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~isPartOf:"CEMMAP working papers / Centre for Microdata Methods and Practice"
~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Cambridge-INET working papers"
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Discussion paper series / IZA"
~isPartOf:"Econometric theory"
~isPartOf:"Econometrics papers"
~isPartOf:"International economic review"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Quantitative economics : QE ; journal of the Econometric Society"
~isPartOf:"The American journal of economics and sociology"
~person:"Andrews, Donald W. K."
~person:"Dalla, Violetta"
~person:"Harris, David"
~person:"Linton, Oliver"
~person:"Onatski, Alexei"
~person:"Pesaran, M. Hashem"
~person:"Vogelsang, Timothy J."
~person:"Wang, Qiying"
~subject:"Autocorrelation"
~subject:"Capital income"
~subject:"Forecasting model"
~subject:"Heteroskedastizität"
~subject:"Kointegration"
~subject:"Prognoseverfahren"
~subject:"Time series analysis"
~subject:"USA"
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Autocorrelation
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40
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Andrews, Donald W. K.
Dalla, Violetta
Harris, David
Linton, Oliver
Onatski, Alexei
Pesaran, M. Hashem
Vogelsang, Timothy J.
Wang, Qiying
Phillips, Peter C. B.
105
Harvey, Andrew C.
23
Robinson, Peter M.
17
Chen, Xiaohong
16
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11
Hidalgo, Javier
11
Taylor, Robert
11
Lieberman, Offer
9
Xiao, Zhijie
9
Yu, Jun
9
Saikkonen, Pentti
8
Sun, Yixiao
8
Cavaliere, Giuseppe
7
Chambers, Marcus J.
7
Hong, Yongmiao
7
Leybourne, Stephen James
7
Magdalinos, Tassos
7
Busetti, Fabio
6
Johansen, Søren
6
Li, Degui
6
Lütkepohl, Helmut
6
Nielsen, Morten Ørregaard
6
Perron, Pierre
6
Canova, Fabio
5
Chernozhukov, Victor
5
Giraitis, Liudas
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Jong, Robert M. de
5
Koop, Gary
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Li, Qi
5
Liao, Zhipeng
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Smith, Richard J.
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Forschungsinstitut zur Zukunft der Arbeit
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CEMMAP working papers / Centre for Microdata Methods and Practice
Cambridge working papers in economics
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Journal of applied econometrics
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9
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ECONIS (ZBW)
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1
Inference in a stationary/nonstationary autoregressive time-varying-parameter model
Andrews, Donald W. K.
;
Li, Ming
-
2024
Persistent link: https://www.econbiz.de/10014538994
Saved in:
2
A general limit theory for nonlinear functionals of nonstationary time series
Wang, Qiying
;
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10013326692
Saved in:
3
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:
4
Dynamic autoregressive liquidity (DArLiQ)
Hafner, Christian M.
;
Linton, Oliver
;
Wang, Linqi
-
2022
Persistent link: https://www.econbiz.de/10013263369
Saved in:
5
Revisiting the great ratios hypothesis
Chudik, Alexander
;
Pesaran, M. Hashem
;
Smith, Ron
-
2022
Persistent link: https://www.econbiz.de/10013263388
Saved in:
6
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:
7
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:
8
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:
9
Spurious factor analysis
Onatski, Alexei
;
Wang, Chen
-
2020
Persistent link: https://www.econbiz.de/10012793091
Saved in:
10
On time trend of COVID-19 : a panel data study
Dong, Chaohua
;
Gao, Jiti
;
Linton, Oliver
;
Peng, Bin
-
2020
Persistent link: https://www.econbiz.de/10013205300
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