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~accessRights:"free"
~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"Ensaios econômicos"
~isPartOf:"Working paper / World Institute for Development Economics Research"
~language:"eng"
~person:"Francois, Joseph F."
~person:"Linton, Oliver"
~subject:"Business cycle"
~subject:"Nichtparametrisches Verfahren"
~subject:"Suchtheorie"
~subject:"Theory"
~subject:"Welt"
~subject:"World"
~type:"book"
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Business cycle
Nichtparametrisches Verfahren
Suchtheorie
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Estimation
22
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Nonparametric statistics
20
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19
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Francois, Joseph F.
Linton, Oliver
Koopman, Siem Jan
96
Verhoef, Erik T.
94
Nijkamp, Peter
71
Lucas, André
67
Brink, René van den
61
Pesaran, M. Hashem
49
Dijk, Herman K. van
48
Dur, Robert A. J.
44
Rietveld, Piet
41
McAleer, Michael
40
Moraga-González, José Luis
40
Groot, Henri L. F. de
38
Janssen, Maarten C. W.
36
Laan, Gerard van der
35
Gautier, Pieter
34
Teulings, Coen N.
33
Ommeren, Jos van
32
Hinloopen, Jeroen
31
Hommes, Cars H.
28
Rouwendal, Jan
28
Bergh, Jeroen C. J. M. van den
27
Vries, Casper G. de
27
Schabert, Andreas
25
Swank, Otto H.
25
Dijk, Dick van
23
Hoogerheide, Lennart
23
Wijnbergen, Sweder van
22
Berg, Vincent A. C. van den
21
Blasques, Francisco
21
Perotti, Enrico C.
21
Bos, Charles S.
20
Diks, Cees G. H.
20
Gooijer, Jan G. de
20
Goyal, Sanjeev
20
Marrewijk, Charles van
20
Mohaddes, Kamiar
19
Pollitt, Michael G.
19
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Ensaios econômicos
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CEMMAP working papers / Centre for Microdata Methods and Practice
42
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17
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12
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7
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6
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IMF Working Papers, Vol. , pp. 1-17, 2008
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ECONIS (ZBW)
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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
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:
4
GMM estimation for high-dimensional panel data models
Cheng, Tingting
;
Dong, Chaohua
;
Gao, Jiti
;
Linton, Oliver
-
2022
Persistent link: https://www.econbiz.de/10013484930
Saved in:
5
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:
6
A nonparametric panel model for climate data with seasonal and spatial variation
Gao, Jiti
;
Linton, Oliver
;
Peng, Bin
-
2022
Persistent link: https://www.econbiz.de/10013484997
Saved in:
7
Consistent testing for an implication of supermodular dominance
Chung, Danbi
;
Linton, Oliver
;
Whang, Yoon-jae
-
2021
Persistent link: https://www.econbiz.de/10013257478
Saved in:
8
Non-standard errors
Menkveld, Albert J.
;
Holzmeister, Felix
;
Johannesson, Magnus
-
2021
Persistent link: https://www.econbiz.de/10013262857
Saved in:
9
A unified framework for specification tests of continuous treatment effect models
Huang, Wei
;
Linton, Oliver
;
Zhang, Zheng
-
2021
Persistent link: https://www.econbiz.de/10013254169
Saved in:
10
Dynamic peer groups of arbitrage characteristics
Ge, Shuyi
;
Li, Shaoran
;
Linton, Oliver
-
2020
Persistent link: https://www.econbiz.de/10013205408
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