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~isPartOf:"Applied financial economics"
~isPartOf:"Cambridge-INET working papers"
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"Discussion papers of interdisciplinary research project 373"
~isPartOf:"Econometric theory"
~isPartOf:"International economic review"
~isPartOf:"Janeway Institute working paper series"
~isPartOf:"The international library of critical writings in econometrics"
~isPartOf:"Working papers / Serie AD / Instituto Valenciano de Investigaciones Económicas"
~person:"Caporale, Guglielmo Maria"
~person:"Chen, Song Xi"
~person:"Leybourne, Stephen James"
~person:"Linton, Oliver"
~person:"Peel, David"
~person:"Yang, Lijian"
~subject:"Autokorrelation"
~subject:"Cointegration"
~subject:"Efficient market hypothesis"
~subject:"Heteroskedastizität"
~subject:"Time series analysis"
~subject:"United States"
~subject:"Welt"
~subject:"World"
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Autokorrelation
Cointegration
Efficient market hypothesis
Heteroskedastizität
Time series analysis
United States
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Zeitreihenanalyse
48
Theorie
27
Theory
27
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Schätztheorie
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Nonparametric statistics
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Caporale, Guglielmo Maria
Chen, Song Xi
Leybourne, Stephen James
Linton, Oliver
Peel, David
Yang, Lijian
Phillips, Peter C. B.
100
Gil-Alaña, Luis A.
28
Lütkepohl, Helmut
21
Saikkonen, Pentti
21
Härdle, Wolfgang
19
Breitung, Jörg
14
Chen, Xiaohong
11
Taylor, Robert
11
Forni, Mario
9
Lanne, Markku
9
Lieberman, Offer
9
Tschernig, Rolf
9
Gao, Jiti
8
Hong, Yongmiao
8
Reichlin, Lucrezia
8
Wang, Qiying
8
Xiao, Zhijie
8
Magdalinos, Tassos
7
Sun, Yixiao
7
Yu, Jun
7
Camacho, Maximo
6
Candelon, Bertrand
6
Cavaliere, Giuseppe
6
Chambers, Marcus J.
6
Ghysels, Eric
6
Johansen, Søren
6
Kleinow, Torsten
6
Lippi, Marco
6
Marcellino, Massimiliano
6
Pérez-Quirós, Gabriel
6
Robinson, Peter M.
6
Spokojnyj, Vladimir G.
6
Tjostheim, Dag
6
Vogelsang, Timothy J.
6
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
7
Instituto Valenciano de Investigaciones Económicas
2
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Applied financial economics
Cambridge-INET working papers
Cowles Foundation discussion paper
Discussion paper / Centre for Economic Policy Research
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Discussion papers of interdisciplinary research project 373
Econometric theory
International economic review
Janeway Institute working paper series
The international library of critical writings in econometrics
Working papers / Serie AD / Instituto Valenciano de Investigaciones Económicas
CESifo working papers
56
Economics and finance working paper series
49
Journal of econometrics
24
Discussion papers / Deutsches Institut für Wirtschaftsforschung
21
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20
DIW Berlin Discussion Paper
15
CESifo Working Paper Series
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Applied economics
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Economics letters
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9
Applied economics letters
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CEMMAP working papers / Centre for Microdata Methods and Practice
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Oxford bulletin of economics and statistics
7
Working paper / Department of Econometrics and Business Statistics, Monash University
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Journal of international money and finance
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
An Elgar reference collection
3
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
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Econometric reviews
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Finance research letters
3
Journal of economics and finance
3
Journal of economics and finance : JEF
3
Journal of forecasting
3
Research in international business and finance
3
The econometrics journal
3
Working papers / Lancaster University Management School
3
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
2
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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
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
Saved in:
7
Quantilograms under strong dependence
Lee, Ji Hyung
;
Linton, Oliver
;
Whang, Yoon-jae
- In:
Econometric theory
36
(
2020
)
3
,
pp. 457-487
Persistent link: https://www.econbiz.de/10012240727
Saved in:
8
Testing the order of fractional integration of a time series in the possible presence of a trend break at an unknown point
Iacone, Fabrizio
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Econometric theory
35
(
2019
)
6
,
pp. 1201-1233
Persistent link: https://www.econbiz.de/10012149284
Saved in:
9
On the behavior of fixed-b trend break tests under fractional integration
Iacone, Fabrizio
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Econometric theory
29
(
2013
)
2
,
pp. 393-418
Persistent link: https://www.econbiz.de/10009760001
Saved in:
10
Estimation of and inference about the expected shortfall for time series with infinite variance
Linton, Oliver
;
Xiao, Zhijie
- In:
Econometric theory
29
(
2013
)
4
,
pp. 771-807
Persistent link: https://www.econbiz.de/10010210161
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