund, Joakim
10
Zhu, Ke
10
Bauwens, Luc
9
Cavaliere, Giuseppe
9
Chen, Xiaohong
9
Demetrescu, Matei
9
Franses, Philip Hans
9
Ghysels, Eric
9
Harvey, David I.
9
Koopman, Siem Jan
9
Li, Degui
9
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Journal of econometrics
18
Econometric theory
6
Economics letters
4
Econometric reviews
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Handbook of econometrics : volume 2
2
Handbook of econometrics ; Vol. 2
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of empirical finance
2
Advances in economics and econometrics ; Volume 2
1
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Handbook of financial time series
1
International journal of forecasting
1
Journal of forecasting
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Journal of the American Statistical Association : JASA
1
Journal of time series econometrics
1
Oxford review of economic policy
1
Special issue on "money demand in Europe"
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The econometrics journal
1
The journal of economic perspectives : EP ; a journal of the American Economic Association
1
The review of economics and statistics
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ECONIS (ZBW)
55
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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
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
Modelling non-stationary "Big Data"
Castle, Jennifer
;
Doornik, Jurgen A.
;
Hendry, David F.
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1556-1575
Persistent link: https://www.econbiz.de/10013274313
Saved in:
7
Testing the order of fractional integration of a time series in the possible presence of a trend break at an unknown point
Iacone, Fabrizio
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Econometric theory
35
(
2019
)
6
,
pp. 1201-1233
Persistent link: https://www.econbiz.de/10012149284
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
HAR inference : recommendations for practice
Lazarus, Eben
;
Lewis, Daniel J.
;
Stock, James H.
; …
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
4
,
pp. 541-559
Persistent link: https://www.econbiz.de/10012249208
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