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~isPartOf:"CREATES research paper"
~isPartOf:"Econometric theory"
~isPartOf:"Economics letters"
~isPartOf:"Journal of time series econometrics"
~language:"eng"
~person:"Hualde, Javier"
~person:"Hyndman, Rob J."
~person:"Linton, Oliver"
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Search: subject_exact:"Estimation theory"
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Estimation theory
25
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25
Nichtparametrisches Verfahren
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8
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7
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7
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7
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Hualde, Javier
Hyndman, Rob J.
Linton, Oliver
Phillips, Peter C. B.
24
Nielsen, Morten Ørregaard
18
Lee, Lung-fei
17
Hahn, Jinyong
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Li, Qi
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10
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Tran-van-Hoa
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CREATES research paper
Econometric theory
Economics letters
Journal of time series econometrics
Working paper / Department of Econometrics and Business Statistics, Monash University
25
Journal of econometrics
24
CEMMAP working papers / Centre for Microdata Methods and Practice
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Working paper / Department of Economics, Universidad Carlos III de Madrid
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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
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Handbook of financial time series
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Identification and inference for econometric models : essays in honor of Thomas Rothenberg
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Insurance / Mathematics & economics
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Journal of empirical finance
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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SFB 649 discussion paper
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Swiss Finance Institute Research Paper
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1
Truncated sum-of-squares estimation of fractional time series models with generalized power law trend
Hualde, Javier
;
Nielsen, Morten Ørregaard
-
2022
Persistent link: https://www.econbiz.de/10013189455
Saved in:
2
Truncated sum of squares estimation of fractional time series models with deterministic trends
Hualde, Javier
;
Nielsen, Morten Ørregaard
-
2020
Persistent link: https://www.econbiz.de/10012317784
Saved in:
3
A score statistic for testing the presence of a stochastic trend in conditional variances
Hong, Yongmiao
;
Linton, Oliver
;
McCabe, Brendan Peter Martin
- In:
Economics letters
213
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013442141
Saved in:
4
Nonparametric euler equation identification and estimation
Escanciano, Juan Carlos
;
Hoderlein, Stefan
;
Lewbel, Arthur
- In:
Econometric theory
37
(
2021
)
5
,
pp. 851-891
Persistent link: https://www.econbiz.de/10012656387
Saved in:
5
Truncated sum of squares estimation of fractional time series models with deterministic trends
Hualde, Javier
;
Nielsen, Morten Ørregaard
- In:
Econometric theory
36
(
2020
)
4
,
pp. 751-772
Persistent link: https://www.econbiz.de/10012258429
Saved in:
6
Inference on a semiparametric model with global power law and local nonparametric trends
Gao, Jiti
;
Linton, Oliver
;
Peng, Bin
- In:
Econometric theory
36
(
2020
)
2
,
pp. 223-249
Persistent link: https://www.econbiz.de/10012193746
Saved in:
7
An almost closed form estimator for the EGARCH model
Hafner, Christian M.
;
Linton, Oliver
- In:
Econometric theory
33
(
2017
)
4
,
pp. 1013-1038
Persistent link: https://www.econbiz.de/10011810237
Saved in:
8
Fixed bandwidth asymptotics for the studentized mean of fractionally integrated processes
Hualde, Javier
;
Iacone, Fabrizio
- In:
Economics letters
150
(
2017
),
pp. 39-43
Persistent link: https://www.econbiz.de/10011762253
Saved in:
9
Nonparametric transformation regression with nonstationary data
Linton, Oliver
;
Wang, Qiying
- In:
Econometric theory
32
(
2016
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011578411
Saved in:
10
Averaging of an increasing number of moment condition estimators
Chen, Xiaohong
;
Jacho-Chávez, David T.
;
Linton, Oliver
- In:
Econometric theory
32
(
2016
)
1
,
pp. 30-70
Persistent link: https://www.econbiz.de/10011578413
Saved in:
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