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~accessRights:"free"
~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Cambridge-INET working papers"
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"International economic review"
~isPartOf:"The American journal of economics and sociology"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~person:"Linton, Oliver"
~subject:"Estimation theory"
~subject:"Heteroskedastizität"
~subject:"Prognoseverfahren"
~subject:"Time series analysis"
~subject:"USA"
~type:"book"
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Estimation theory
Heteroskedastizität
Prognoseverfahren
Time series analysis
USA
Zeitreihenanalyse
17
Nichtparametrisches Verfahren
11
Nonparametric statistics
11
Estimation
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Schätztheorie
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series estimator
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Linton, Oliver
Gao, Jiti
56
Phillips, Peter C. B.
55
Hyndman, Rob J.
54
Athanasopoulos, George
22
Martin, Gael M.
21
Harvey, Andrew C.
19
Poskitt, Donald Stephen
17
Peng, Bin
16
Dong, Chaohua
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14
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Chen, Xiaohong
9
Vahid, Farshid
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Li, Degui
8
McCabe, Brendan Peter Martin
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Pan, Guangming
7
Panagiotelis, Anastasios
7
Lieberman, Offer
6
Ord, John Keith
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Yang, Yanrong
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Yu, Jun
6
Ben Taieb, Souhaib
5
Frazier, David T.
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Grose, Simone D.
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Magdalinos, Tassos
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Shang, Han Lin
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Yan, Yayi
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Zhang, Bo
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Anderson, Heather M.
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Cook, Dianne
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Kang, Yanfei
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King, Maxwell L.
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Koo, Bonsoo
4
Maneesoonthorn, Worapree
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Cambridge working papers in economics
Cambridge-INET working papers
Cowles Foundation discussion paper
International economic review
The American journal of economics and sociology
Working paper / Department of Econometrics and Business Statistics, Monash University
CEMMAP working papers / Centre for Microdata Methods and Practice
8
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Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
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ECONIS (ZBW)
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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
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 recovery of the yield curve evolution from cross-section and time series information
Koo, Bonsoo
;
La Vecchia, Davide
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012697699
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