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~isPartOf:"Cambridge-INET working papers"
~language:"eng"
~person:"Dalla, Violetta"
~person:"Linton, Oliver"
~person:"Pesaran, M. Hashem"
~person:"Phillips, Peter C. B."
~subject:"Capital income"
~subject:"Forecasting model"
~subject:"Heteroskedastizität"
~subject:"Kointegration"
~subject:"Prognoseverfahren"
~subject:"Stochastic process"
~subject:"Stochastischer Prozess"
~subject:"Time series analysis"
~subject:"USA"
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Capital income
Forecasting model
Heteroskedastizität
Kointegration
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Stochastischer Prozess
Time series analysis
USA
Estimation
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Volatility
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nonparametric inference
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panel data
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time varying
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yield curve dynamics
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Dalla, Violetta
Linton, Oliver
Pesaran, M. Hashem
Phillips, Peter C. B.
Onatski, Alexei
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Wang, Chen
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Ahmed, Muhammad Farid
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Chen, Jia
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Cristea, Radu Gabriel
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Ding, Yashuang
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Laeven, Roger J. A.
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Cambridge-INET working papers
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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
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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
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