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subject:"Zeitreihenanalyse"
~person:"Linton, Oliver"
~subject:"Kapitaleinkommen"
~subject:"Statistical inference"
~subject:"Volatilität"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Kapitaleinkommen
Statistical inference
Volatilität
Estimation theory
142
Schätztheorie
142
Nichtparametrisches Verfahren
83
Nonparametric statistics
83
Estimation
32
Schätzung
32
Regression analysis
31
Regressionsanalyse
31
Time series analysis
31
Theorie
18
Theory
18
Correlation
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Korrelation
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Capital income
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Panel study
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Statistical distribution
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Volatility
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Market microstructure
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Marktmikrostruktur
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Sparsity
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Factor analysis
6
Faktorenanalyse
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Prognoseverfahren
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Semiparametric estimation
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5
Induktive Statistik
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Portfolio selection
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English
44
Author
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Linton, Oliver
Phillips, Peter C. B.
110
Gao, Jiti
82
Koopman, Siem Jan
59
Andrews, Donald W. K.
49
Nielsen, Morten Ørregaard
48
Pesaran, M. Hashem
48
Johansen, Søren
43
Teräsvirta, Timo
43
Franses, Philip Hans
42
Lütkepohl, Helmut
42
Kapetanios, George
40
Diebold, Francis X.
38
Swanson, Norman R.
35
Chernozhukov, Victor
33
Stock, James H.
33
Nelson, Daniel B.
32
Harvey, Andrew C.
31
Sibbertsen, Philipp
30
Engle, Robert F.
29
Koop, Gary
29
Ghysels, Eric
28
Li, Degui
28
Peng, Bin
28
Watson, Mark W.
28
Lucas, André
27
Taylor, Robert
27
Härdle, Wolfgang
26
Gouriéroux, Christian
25
Maravall Herrero, Agustín
25
Robinson, Peter M.
25
Cavaliere, Giuseppe
24
Inoue, Atsushi
24
Kilian, Lutz
24
Perron, Pierre
24
Blasques, Francisco
23
Chambers, Marcus J.
23
Nielsen, Bent
23
Xiao, Zhijie
23
Dong, Chaohua
22
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Journal of econometrics
11
CEMMAP working papers / Centre for Microdata Methods and Practice
7
Cambridge working papers in economics
7
Working paper / Department of Econometrics and Business Statistics, Monash University
4
Econometric theory
3
Econometrics papers
3
Cambridge-INET working papers
2
Janeway Institute working paper series
2
Cowles Foundation discussion paper
1
Discussion paper / LSE Financial Markets Group
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
Handbook of financial time series
1
Journal of empirical finance
1
Journal of the American Statistical Association : JASA
1
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ECONIS (ZBW)
44
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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
Robust estimation of integrated volatility
Li, Zhen
;
Linton, Oliver
-
2021
Persistent link: https://www.econbiz.de/10013206057
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 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:
6
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:
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
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:
9
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:
10
Nonparametric predictive regressions for stock return brediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012698837
Saved in:
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