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~isPartOf:"Cambridge working papers in economics"
~person:"Chen, Jia"
~person:"Dalla, Violetta"
~person:"Kheifets, Igor"
~person:"Linton, Oliver"
~person:"Moon, Hyungsik R."
~person:"Pesaran, M. Hashem"
~person:"Phillips, Peter C. B."
~subject:"Bayesian inference"
~subject:"Heteroskedastizität"
~subject:"Kointegration"
~subject:"Metal market"
~subject:"Prognoseverfahren"
~subject:"Theory"
~subject:"Time series analysis"
~subject:"USA"
~subject:"Volatility"
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Search: subject_exact:"Time series analysis"
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Bayesian inference
Heteroskedastizität
Kointegration
Metal market
Prognoseverfahren
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Time series analysis
USA
Volatility
Zeitreihenanalyse
21
Estimation
10
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10
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Nichtparametrisches Verfahren
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Welt
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Chen, Jia
Dalla, Violetta
Kheifets, Igor
Linton, Oliver
Moon, Hyungsik R.
Pesaran, M. Hashem
Phillips, Peter C. B.
Harvey, Andrew C.
19
Onatski, Alexei
4
Pick, Andreas
4
Timmermann, Allan
4
Busetti, Fabio
3
Thiele, Stephen
3
Wang, Chen
3
Bailey, Natalia
2
Corrado, Luisa
2
Ding, Yashuang
2
Gao, Jiti
2
Higson, C.
2
Li, Degui
2
Palumbo, Dario
2
Rossi, Giuliano De
2
Satchell, Stephen
2
Weeks, Melvyn
2
Ahmed, Muhammad Farid
1
Andrès, Philippe
1
Ashby, Michael F.
1
Assenmacher-Wesche, Katrin
1
Assenmacher-Weschey, Katrin
1
Bhattacharjee, A.
1
Bu, Ruijun
1
Caivano, Michele
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Carvalho, Vasco M.
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Chakravarty, Tirthankar
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Cheng, Tingting
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Chudik, Alexander
1
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1
Dong, Chaohua
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Fan, Jijian
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Friedman, Daniel
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1
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Cambridge working papers in economics
Cowles Foundation discussion paper
84
Journal of econometrics
45
Cowles Foundation Discussion Paper
32
Econometric theory
24
CESifo working papers
16
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
13
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11
Working paper / Department of Econometrics and Business Statistics, Monash University
9
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8
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School of Economics working papers / The University of Adelaide, School of Economics
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Celebrating Irving Fisher : the legacy of a great economist
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IEPR Working Paper
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IZA Discussion Paper
2
Quantitative economics : QE ; journal of the Econometric Society
2
The American journal of economics and sociology
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CEFIR and NES working papers
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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
Revisiting the great ratios hypothesis
Chudik, Alexander
;
Pesaran, M. Hashem
;
Smith, Ron
-
2022
Persistent link: https://www.econbiz.de/10013263388
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
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:
5
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:
6
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:
7
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:
8
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:
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
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:
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