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~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"Discussion papers in economics"
~isPartOf:"Economics letters"
~isPartOf:"International economic review"
~isPartOf:"The American journal of economics and sociology"
~person:"Abadir, Karim Maher"
~person:"Linton, Oliver"
~person:"Wang, Chen"
~subject:"Heteroskedastizität"
~subject:"Theory"
~subject:"Time series analysis"
~subject:"USA"
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9
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6
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6
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2
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2
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2
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Abadir, Karim Maher
Linton, Oliver
Wang, Chen
Phillips, Peter C. B.
84
Gil-Alaña, Luis A.
12
Lütkepohl, Helmut
11
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10
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10
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9
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8
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8
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7
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7
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7
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6
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6
Lanne, Markku
6
Lee, Junsoo
6
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6
Coakley, Jerry
5
Leybourne, Stephen James
5
Magdalinos, Tassos
5
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5
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5
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4
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4
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4
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4
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4
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4
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4
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4
Spokojnyj, Vladimir G.
4
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4
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4
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3
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Cowles Foundation discussion paper
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Discussion papers in economics
Economics letters
International economic review
The American journal of economics and sociology
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15
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12
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8
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3
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ECONIS (ZBW)
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1
A score statistic for testing the presence of a stochastic trend in conditional variances
Hong, Yongmiao
;
Linton, Oliver
;
McCabe, Brendan Peter Martin
- In:
Economics letters
213
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013442141
Saved in:
2
Semiparametric model averaging of ultra-high dimensional time series
Chen, Jia
;
Li, Degui
;
Linton, Oliver
;
Lu, Zu-di
-
2015
Persistent link: https://www.econbiz.de/10011411616
Saved in:
3
A quantilogram approach to evaluating directional predictability
Linton, Oliver
;
Whang, Yoon-jae
-
2004
Persistent link: https://www.econbiz.de/10001961584
Saved in:
4
More efficient kernel estimation in nonparametric regression with autocorrelated errors
Xiao, Zhijie
;
Linton, Oliver
;
Carroll, Raymond J.
; …
-
2002
Persistent link: https://www.econbiz.de/10001686083
Saved in:
5
Nonparametric factor analysis of time series
Rodríguez Poo, Juan Manuel
;
Linton, Oliver
-
1998
Persistent link: https://www.econbiz.de/10000995833
Saved in:
6
Autocovariance functions of series and of their transforms
Abadir, Karim Maher
;
Talmain, Gabriel
-
1998
Persistent link: https://www.econbiz.de/10001397921
Saved in:
7
Aggregation and persistence in a macromodell
Abadir, Karim Maher
;
Talmain, Gabriel
-
1998
Persistent link: https://www.econbiz.de/10001396967
Saved in:
8
The joint moment generating function of quadratic forms in multivariate autoregressive series : the case with deterministic components
Abadir, Karim Maher
;
Larsson, Rolf
-
1998
Persistent link: https://www.econbiz.de/10001591530
Saved in:
9
The limiting behavior of kernel estimates of the Lyapunov exponent for stochastic time series
Whang, Yoon-Jae
;
Linton, Oliver
-
1996
Persistent link: https://www.econbiz.de/10000621990
Saved in:
10
Bias nonmonotonicity in stochastic difference equations
Abadir, Karim Maher
;
Hadri, Kaddour
-
1995
Persistent link: https://www.econbiz.de/10000939685
Saved in:
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