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~accessRights:"free"
~accessRights:"restricted"
~person:"Linton, Oliver"
~person:"Peel, David"
~subject:"1921-1925"
~subject:"Colombia"
~subject:"Heteroskedastizität"
~subject:"Time series analysis"
~subject:"United States"
~subject:"Zeitreihenanalyse"
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1921-1925
Colombia
Heteroskedastizität
Time series analysis
United States
Zeitreihenanalyse
Nichtparametrisches Verfahren
28
Nonparametric statistics
28
Estimation theory
24
Schätztheorie
24
Theorie
19
Theory
19
Estimation
17
Schätzung
17
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12
Regressionsanalyse
12
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10
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10
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Induktive Statistik
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Kernel estimator
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Statistical inference
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Stochastischer Prozess
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USA
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locally stationary process
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series estimator
4
Dependence
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Efficiency
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Effizienzmarkthypothese
3
Factor analysis
3
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36
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27
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English
51
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Linton, Oliver
Peel, David
Gil-Alaña, Luis A.
213
Caporale, Guglielmo Maria
192
Koopman, Siem Jan
172
Phillips, Peter C. B.
127
Gao, Jiti
124
McAleer, Michael
96
Gupta, Rangan
93
Sibbertsen, Philipp
83
Hyndman, Rob J.
78
Kapetanios, George
73
Pesaran, M. Hashem
67
Lütkepohl, Helmut
64
Franses, Philip Hans
61
Ravazzolo, Francesco
59
Koop, Gary
58
Lucas, André
58
Marcellino, Massimiliano
55
Dijk, Herman K. van
53
Teräsvirta, Timo
53
Johansen, Søren
51
Proietti, Tommaso
49
Watson, Mark W.
49
Blasques, Francisco
47
Härdle, Wolfgang
47
Nielsen, Morten Ørregaard
46
Chan, Joshua
45
Gil-Alana, Luis A.
45
Hallin, Marc
45
Stock, James H.
44
Dijk, Dick van
43
Schorfheide, Frank
42
Grassi, Stefano
41
Medeiros, Marcelo C.
40
Kunst, Robert M.
39
Swanson, Norman R.
39
Bauwens, Luc
38
Hendry, David F.
38
Camacho, Maximo
37
Taylor, Robert
37
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Centre for Microdata Methods and Practice <London>
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
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Cambridge working papers in economics
9
CEMMAP working papers / Centre for Microdata Methods and Practice
8
Journal of econometrics
7
Working paper / Department of Econometrics and Business Statistics, Monash University
6
Janeway Institute working paper series
4
Working papers / Lancaster University Management School
3
Cambridge-INET working papers
2
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2
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
2
Economics letters
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
CEA_372Cass working paper series
1
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Econometric theory
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Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
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ECONIS (ZBW)
51
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1
Do consumption-based asset pricing models explain own-history predictability in stock market returns?
Ashby, Michael F.
;
Linton, Oliver
-
2022
Persistent link: https://www.econbiz.de/10013486082
Saved in:
2
Dynamic autoregressive liquidity (DArLiQ)
Hafner, Christian M.
;
Linton, Oliver
;
Wang, Linqi
-
2022
Persistent link: https://www.econbiz.de/10013263369
Saved in:
3
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:
4
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:
5
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:
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
On time trend of COVID-19 : a panel data study
Dong, Chaohua
;
Gao, Jiti
;
Linton, Oliver
;
Peng, Bin
-
2020
Persistent link: https://www.econbiz.de/10012608336
Saved in:
8
On time trend of COVID-19 : a panel data study
Dong, Chaohua
;
Gao, Jiti
;
Linton, Oliver
;
Peng, Bin
-
2020
Persistent link: https://www.econbiz.de/10013205300
Saved in:
9
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:
10
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:
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