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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:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~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:"1921-1923"
~subject:"Cointegration"
~subject:"Heteroskedastizität"
~subject:"Statistical theory"
~subject:"Time series analysis"
~subject:"United States"
~subject:"World"
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1921-1923
Cointegration
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Zeitreihenanalyse
41
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21
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21
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19
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17
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Li, Qi
Linton, Oliver
Peel, David
Phillips, Peter C. B.
126
Gil-Alaña, Luis A.
31
Taylor, Robert
29
Lütkepohl, Helmut
25
Saikkonen, Pentti
24
Chen, Xiaohong
21
Härdle, Wolfgang
20
Breitung, Jörg
19
Xiao, Zhijie
18
Leybourne, Stephen James
16
Robinson, Peter M.
16
Gao, Jiti
15
Hong, Yongmiao
14
Yu, Jun
14
Lieberman, Offer
13
Park, Joon Y.
13
Perron, Pierre
13
Swanson, Norman R.
12
Cavaliere, Giuseppe
11
Johansen, Søren
11
Sun, Yixiao
11
Wang, Qiying
11
Chambers, Marcus J.
10
Hallin, Marc
10
Horváth, Lajos
10
Koop, Gary
10
Lanne, Markku
10
Magdalinos, Tassos
10
Velasco, Carlos
10
Vogelsang, Timothy J.
10
Andersen, Torben
9
Francq, Christian
9
Harvey, David I.
9
Li, Jia
9
Teräsvirta, Timo
9
Tschernig, Rolf
9
Zakoïan, Jean-Michel
9
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8
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Journal of econometrics
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ECONIS (ZBW)
41
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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
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:
3
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:
4
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:
5
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:
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
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:
8
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:
9
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:
10
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
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