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~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Cambridge-INET working papers"
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"International economic review"
~isPartOf:"The American journal of economics and sociology"
~person:"Corrado, Luisa"
~person:"Linton, Oliver"
~person:"Yang, Lijian"
~subject:"Heteroskedastizität"
~subject:"Prognoseverfahren"
~subject:"Time series analysis"
~subject:"USA"
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Search: subject_exact:"Time series analysis"
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Heteroskedastizität
Prognoseverfahren
Time series analysis
USA
Zeitreihenanalyse
18
Theorie
10
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10
Estimation theory
8
Nichtparametrisches Verfahren
8
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8
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8
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7
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7
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Corrado, Luisa
Linton, Oliver
Yang, Lijian
Phillips, Peter C. B.
83
Harvey, Andrew C.
19
Pesaran, M. Hashem
12
Gil-Alaña, Luis A.
11
Härdle, Wolfgang
10
Chen, Xiaohong
9
Lütkepohl, Helmut
7
Saikkonen, Pentti
7
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6
Yu, Jun
6
Breitung, Jörg
5
Magdalinos, Tassos
5
Xiao, Zhijie
5
Andrews, Donald W. K.
4
Gao, Jiti
4
Lanne, Markku
4
Onatski, Alexei
4
Pick, Andreas
4
Ploberger, Werner
4
Spokojnyj, Vladimir G.
4
Sun, Yixiao
4
Timmermann, Allan
4
Tschernig, Rolf
4
Wang, Qiying
4
Busetti, Fabio
3
Candelon, Bertrand
3
Jin, Sainan
3
Kleinow, Torsten
3
Li, Degui
3
Liao, Zhipeng
3
Thiele, Stephen
3
Wang, Chen
3
Bailey, Natalia
2
Caporale, Guglielmo Maria
2
Chen, Jia
2
Chen, Song Xi
2
Dalla, Violetta
2
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Cambridge working papers in economics
Cambridge-INET working papers
Cowles Foundation discussion paper
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
International economic review
The American journal of economics and sociology
Journal of econometrics
13
CEMMAP working papers / Centre for Microdata Methods and Practice
8
Econometric theory
6
Working paper / Department of Econometrics and Business Statistics, Monash University
6
Janeway Institute working paper series
4
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
3
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3
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2
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1
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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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1
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ECONIS (ZBW)
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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
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:
6
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
Saved in:
7
Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity
Linton, Oliver
;
Xiao, Zhijie
-
2019
Persistent link: https://www.econbiz.de/10012692312
Saved in:
8
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:
9
Nonparametric predictive regressions for stock return brediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012698837
Saved in:
10
Robust tests for convergence clubs
Corrado, Luisa
;
Stengos, Thanasēs
;
Weeks, Melvyn
; …
-
2018
Persistent link: https://www.econbiz.de/10012672314
Saved in:
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