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~isPartOf:"Econometric theory"
~isPartOf:"Janeway Institute working paper series"
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Nichtparametrisches Verfahren
6
Nonparametric statistics
6
Estimation theory
5
Schätztheorie
5
Time series analysis
4
Zeitreihenanalyse
4
Correlation
2
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Finanzmarkt
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Kausalanalyse
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Kernel smoothing
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Market microstructure
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Marktmikrostruktur
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Microstructure noise
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Panel study
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Share price
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Spot volatility matrix
1
Statistical test
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Statistischer Test
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Stichprobenerhebung
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Li, Degui
Linton, Oliver
16
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8
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8
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7
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7
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6
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5
Chen, Songnian
5
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5
Su, Liangjun
5
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4
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4
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4
Khan, Shakeeb
4
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4
Mammen, Enno
4
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4
Xiao, Zhijie
4
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3
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2
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2
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CREATES research paper
Econometric theory
Janeway Institute working paper series
Working paper / Department of Econometrics and Business Statistics, Monash University
9
Journal of econometrics
8
School of Economics working papers / The University of Adelaide, School of Economics
7
Discussion papers in economics
6
CEMMAP working papers / Centre for Microdata Methods and Practice
3
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3
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ECONIS (ZBW)
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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
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2
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:
3
Uniform consistency for nonparametric estimators in null recurrent time series
Gao, Jiti
;
Kanaya, Shin
;
Li, Degui
;
Tjostheim, Dag
-
2013
Persistent link: https://www.econbiz.de/10009790613
Saved in:
4
Uniform consistency of nonstationary kernel-weighted sample covariances for nonparametric regression
Li, Degui
;
Phillips, Peter C. B.
;
Gao, Jiti
- In:
Econometric theory
32
(
2016
)
3
,
pp. 655-685
Persistent link: https://www.econbiz.de/10011606819
Saved in:
5
Uniform consistency for nonparametric estimators in null recurrent time series
Gao, Jiti
;
Kanaya, Shin
;
Li, Degui
;
Tjostheim, Dag
- In:
Econometric theory
31
(
2015
)
5
,
pp. 911-952
Persistent link: https://www.econbiz.de/10011545492
Saved in:
6
A new diagnostic test for cross-section uncorrelatedness in nonparametric panel data models
Chen, Jia
;
Gao, Jiti
;
Li, Degui
- In:
Econometric theory
28
(
2012
)
5
,
pp. 1145-1163
Persistent link: https://www.econbiz.de/10009714718
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