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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:"Economics letters"
~isPartOf:"International economic review"
~isPartOf:"Journal of econometrics"
~isPartOf:"Working papers / Serie AD / Instituto Valenciano de Investigaciones Económicas"
~person:"Li, Qi"
~person:"Linton, Oliver"
~person:"Peel, David"
~subject:"1921-1925"
~subject:"Heteroskedastizität"
~subject:"Time series analysis"
~subject:"United States"
~subject:"World"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Time series analysis"
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1921-1925
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Time series analysis
United States
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Zeitreihenanalyse
36
Estimation theory
19
Schätztheorie
19
Theorie
18
Theory
18
Nichtparametrisches Verfahren
14
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14
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7
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Li, Qi
Linton, Oliver
Peel, David
Phillips, Peter C. B.
47
Taylor, Robert
30
Leybourne, Stephen James
21
Robinson, Peter M.
16
Franses, Philip Hans
15
Hong, Yongmiao
14
Lütkepohl, Helmut
14
Park, Joon Y.
14
Xiao, Zhijie
14
Gao, Jiti
13
Perron, Pierre
13
Chambers, Marcus J.
12
Chen, Xiaohong
12
Harvey, David I.
12
Hassler, Uwe
12
Koop, Gary
12
Cavaliere, Giuseppe
11
Johansen, Søren
11
Saikkonen, Pentti
11
Vogelsang, Timothy J.
11
Hallin, Marc
10
Schmidt, Peter
10
Swanson, Norman R.
10
Velasco, Carlos
10
Yu, Jun
10
Breitung, Jörg
9
Francq, Christian
9
Hecq, Alain W. J.
9
Horváth, Lajos
9
Zakoïan, Jean-Michel
9
Andersen, Torben
8
Choi, In
8
Gonzalo, Jesús
8
Hidalgo, Javier
8
Jong, Robert M. de
8
Koopman, Siem Jan
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Li, Jia
8
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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
Economics letters
International economic review
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5
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ECONIS (ZBW)
36
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1
A score statistic for testing the presence of a stochastic trend in conditional variances
Hong, Yongmiao
;
Linton, Oliver
;
McCabe, Brendan Peter Martin
- In:
Economics letters
213
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013442141
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
Estimation of a nonparametric model for bond prices from cross-section and time series information
Koo, Bonsoo
;
La Vecchia, Davide
;
Linton, Oliver
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 562-588
Persistent link: https://www.econbiz.de/10012618568
Saved in:
4
A weighted sieve estimator for nonparametric time series models with nonstationary variables
Dong, Chaohua
;
Linton, Oliver
;
Peng, Bin
- In:
Journal of econometrics
222
(
2021
)
2
,
pp. 909-932
Persistent link: https://www.econbiz.de/10012619807
Saved in:
5
Multiscale clustering of nonparametric regression curves
Vogt, Michael
;
Linton, Oliver
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 305-325
Persistent link: https://www.econbiz.de/10012439696
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
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:
8
Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity
Linton, Oliver
;
Xiao, Zhijie
- In:
Journal of econometrics
213
(
2019
)
2
,
pp. 608-631
Persistent link: https://www.econbiz.de/10012304598
Saved in:
9
Additive nonparametric models with time variable and both stationary and nonstationary regressors
Dong, Chaohua
;
Linton, Oliver
- In:
Journal of econometrics
207
(
2018
)
1
,
pp. 212-236
Persistent link: https://www.econbiz.de/10012116290
Saved in:
10
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
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