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subject:"Zeitreihenanalyse"
~person:"Linton, Oliver"
~subject:"Regression analysis"
~subject:"Statistical error"
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Zeitreihenanalyse
Regression analysis
Statistical error
Estimation theory
143
Schätztheorie
143
Nichtparametrisches Verfahren
84
Nonparametric statistics
84
Estimation
32
Schätzung
32
Regressionsanalyse
31
Time series analysis
31
Theorie
18
Theory
18
Correlation
14
Korrelation
14
ARCH model
11
ARCH-Modell
11
Capital income
11
Kapitaleinkommen
11
Börsenkurs
10
Share price
10
Panel
8
Panel study
8
Statistical distribution
8
Statistische Verteilung
8
Volatility
8
Volatilität
8
Market microstructure
7
Marktmikrostruktur
7
Sparsity
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Core
6
Factor analysis
6
Faktorenanalyse
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Forecasting model
6
Prognoseverfahren
6
Semiparametric estimation
6
Induktive Statistik
5
Portfolio selection
5
Portfolio-Management
5
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English
56
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Linton, Oliver
Phillips, Peter C. B.
167
Gao, Jiti
103
Härdle, Wolfgang
64
Koopman, Siem Jan
53
Johansen, Søren
47
Kapetanios, George
46
Pesaran, M. Hashem
46
Dette, Holger
45
Lütkepohl, Helmut
42
Teräsvirta, Timo
42
Franses, Philip Hans
41
Li, Degui
39
Nielsen, Morten Ørregaard
39
Cai, Zongwu
37
Croux, Christophe
37
Swanson, Norman R.
37
Xiao, Zhijie
35
Koop, Gary
34
Stock, James H.
34
Su, Liangjun
33
Perron, Pierre
32
Robinson, Peter M.
32
Chernozhukov, Victor
31
Harvey, Andrew C.
31
Otsu, Taisuke
30
Chen, Xiaohong
29
Nielsen, Bent
29
Sibbertsen, Philipp
29
Sun, Yixiao
29
Watson, Mark W.
29
Peng, Bin
28
Taylor, Robert
28
McAleer, Michael
27
Engle, Robert F.
26
Nelson, Daniel B.
26
West, Kenneth D.
26
Hu, Yingyao
25
Li, Qi
25
Lucas, André
25
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
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Journal of econometrics
12
CEMMAP working papers / Centre for Microdata Methods and Practice
10
Econometric theory
8
Cambridge working papers in economics
7
Econometrics papers
5
Working paper / Department of Econometrics and Business Statistics, Monash University
4
Econometric reviews
2
Janeway Institute working paper series
2
Cambridge-INET working papers
1
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1
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1
Discussion papers of interdisciplinary research project 373
1
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
1
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ECONIS (ZBW)
56
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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
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:
4
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:
5
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:
6
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:
7
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:
8
Semiparametric nonlinear panel data models with measurement error
Linton, Oliver
;
Shiu, Ji-Liang
-
2019
Persistent link: https://www.econbiz.de/10012692254
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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