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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"
~person:"Ding, Yashuang"
~person:"Linton, Oliver"
~person:"Wang, Chen"
~subject:"Cointegration"
~subject:"Heteroskedastizität"
~subject:"Prognoseverfahren"
~subject:"Theory"
~subject:"Time series analysis"
~subject:"USA"
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Cointegration
Heteroskedastizität
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Theory
Time series analysis
USA
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11
Theorie
8
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3
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3
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3
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2
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2
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2
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2
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Ding, Yashuang
Linton, Oliver
Wang, Chen
Phillips, Peter C. B.
81
Chen, Xiaohong
9
Abadir, Karim Maher
6
Lieberman, Offer
6
Yu, Jun
6
Magdalinos, Tassos
5
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
Psaradakis, Zacharias G.
3
Trapani, Lorenzo
3
Attanasio, Orazio P.
2
Coroneo, Laura
2
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2
Dalla, Violetta
2
Demirbas, Dilek
2
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2
Giraitis, Liudas
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Han, Chirok
2
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2
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2
Kheifets, Igor
2
Larsson, Rolf
2
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2
Marsh, Patrick W. N.
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
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
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3
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2
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1
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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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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
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
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
Saved in:
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