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~isPartOf:"CoFE discussion papers"
~isPartOf:"Journal of econometrics"
~isPartOf:"The econometrics journal"
~subject:"Zeitreihenanalyse"
~type:"article"
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Search: subject_exact:"Nonparametric model"
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Zeitreihenanalyse
Nichtparametrisches Verfahren
620
Nonparametric statistics
620
Estimation theory
372
Schätztheorie
372
Theorie
163
Theory
163
Regression analysis
162
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117
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Nonparametric estimation
23
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Linton, Oliver
11
Chen, Xiaohong
7
Fan, Yanqin
4
Gao, Jiti
4
Delgado, Miguel A.
3
Dong, Chaohua
3
Koo, Bonsoo
3
Li, Jia
3
Li, Yingying
3
Phillips, Peter C. B.
3
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3
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3
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3
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3
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2
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2
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2
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2
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2
Mammen, Enno
2
Podolskij, Mark
2
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2
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2
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2
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2
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2
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2
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1
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1
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1
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1
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1
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1
Busch, Marie
1
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1
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1
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1
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CoFE discussion papers
Journal of econometrics
The econometrics journal
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
33
Econometric theory
27
Econometric reviews
19
Journal of the American Statistical Association : JASA
16
International journal of forecasting
14
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Economics letters
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9
Econometrics : open access journal
9
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
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Journal of forecasting
8
Energy economics
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Journal of risk and financial management : JRFM
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Applied economics letters
4
Journal of economic dynamics & control
4
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3
European journal of operational research : EJOR
3
Insurance / Mathematics & economics
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Journal of financial economics
3
Journal of macroeconomics
3
Quantitative economics : QE ; journal of the Econometric Society
3
The North American journal of economics and finance : a journal of financial economics studies
3
Celebrating Irving Fisher : the legacy of a great economist
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Essays in honor of Joon Y. Park : econometric theory
2
Finance research letters
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Financial econometrics and empirical market microstructure
2
Handbook of financial time series
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International journal of production research
2
Journal of empirical finance
2
Journal of risk
2
Journal of time series econometrics
2
Long memory in economics : with 50 tables
2
Macroeconomic dynamics
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ECONIS (ZBW)
86
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1
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
2
Estimation and inference in a high-dimensional semiparametric Gaussian copula vector autoregressive model
Fan, Yanqin
;
Han, Fang
;
Park, Hyeonseok
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014471479
Saved in:
3
Nowcasting in a pandemic using non-parametric mixed frequency VARs
Huber, Florian
;
Koop, Gary
;
Onorante, Luca
;
Pfarrhofer, …
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 52-69
Persistent link: https://www.econbiz.de/10013472832
Saved in:
4
Nonparametric comparison of epidemic time trends : the case of COVID-19
Khismatullina, Marina
;
Vogt, Michael
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 87-108
Persistent link: https://www.econbiz.de/10013472849
Saved in:
5
Occupation density estimation for noisy high-frequency data
Zhang, Congshan
;
Li, Jia
;
Bollerslev, Tim
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 189-211
Persistent link: https://www.econbiz.de/10013441646
Saved in:
6
Copula-based time series with filtered nonstationarity
Chen, Xiaohong
;
Xiao, Zhijie
;
Wang, Bo
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 127-155
Persistent link: https://www.econbiz.de/10013441732
Saved in:
7
Variation and efficiency of high-frequency betas
Zhang, Congshan
;
Li, Jia
;
Todorov, Viktor
;
Tauchen, …
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 156-175
Persistent link: https://www.econbiz.de/10013441735
Saved in:
8
Functional time series approach to analyzing asset returns co-movements
Saart, Patrick W.
;
Xia, Yingcun
- In:
Journal of econometrics
229
(
2022
)
1
,
pp. 127-151
Persistent link: https://www.econbiz.de/10013441838
Saved in:
9
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:
10
Efficient estimation of multivariate semi-nonparametric GARCH filtered copula models
Chen, Xiaohong
;
Huang, Zhuo
;
Yi, Yanping
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 484-501
Persistent link: https://www.econbiz.de/10012619712
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