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~isPartOf:"CEA_372Cass working paper series"
~isPartOf:"Cambridge-INET working papers"
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Discussion papers in economics"
~isPartOf:"International economic review"
~isPartOf:"The American journal of economics and sociology"
~person:"Ding, Yashuang"
~person:"Linton, Oliver"
~person:"Magdalinos, Tassos"
~person:"Psaradakis, Zacharias G."
~person:"Wang, Chen"
~subject:"Cointegration"
~subject:"Heteroskedastizität"
~subject:"Prognoseverfahren"
~subject:"Share price"
~subject:"Theory"
~subject:"Time series analysis"
~subject:"USA"
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Cointegration
Heteroskedastizität
Prognoseverfahren
Share price
Theory
Time series analysis
USA
Zeitreihenanalyse
19
Theorie
12
Estimation theory
6
Schätztheorie
6
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5
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5
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5
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2
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2
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Ding, Yashuang
Linton, Oliver
Magdalinos, Tassos
Psaradakis, Zacharias G.
Wang, Chen
Phillips, Peter C. B.
83
Chen, Xiaohong
9
Abadir, Karim Maher
6
Lieberman, Offer
6
Yu, Jun
6
Xiao, Zhijie
5
Andrews, Donald W. K.
4
Chen, Jia
4
Li, Degui
4
Onatski, Alexei
4
Ploberger, Werner
4
Sun, Yixiao
4
Urga, Giovanni
4
Wang, Qiying
4
Chambers, Marcus J.
3
Coakley, Jerry
3
Gao, Jiti
3
Jin, Sainan
3
Liao, Zhipeng
3
Trapani, Lorenzo
3
Attanasio, Orazio P.
2
Coroneo, Laura
2
Corradi, Valentina
2
Dalla, Violetta
2
Demirbas, Dilek
2
Fuertes, Ana María
2
Giraitis, Liudas
2
Han, Chirok
2
Iacone, Fabrizio
2
Kao, Chihwa
2
Kheifets, Igor
2
Larsson, Rolf
2
Li, Qi
2
Marsh, Patrick W. N.
2
Moon, Hyungsik R.
2
Peel, David
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CEA_372Cass working paper series
Cambridge-INET working papers
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Discussion papers in economics
International economic review
The American journal of economics and sociology
Journal of econometrics
17
Cambridge working papers in economics
14
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8
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7
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6
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5
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4
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The refinement of econometric estimation and test procedures : finite sample and asymptoyic analysis
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ECONIS (ZBW)
19
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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
Spurious factor analysis
Onatski, Alexei
;
Wang, Chen
-
2020
Persistent link: https://www.econbiz.de/10012793091
Saved in:
3
Weak diffusion limit of real-time GARCH models : the role of current return information
Ding, Yashuang
-
2020
Persistent link: https://www.econbiz.de/10013206474
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
Extreme canonical correlations and high-dimensional cointegration analysis
Onatski, Alexei
;
Wang, Chen
-
2017
Persistent link: https://www.econbiz.de/10012667643
Saved in:
6
Alternative asymptotics for cointegration tests in large VARs
Onatski, Alexei
;
Wang, Chen
-
2016
Persistent link: https://www.econbiz.de/10011538884
Saved in:
7
Semiparametric model averaging of ultra-high dimensional time series
Chen, Jia
;
Li, Degui
;
Linton, Oliver
;
Lu, Zu-di
-
2015
Persistent link: https://www.econbiz.de/10011411616
Saved in:
8
Estimation of and inference about the expected shortfall for time series with infinite variance
Linton, Oliver
;
Xiao, Zhijie
-
2012
Persistent link: https://www.econbiz.de/10009578157
Saved in:
9
Unit root and cointegrating limit theory when initialization is in the infinite past
Phillips, Peter C. B.
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003724269
Saved in:
10
Smoothing local-to-moderate unit root theory
Phillips, Peter C. B.
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003767425
Saved in:
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