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~isPartOf:"Applied financial economics"
~isPartOf:"Cambridge-INET working papers"
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines"
~isPartOf:"Discussion papers of interdisciplinary research project 373"
~isPartOf:"Econometric theory"
~isPartOf:"International economic review"
~isPartOf:"Journal of applied economics"
~isPartOf:"Working papers / Serie AD / Instituto Valenciano de Investigaciones Económicas"
~person:"Lanne, Markku"
~person:"Li, Qi"
~person:"Linton, Oliver"
~person:"Peel, David"
~subject:"1921-1923"
~subject:"Heteroskedastizität"
~subject:"Schätztheorie"
~subject:"Time series analysis"
~subject:"United States"
~subject:"World"
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Search: subject_exact:"Time series analysis"
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1921-1923
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Lanne, Markku
Li, Qi
Linton, Oliver
Peel, David
Phillips, Peter C. B.
100
Gil-Alaña, Luis A.
30
Robinson, Peter M.
26
Lütkepohl, Helmut
21
Saikkonen, Pentti
21
Härdle, Wolfgang
19
Breitung, Jörg
14
Chen, Xiaohong
11
Taylor, Robert
11
Giraitis, Liudas
10
Hidalgo, Javier
10
Lieberman, Offer
9
Tschernig, Rolf
9
Xiao, Zhijie
9
Gao, Jiti
8
Hong, Yongmiao
8
Wang, Qiying
8
Caporale, Guglielmo Maria
7
Harvey, Andrew C.
7
Magdalinos, Tassos
7
Sun, Yixiao
7
Yu, Jun
7
Candelon, Bertrand
6
Cavaliere, Giuseppe
6
Chambers, Marcus J.
6
Johansen, Søren
6
Kleinow, Torsten
6
Leybourne, Stephen James
6
Spokojnyj, Vladimir G.
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Tjostheim, Dag
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Vogelsang, Timothy J.
6
Yang, Lijian
6
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5
Choi, In
5
Harris, David
5
Jong, Robert M. de
5
Kreiß, Jens-Peter
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2
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Applied financial economics
Cambridge-INET working papers
Cowles Foundation discussion paper
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
Discussion papers of interdisciplinary research project 373
Econometric theory
International economic review
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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:
2
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:
3
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:
4
Detecting financial data dependence structure by averaging mixture copulas
Liu, Guannan
;
Long, Wei
;
Zhang, Xinyu
;
Li, Qi
- In:
Econometric theory
35
(
2019
)
4
,
pp. 777-815
Persistent link: https://www.econbiz.de/10012386828
Saved in:
5
A consistent nonparametric test on semiparametric smooth coefficient models with integrated time series
Sun, Yiguo
;
Cai, Zongwu
;
Li, Qi
- In:
Econometric theory
32
(
2016
)
4
,
pp. 988-1022
Persistent link: https://www.econbiz.de/10011644226
Saved in:
6
Noncausal vector autoregression
Lanne, Markku
;
Saikkonen, Pentti
- In:
Econometric theory
29
(
2013
)
3
,
pp. 447-481
Persistent link: https://www.econbiz.de/10009778526
Saved in:
7
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
Saved in:
8
Nonparametric inference for unbalanced time series data
Linton, Oliver
-
2004
Persistent link: https://www.econbiz.de/10002034286
Saved in:
9
A quantilogram approach to evaluating directional predictability
Linton, Oliver
;
Whang, Yoon-jae
-
2004
Persistent link: https://www.econbiz.de/10001961584
Saved in:
10
A quantilogram approach to evaluating directional predictability
Linton, Oliver
;
Whang, Yoon-jae
-
2003
Persistent link: https://www.econbiz.de/10001847102
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