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~accessRights:"free"
~person:"Linton, Oliver"
~person:"Peel, David"
~subject:"1921-1925"
~subject:"Colombia"
~subject:"Heteroskedastizität"
~subject:"Schätzung"
~subject:"Time series analysis"
~subject:"United States"
~subject:"time varying"
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1921-1925
Colombia
Heteroskedastizität
Schätzung
Time series analysis
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time varying
Zeitreihenanalyse
35
Nichtparametrisches Verfahren
22
Nonparametric statistics
22
Estimation theory
15
Schätztheorie
15
Theorie
13
Theory
13
Estimation
12
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8
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Kernel estimator
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Panel
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Panel study
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Statistical inference
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Volatility
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Volatilität
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locally stationary process
4
series estimator
4
Factor analysis
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Faktorenanalyse
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stock return prediction
3
Autocorrelation
2
Autokorrelation
2
COVID-19
2
Cointegration
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Coronavirus
2
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2
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Linton, Oliver
Peel, David
Caporale, Guglielmo Maria
178
Gil-Alaña, Luis A.
150
Koopman, Siem Jan
150
Gao, Jiti
109
Phillips, Peter C. B.
107
McAleer, Michael
83
Sibbertsen, Philipp
72
Hyndman, Rob J.
62
Pesaran, M. Hashem
62
Kapetanios, George
59
Franses, Philip Hans
55
Dijk, Herman K. van
51
Ravazzolo, Francesco
51
Lütkepohl, Helmut
49
Johansen, Søren
47
Lucas, André
47
Gil-Alana, Luis A.
45
Koop, Gary
45
Teräsvirta, Timo
42
Dijk, Dick van
41
Watson, Mark W.
41
Härdle, Wolfgang
39
Nielsen, Morten Ørregaard
39
Proietti, Tommaso
39
Blasques, Francisco
38
Gupta, Rangan
38
Stock, James H.
37
Hallin, Marc
36
Bauwens, Luc
34
Grassi, Stefano
34
Swanson, Norman R.
34
Schorfheide, Frank
33
Casarin, Roberto
32
Kunst, Robert M.
32
Fried, Roland
31
Harvey, Andrew C.
31
Medeiros, Marcelo C.
31
Feng, Yuanhua
30
Nielsen, Bent
30
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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
Working paper / Department of Econometrics and Business Statistics, Monash University
6
Janeway Institute working paper series
4
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3
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2
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2
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ECONIS (ZBW)
35
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1
Dynamic autoregressive liquidity (DArLiQ)
Hafner, Christian M.
;
Linton, Oliver
;
Wang, Linqi
-
2022
Persistent link: https://www.econbiz.de/10013263369
Saved in:
2
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:
3
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:
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/10013205300
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/10012608336
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 predictive regressions for stock return brediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012698837
Saved in:
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