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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:"Wang, Chen"
~subject:"Cointegration"
~subject:"Heteroskedastizität"
~subject:"Market microstructure"
~subject:"Theory"
~subject:"Time series analysis"
~subject:"USA"
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Search: subject_exact:"Time series analysis"
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Cointegration
Heteroskedastizität
Market microstructure
Theory
Time series analysis
USA
Zeitreihenanalyse
11
Theorie
8
Estimation theory
3
Kointegration
3
Schätztheorie
3
Börsenkurs
2
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2
Estimation
2
Factor analysis
2
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2
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2
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2
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Induktive Statistik
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Innovation diffusion
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Innovationsdiffusion
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Karhunen-Loève expansion
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11
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Ding, Yashuang
Linton, Oliver
Wang, Chen
Phillips, Peter C. B.
83
Chen, Xiaohong
9
Abadir, Karim Maher
6
Lieberman, Offer
6
Yu, Jun
6
Andrews, Donald W. K.
5
Magdalinos, Tassos
5
Xiao, Zhijie
5
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
Psaradakis, Zacharias G.
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
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2
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CEA_372Cass working paper series
Cambridge-INET working papers
Cowles Foundation discussion paper
Discussion papers in economics
International economic review
The American journal of economics and sociology
Cambridge working papers in economics
14
Journal of econometrics
13
CEMMAP working papers / Centre for Microdata Methods and Practice
8
Working paper / Department of Econometrics and Business Statistics, Monash University
6
Econometric theory
5
Janeway Institute working paper series
5
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
3
Discussion paper series / LSE Financial Markets Group
2
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Discussion papers of interdisciplinary research project 373
1
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
1
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Economics letters
1
Handbook of financial time series
1
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ECONIS (ZBW)
11
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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
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:
3
Spurious factor analysis
Onatski, Alexei
;
Wang, Chen
-
2020
Persistent link: https://www.econbiz.de/10012793091
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
A quantilogram approach to evaluating directional predictability
Linton, Oliver
;
Whang, Yoon-jae
-
2004
Persistent link: https://www.econbiz.de/10001961584
Saved in:
10
More efficient kernel estimation in nonparametric regression with autocorrelated errors
Xiao, Zhijie
;
Linton, Oliver
;
Carroll, Raymond J.
; …
-
2002
Persistent link: https://www.econbiz.de/10001686083
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