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subject:"Zeitreihenanalyse"
~person:"Linton, Oliver"
~subject:"Statistical distribution"
~subject:"Statistical error"
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Zeitreihenanalyse
Statistical distribution
Statistical error
Estimation theory
141
Schätztheorie
141
Nichtparametrisches Verfahren
82
Nonparametric statistics
82
Estimation
32
Schätzung
32
Regression analysis
31
Regressionsanalyse
31
Time series analysis
31
Theorie
18
Theory
18
Correlation
14
Korrelation
14
ARCH model
11
ARCH-Modell
11
Capital income
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Kapitaleinkommen
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Börsenkurs
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Share price
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Panel
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Panel study
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Statistische Verteilung
8
Volatility
8
Volatilität
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Market microstructure
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Marktmikrostruktur
7
Sparsity
7
Factor analysis
6
Faktorenanalyse
6
Forecasting model
6
Prognoseverfahren
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Semiparametric estimation
6
Core
5
Induktive Statistik
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Portfolio selection
5
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English
44
Author
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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
Harvey, Andrew C.
32
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
11
CEMMAP working papers / Centre for Microdata Methods and Practice
6
Cambridge working papers in economics
6
Working paper / Department of Econometrics and Business Statistics, Monash University
4
Econometric theory
3
Econometrics papers
3
Econometric reviews
2
Janeway Institute working paper series
2
Cambridge-INET working papers
1
Cowles Foundation discussion paper
1
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
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
Insurance / Mathematics & economics
1
Journal of the American Statistical Association : JASA
1
The econometrics journal
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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
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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