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~isPartOf:"CEA_372Cass working paper series"
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Discussion papers in economics"
~isPartOf:"International economic review"
~isPartOf:"Janeway Institute working paper series"
~isPartOf:"The American journal of economics and sociology"
~person:"Ding, Yashuang"
~person:"Linton, Oliver"
~person:"Magdalinos, Tassos"
~person:"Wang, Chen"
~subject:"Cointegration"
~subject:"Heteroskedastizität"
~subject:"Prognoseverfahren"
~subject:"Theory"
~subject:"Time series analysis"
~subject:"USA"
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Search: subject_exact:"Time series analysis"
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Cointegration
Heteroskedastizität
Prognoseverfahren
Theory
Time series analysis
USA
Zeitreihenanalyse
15
Theorie
9
Autocorrelation
4
Autokorrelation
4
Einheitswurzeltest
4
Estimation theory
4
Nichtparametrisches Verfahren
4
Nonparametric statistics
4
Schätztheorie
4
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4
Estimation
3
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3
Schätzung
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Aktienmarkt
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Analysis of variance
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Brownian semi-martingale
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CLIME
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Causality analysis
1
Correlation
1
Efficient market hypothesis
1
Effizienzmarkthypothese
1
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1
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1
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14
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9
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9
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English
15
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Ding, Yashuang
Linton, Oliver
Magdalinos, Tassos
Wang, Chen
Phillips, Peter C. B.
83
Chen, Xiaohong
9
Abadir, Karim Maher
6
Li, Degui
6
Lieberman, Offer
6
Yu, Jun
6
Xiao, Zhijie
5
Andrews, Donald W. K.
4
Chen, Jia
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
Peel, David
2
Rossana, Robert J.
2
Rust, John
2
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CEA_372Cass working paper series
Cowles Foundation discussion paper
Discussion papers in economics
International economic review
Janeway Institute working paper series
The American journal of economics and sociology
Journal of econometrics
16
Cambridge working papers in economics
14
CEMMAP working papers / Centre for Microdata Methods and Practice
8
Econometric theory
7
Cambridge-INET working papers
6
Working paper / Department of Econometrics and Business Statistics, Monash University
6
Cowles Foundation Discussion Paper
3
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
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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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Economics letters
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Handbook of financial time series
1
Journal of applied economics
1
Journal of the American Statistical Association : JASA
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The econometrics journal
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The refinement of econometric estimation and test procedures : finite sample and asymptoyic analysis
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ECONIS (ZBW)
15
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1
Do consumption-based asset pricing models explain own-history predictability in stock market returns?
Ashby, Michael F.
;
Linton, Oliver
-
2022
Persistent link: https://www.econbiz.de/10013486082
Saved in:
2
Dynamic autoregressive liquidity (DArLiQ)
Hafner, Christian M.
;
Linton, Oliver
;
Wang, Linqi
-
2022
Persistent link: https://www.econbiz.de/10013263369
Saved in:
3
Nonparametric estimation of large spot volatility matrices for high-frequency financial data
Bu, Ruijun
;
Li, Degui
;
Linton, Oliver
;
Wang, Hanchao
-
2022
-
This version: March 16, 2022
Persistent link: https://www.econbiz.de/10013263439
Saved in:
4
Estimating time-varying networks for high-dimensional time series
Chen, Jia
;
Li, Degui
;
Li, Yuning
;
Linton, Oliver
-
2022
-
Version: December 13, 2022
Persistent link: https://www.econbiz.de/10013503856
Saved in:
5
Conditional heteroskedasticity in the volatility of asset returns
Ding, Yashuang
-
2021
Persistent link: https://www.econbiz.de/10013262866
Saved in:
6
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:
7
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:
8
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:
9
Smoothing local-to-moderate unit root theory
Phillips, Peter C. B.
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003767425
Saved in:
10
Limit theory for explosively cointegrated systems
Phillips, Peter C. B.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003723140
Saved in:
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