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~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Discussion paper series / LSE Financial Markets Group"
~person:"Linton, Oliver"
~person:"Robinson, Peter M."
~subject:"Heteroskedastizität"
~subject:"Prognoseverfahren"
~subject:"Theorie"
~subject:"Time series analysis"
~subject:"USA"
~subject:"United States"
~subject:"locally stationary process"
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Search: subject_exact:"Time series analysis"
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Heteroskedastizität
Prognoseverfahren
Theorie
Time series analysis
USA
United States
locally stationary process
Zeitreihenanalyse
12
Estimation theory
6
Nichtparametrisches Verfahren
6
Nonparametric statistics
6
Schätztheorie
6
Estimation
5
Schätzung
5
Theory
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1970-1998
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Forecasting model
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Market microstructure
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Marktmikrostruktur
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Microstructure noise
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Panel
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Panel study
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Regression analysis
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12
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Linton, Oliver
Robinson, Peter M.
Harvey, Andrew C.
19
Pesaran, M. Hashem
12
Timmermann, Allan
6
Onatski, Alexei
4
Pick, Andreas
4
Busetti, Fabio
3
Thiele, Stephen
3
Wang, Chen
3
Bailey, Natalia
2
Chen, Jia
2
Corrado, Luisa
2
Ding, Yashuang
2
Gao, Jiti
2
Goodhart, Charles A. E.
2
Higson, C.
2
Jeffrey, Andrew
2
Li, Degui
2
Nguyen, Thong
2
Palumbo, Dario
2
Patton, Andrew J.
2
Rossi, Giuliano De
2
Satchell, Stephen
2
Sentana, Enrique
2
Tonks, Ian
2
Weeks, Melvyn
2
Zaffaroni, Paolo
2
Ahmed, Muhammad Farid
1
Andrès, Philippe
1
Ashby, Michael F.
1
Assenmacher-Wesche, Katrin
1
Assenmacher-Weschey, Katrin
1
Bhattacharjee, A.
1
Black, Jane M.
1
Bu, Ruijun
1
Caivano, Michele
1
Carvalho, Vasco M.
1
Chakravarty, Tirthankar
1
Chen, Xiaohong
1
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1
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Cambridge working papers in economics
Discussion paper series / LSE Financial Markets Group
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
23
Journal of econometrics
23
Econometric theory
11
Econometrics papers
11
CEMMAP working papers / Centre for Microdata Methods and Practice
9
Suntory and Toyota International Centres for Economics and Related Disciplines
9
Working paper / Department of Econometrics and Business Statistics, Monash University
7
Janeway Institute working paper series
4
Cowles Foundation discussion paper
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
LSE STICERD Research Paper
3
The review of economic studies
3
Cambridge-INET working papers
2
Advanced texts in econometrics
1
Athens Conference on Applied Probability and Time Series Analysis
1
CEA_372Cass working paper series
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Discussion papers in economics
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Discussion papers of interdisciplinary research project 373
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Handbook of financial time series
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Lecture notes in statistics
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Robust inference
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The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
1
The econometrics journal
1
Working papers
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Working papers / Department of Economics, Universidad Carlos III de Madrid
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ECONIS (ZBW)
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1
Dynamic autoregressive liquidity (DArLiQ)
Hafner, Christian M.
;
Linton, Oliver
;
Wang, Linqi
-
2022
Persistent link: https://www.econbiz.de/10013263369
Saved in:
2
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:
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
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 predictive regressions for stock return brediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012698837
Saved in:
9
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:
10
Flexible term structure estimation : which method is preferable?
Jeffrey, Andrew
;
Nguyen, Thong
;
Linton, Oliver
-
2004
Persistent link: https://www.econbiz.de/10002815407
Saved in:
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