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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 papers of interdisciplinary research project 373"
~isPartOf:"Econometric reviews"
~isPartOf:"Econometric theory"
~isPartOf:"Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"International economic review"
~isPartOf:"Working papers / Serie AD / Instituto Valenciano de Investigaciones Económicas"
~person:"Chen, Xiaohong"
~person:"Kreiß, Jens-Peter"
~person:"Leybourne, Stephen James"
~person:"Li, Qi"
~person:"Linton, Oliver"
~person:"Peel, David"
~subject:"Cointegration"
~subject:"Core"
~subject:"Effizienzmarkthypothese"
~subject:"Heteroskedastizität"
~subject:"Kaufkraftparität"
~subject:"Nonlinear regression"
~subject:"Schätzung"
~subject:"Time series analysis"
~subject:"United States"
~subject:"World"
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Cointegration
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Time series analysis
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Chen, Xiaohong
Kreiß, Jens-Peter
Leybourne, Stephen James
Li, Qi
Linton, Oliver
Peel, David
Phillips, Peter C. B.
107
Gil-Alaña, Luis A.
28
Lütkepohl, Helmut
21
Saikkonen, Pentti
21
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19
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18
Breitung, Jörg
14
Gao, Jiti
11
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10
Cavaliere, Giuseppe
9
Hong, Yongmiao
9
Lanne, Markku
9
Teräsvirta, Timo
9
Tschernig, Rolf
9
Wang, Qiying
9
Johansen, Søren
8
Magdalinos, Tassos
8
Xiao, Zhijie
8
Yu, Jun
8
Dagum, Estela Bee
7
McElroy, Tucker
7
Perron, Pierre
7
Politis, Dimitris N.
7
Robinson, Peter M.
7
Sun, Yixiao
7
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6
Candelon, Bertrand
6
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6
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6
Kleinow, Torsten
6
Maasoumi, Esfandiar
6
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6
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6
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6
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Applied financial economics
Cambridge-INET working papers
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Discussion papers of interdisciplinary research project 373
Econometric reviews
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Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
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37
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6
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Handbook of financial time series
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Journal of empirical finance
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The international library of critical writings in econometrics
2
Applied economics letters
1
Boston College working papers in economics
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CEA_372Cass working paper series
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CREDIT research paper
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ECONIS (ZBW)
51
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1
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
Copula-based time series with filtered nonstationarity
Chen, Xiaohong
;
Xiao, Zhijie
;
Wang, Bo
-
2020
-
Final version: October 2020
Persistent link: https://www.econbiz.de/10012320594
Saved in:
3
A ReMeDI for microstructure noise
Li, Z. Merrick
;
Linton, Oliver
- In:
Econometrica : journal of the Econometric Society, an …
90
(
2022
)
1
,
pp. 367-389
Persistent link: https://www.econbiz.de/10012821689
Saved in:
4
Efficient estimation of multivariate semi-nonparametric GARCH filtered copula models
Chen, Xiaohong
;
Huang, Zhuo
;
Yi, Yanping
-
2019
-
Revised October 2019
Persistent link: https://www.econbiz.de/10012153489
Saved in:
5
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:
6
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:
7
Sieve semiparametric two-step GMM under weak dependence
Chen, Xiaohong
;
Liao, Zhipeng
-
2015
Persistent link: https://www.econbiz.de/10011312300
Saved in:
8
Testing explosive bubbles with time-varying volatility
Harvey, David I.
;
Leybourne, Stephen James
;
Zu, Yang
- In:
Econometric reviews
38
(
2019
)
10
,
pp. 1131-1151
Persistent link: https://www.econbiz.de/10012181398
Saved in:
9
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:
10
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
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