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subject:"Zeitreihenanalyse"
~person:"Linton, Oliver"
~person:"Lütkepohl, Helmut"
~person:"Schmidt, Peter"
~subject:"Kapitaleinkommen"
~subject:"Theorie"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Kapitaleinkommen
Theorie
Estimation theory
121
Schätztheorie
121
Theory
40
Nichtparametrisches Verfahren
37
Nonparametric statistics
37
Time series analysis
35
Estimation
18
Schätzung
18
Regression analysis
17
Regressionsanalyse
17
VAR model
12
VAR-Modell
12
ARCH model
8
ARCH-Modell
8
Bootstrap approach
8
Bootstrap-Verfahren
8
Heteroscedasticity
8
Heteroskedastizität
8
Technical efficiency
8
Technische Effizienz
8
Deutschland
7
Germany
7
Panel
6
Panel study
6
Statistical distribution
6
Statistische Verteilung
6
Correlation
5
Geldnachfrage
5
Korrelation
5
Money demand
5
Production function
5
Produktionsfunktion
5
Semiparametric estimation
5
Structural vector autoregression
5
Cointegration
4
Heteroskedasticity
4
Kointegration
4
Statistical test
4
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16
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Article
65
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Aufsatz in Zeitschrift
Article in journal
68
Graue Literatur
49
Non-commercial literature
49
Arbeitspapier
46
Working Paper
46
Collection of articles of several authors
3
Sammelwerk
3
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English
68
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Linton, Oliver
Lütkepohl, Helmut
Schmidt, Peter
Phillips, Peter C. B.
49
Andrews, Donald W. K.
30
Baltagi, Badi H.
30
Li, Qi
30
Newey, Whitney K.
27
McAleer, Michael
26
Pesaran, M. Hashem
25
Gouriéroux, Christian
22
Leybourne, Stephen James
22
Ohtani, Kazuhiro
22
Perron, Pierre
22
Robinson, Peter M.
22
Ullah, Aman
22
Giles, David E. A.
20
Krämer, Walter
20
Teräsvirta, Timo
19
Granger, C. W. J.
18
Horowitz, Joel
18
Johansen, Søren
18
King, Maxwell L.
18
Taylor, Robert
18
Baillie, Richard
17
Hassler, Uwe
17
Lee, Lung-fei
17
Bera, Anil K.
16
Chambers, Marcus J.
16
Hahn, Jinyong
16
Harvey, Andrew C.
16
Hendry, David F.
16
Srivastava, Virendra K.
16
Tauchen, George Eugene
16
Wooldridge, Jeffrey M.
16
Ghysels, Eric
15
Hsiao, Cheng
15
Bai, Jushan
14
Kelejian, Harry H.
14
Koop, Gary
14
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Journal of econometrics
19
Econometric theory
12
Econometric reviews
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Economics letters
3
Journal of economic dynamics & control
3
Journal of productivity analysis
3
Cambridge working papers in economics
2
International journal of forecasting
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Oxford bulletin of economics and statistics
2
The econometrics journal
2
Computational economics
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
International economic review
1
Journal of economic surveys
1
Journal of empirical finance
1
Journal of the American Statistical Association : JASA
1
Macroeconomic dynamics
1
Nonparametric dynamic modelling
1
Special issue on panel data analysis
1
Testing integration and cointegration
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The review of economics and statistics
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ECONIS (ZBW)
68
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1
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10
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68
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1
An alternative bootstrap for proxy vector autoregressions
Bruns, Martin
;
Lütkepohl, Helmut
- In:
Computational economics
62
(
2023
)
4
,
pp. 1857-1882
Persistent link: https://www.econbiz.de/10014442568
Saved in:
2
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:
3
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:
4
Heteroscedastic proxy vector autoregressions
Lütkepohl, Helmut
;
Schlaak, Thore
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1268-1281
Persistent link: https://www.econbiz.de/10013539510
Saved in:
5
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:
6
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:
7
Nonparametric predictive regressions for stock return brediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012698837
Saved in:
8
Testing identification via heteroskedasticity in structural vector autoregressive models
Lütkepohl, Helmut
;
Meitz, Mika
;
Netšunajev, Aleksei
; …
- In:
The econometrics journal
24
(
2021
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012504441
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
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 562-588
Persistent link: https://www.econbiz.de/10012618568
Saved in:
10
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
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