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~accessRights:"free"
~language:"eng"
~person:"Linton, Oliver"
~person:"McAleer, Michael"
~subject:"Börsenkurs"
~subject:"Data-Envelopment-Analyse"
~subject:"Schätzung"
~type:"book"
~type_genre:"Non-commercial literature"
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Börsenkurs
Data-Envelopment-Analyse
Schätzung
Volatility
166
Volatilität
163
Theorie
139
Theory
139
ARCH model
122
ARCH-Modell
122
Estimation
111
Time series analysis
92
Zeitreihenanalyse
92
Welt
91
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91
Nichtparametrisches Verfahren
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Bibliometrics
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142
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4
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Linton, Oliver
McAleer, Michael
Caporale, Guglielmo Maria
229
Gil-Alaña, Luis A.
134
Belke, Ansgar
110
Wagner, Joachim
100
Gupta, Rangan
87
Schneider, Friedrich
75
Pesaran, M. Hashem
73
Berg, Gerard J. van den
69
Härdle, Wolfgang
67
Schnabel, Claus
66
Buch, Claudia M.
64
Winter-Ebmer, Rudolf
61
Addison, John T.
60
Woessmann, Ludger
57
Bauer, Thomas K.
55
Hautsch, Nikolaus
55
Rycx, François
55
Puhani, Patrick A.
54
Heckman, James J.
53
Nijkamp, Peter
52
Tansel, Aysıt
52
Dreger, Christian
51
Koopman, Siem Jan
51
Riphahn, Regina T.
51
Afonso, António
47
Jenkins, Stephen
47
Ours, Jan C. van
47
Stulz, René M.
45
Fitzenberger, Bernd
44
Pierdzioch, Christian
44
Görg, Holger
43
Lechner, Michael
43
Van Reenen, John
42
Bloom, Nicholas
41
Czarnitzki, Dirk
41
Kaiser, Ulrich
39
Schmidt, Christoph M.
39
Zimmermann, Klaus F.
39
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Econometric Institute research papers
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28
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19
CEMMAP working papers / Centre for Microdata Methods and Practice
17
Cambridge working papers in economics
14
Cambridge-INET working papers
8
Working paper / Department of Econometrics and Business Statistics, Monash University
6
Janeway Institute working paper series
5
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4
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2
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ECONIS (ZBW)
142
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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
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
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:
5
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:
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/10013494366
Saved in:
7
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:
8
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:
9
Dynamic peer groups of arbitrage characteristics
Ge, Shuyi
;
Li, Shaoran
;
Linton, Oliver
-
2020
Persistent link: https://www.econbiz.de/10013205408
Saved in:
10
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:
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