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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 theory"
~isPartOf:"Econometrics papers"
~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~isPartOf:"International economic review"
~isPartOf:"Working papers / Serie AD / Instituto Valenciano de Investigaciones Económicas"
~language:"eng"
~person:"Hidalgo, Javier"
~person:"Leybourne, Stephen James"
~person:"Li, Qi"
~person:"Linton, Oliver"
~person:"Peel, David"
~person:"Vogelsang, Timothy J."
~subject:"Heteroskedastizität"
~subject:"Time series analysis"
~subject:"United States"
~subject:"World"
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Search: subject_exact:"Time series analysis"
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Heteroskedastizität
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Zeitreihenanalyse
48
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18
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18
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Hidalgo, Javier
Leybourne, Stephen James
Li, Qi
Linton, Oliver
Peel, David
Vogelsang, Timothy J.
Phillips, Peter C. B.
100
Gil-Alaña, Luis A.
31
Lütkepohl, Helmut
21
Saikkonen, Pentti
21
Härdle, Wolfgang
19
Robinson, Peter M.
16
Breitung, Jörg
14
Chen, Xiaohong
11
Taylor, Robert
11
Lanne, Markku
9
Lieberman, Offer
9
Tschernig, Rolf
9
Gao, Jiti
8
Hong, Yongmiao
8
Wang, Qiying
8
Xiao, Zhijie
8
Magdalinos, Tassos
7
Perron, Pierre
7
Sun, Yixiao
7
Yu, Jun
7
Candelon, Bertrand
6
Caporale, Guglielmo Maria
6
Cavaliere, Giuseppe
6
Chambers, Marcus J.
6
Giraitis, Liudas
6
Johansen, Søren
6
Kleinow, Torsten
6
Spokojnyj, Vladimir G.
6
Tjostheim, Dag
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Yang, Lijian
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Chen, Song Xi
5
Choi, In
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2
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Suntory-Toyota International Centre for Economics and Related Disciplines
1
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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 papers of interdisciplinary research project 373
Econometric theory
Econometrics papers
Empirical economics : a quarterly journal of the Institute for Advanced Studies
International economic review
Working papers / Serie AD / Instituto Valenciano de Investigaciones Económicas
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35
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12
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9
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9
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9
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8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Econometric reviews
6
Working paper / Department of Econometrics and Business Statistics, Monash University
6
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Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
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Economica
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Journal of applied econometrics
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Journal of empirical finance
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Journal of time series econometrics
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Suntory and Toyota International Centres for Economics and Related Disciplines
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The international library of critical writings in econometrics
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Applied economics letters
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CAE working paper
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1
Nonparametric prediction with spatial data
Gupta, Abhimanyu
;
Hidalgo, Javier
-
2022
Persistent link: https://www.econbiz.de/10014429995
Saved in:
2
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:
3
Multivariate models of commodity futures markets : a dynamic copula approach
Chen, Sihong
;
Li, Qi
;
Wang, Qiaoyu
;
Zhang, Yu Yvette
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
6
,
pp. 3037-3057
Persistent link: https://www.econbiz.de/10014329023
Saved in:
4
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:
5
Inference without smoothing for large panels with cross-sectional and temporal dependence
Hidalgo, Javier
;
Schafgans, Marcia M. A.
-
2017
Persistent link: https://www.econbiz.de/10011889214
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
Testing for breaks in regression models with dependent data
Hidalgo, Javier
;
Dalla, Violetta
-
2015
Persistent link: https://www.econbiz.de/10011280122
Saved in:
8
A test for weak stationarity in the spectral domain
Hidalgo, Javier
;
Souza, Pedro C. L.
- In:
Econometric theory
35
(
2019
)
3
,
pp. 547-600
Persistent link: https://www.econbiz.de/10012146156
Saved in:
9
Heteroskedasticity autocorrelation robust inference in time series regressions with missing data
Rho, Seung-Hwa
;
Vogelsang, Timothy J.
- In:
Econometric theory
35
(
2019
)
3
,
pp. 601-629
Persistent link: https://www.econbiz.de/10012146158
Saved in:
10
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
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