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~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Cambridge-INET working papers"
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"International economic review"
~isPartOf:"Journal of econometrics"
~isPartOf:"The American journal of economics and sociology"
~person:"Christiano, Lawrence J."
~person:"Linton, Oliver"
~subject:"Heteroskedastizität"
~subject:"Local Polynomial Estimation"
~subject:"Panel"
~subject:"Prognoseverfahren"
~subject:"Time series analysis"
~subject:"USA"
~type_genre:"Article in journal"
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Search: subject_exact:"Time series analysis"
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Heteroskedastizität
Local Polynomial Estimation
Panel
Prognoseverfahren
Time series analysis
USA
Zeitreihenanalyse
16
Nichtparametrisches Verfahren
12
Nonparametric statistics
12
Estimation theory
10
Schätztheorie
10
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6
Regressionsanalyse
6
Theorie
5
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5
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4
Estimation
3
Nonparametric regression
3
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3
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2
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Heteroskedasticity
2
Panel study
2
Unit root test
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Yield curve
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Zinsstruktur
2
1900-1960
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1961-1997
1
Additive nonparametric models
1
Aktienmarkt
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Börsenkurs
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Capital income
1
Clustering of nonparametric curves
1
Correlogram
1
Dependence
1
Deterministic trend
1
Efficient market hypothesis
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Christiano, Lawrence J.
Linton, Oliver
Phillips, Peter C. B.
29
Taylor, Robert
18
Xiao, Zhijie
11
Chen, Xiaohong
10
Koop, Gary
10
Leybourne, Stephen James
10
Robinson, Peter M.
10
Hallin, Marc
9
Park, Joon Y.
9
Gao, Jiti
8
Swanson, Norman R.
8
Todorov, Viktor
8
Andersen, Torben
7
Harvey, Andrew C.
7
Harvey, David I.
7
Hong, Yongmiao
7
Koopman, Siem Jan
7
Li, Jia
7
Perron, Pierre
7
Teräsvirta, Timo
7
Velasco, Carlos
7
Yu, Jun
7
Bollerslev, Tim
6
Chen, Rong
6
Francq, Christian
6
Horváth, Lajos
6
Li, Qi
6
Marcellino, Massimiliano
6
Mariano, Roberto S.
6
Patton, Andrew J.
6
Tauchen, George Eugene
6
Zakoïan, Jean-Michel
6
Barigozzi, Matteo
5
Breitung, Jörg
5
Cavaliere, Giuseppe
5
Chambers, Marcus J.
5
Chang, Yoosoon
5
Davis, Richard A.
5
Delgado, Miguel A.
5
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Cambridge working papers in economics
Cambridge-INET working papers
Cowles Foundation discussion paper
International economic review
Journal of econometrics
The American journal of economics and sociology
Econometric theory
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics letters
1
Journal of applied economics
1
Journal of the American Statistical Association : JASA
1
Special section on small-sample properties of generalized method of moments (GMM)
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ECONIS (ZBW)
16
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1
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:
2
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:
3
Nonparametric predictive regressions for stock return brediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012698837
Saved in:
4
Estimation of a nonparametric model for bond prices from cross-section and time series information
Koo, Bonsoo
;
La Vecchia, Davide
;
Linton, Oliver
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 562-588
Persistent link: https://www.econbiz.de/10012618568
Saved in:
5
A weighted sieve estimator for nonparametric time series models with nonstationary variables
Dong, Chaohua
;
Linton, Oliver
;
Peng, Bin
- In:
Journal of econometrics
222
(
2021
)
2
,
pp. 909-932
Persistent link: https://www.econbiz.de/10012619807
Saved in:
6
Multiscale clustering of nonparametric regression curves
Vogt, Michael
;
Linton, Oliver
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 305-325
Persistent link: https://www.econbiz.de/10012439696
Saved in:
7
Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity
Linton, Oliver
;
Xiao, Zhijie
- In:
Journal of econometrics
213
(
2019
)
2
,
pp. 608-631
Persistent link: https://www.econbiz.de/10012304598
Saved in:
8
Additive nonparametric models with time variable and both stationary and nonstationary regressors
Dong, Chaohua
;
Linton, Oliver
- In:
Journal of econometrics
207
(
2018
)
1
,
pp. 212-236
Persistent link: https://www.econbiz.de/10012116290
Saved in:
9
The cross-quantilogram : measuring quantile dependence and testing directional predictability between time series
Han, Heejoon
;
Linton, Oliver
;
Oka, Tatsushi
;
Whang, Yoon-jae
- In:
Journal of econometrics
193
(
2016
)
1
,
pp. 251-270
Persistent link: https://www.econbiz.de/10011704806
Saved in:
10
A flexible semiparametric forecasting model for time series
Li, Degui
;
Linton, Oliver
;
Lu, Zu-di
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 345-357
Persistent link: https://www.econbiz.de/10011499465
Saved in:
1
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