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~accessRights:"free"
~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"Working paper / World Institute for Development Economics Research"
~language:"eng"
~person:"Linton, Oliver"
~subject:"Business cycle"
~subject:"Estimation theory"
~subject:"Suchtheorie"
~subject:"Theory"
~subject:"Welt"
~subject:"World"
~type:"book"
~type_genre:"Graue Literatur"
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Business cycle
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13
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11
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11
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11
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Linton, Oliver
Koopman, Siem Jan
115
Verhoef, Erik T.
93
Lucas, André
74
Nijkamp, Peter
73
Brink, René van den
62
Dijk, Herman K. van
51
Pesaran, M. Hashem
50
Dur, Robert A. J.
43
McAleer, Michael
41
Rietveld, Piet
40
Moraga-González, José Luis
39
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36
Janssen, Maarten C. W.
35
Laan, Gerard van der
35
Gautier, Pieter
33
Blasques, Francisco
32
Teulings, Coen N.
31
Hinloopen, Jeroen
29
Ommeren, Jos van
29
Vries, Casper G. de
29
Dijk, Dick van
28
Bergh, Jeroen C. J. M. van den
27
Hommes, Cars H.
27
Rouwendal, Jan
26
Francois, Joseph F.
25
Schabert, Andreas
25
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24
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24
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23
Hoogerheide, Lennart
23
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22
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22
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21
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21
Perotti, Enrico C.
19
Florax, Raymond J. G. M.
18
Marrewijk, Charles van
18
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18
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17
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Cambridge working papers in economics
Discussion paper / Tinbergen Institute
Working paper / World Institute for Development Economics Research
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42
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15
Econometrics papers
13
Working paper / Department of Econometrics and Business Statistics, Monash University
12
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8
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8
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7
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6
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5
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5
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1
CCE estimation of high-dimensional panel data models with interactive fixed effects
Vogt, Michael
;
Walsh, Christopher
;
Linton, Oliver
-
2022
Persistent link: https://www.econbiz.de/10013485021
Saved in:
2
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:
3
Dynamic autoregressive liquidity (DArLiQ)
Hafner, Christian M.
;
Linton, Oliver
;
Wang, Linqi
-
2022
Persistent link: https://www.econbiz.de/10013263369
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
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:
6
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:
7
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:
8
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:
9
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:
10
Non-standard errors
Menkveld, Albert J.
;
Holzmeister, Felix
;
Johannesson, Magnus
-
2021
Persistent link: https://www.econbiz.de/10013262857
Saved in:
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