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~isPartOf:"Discussion paper series / LSE Financial Markets Group"
~isPartOf:"Economics letters"
~isPartOf:"Journal of econometrics"
~person:"Abeysinghe, Tilak"
~person:"Linton, Oliver"
~person:"Newbold, Paul"
~person:"Robinson, Peter M."
~person:"Wang, Shaoping"
~person:"Zaffaroni, Paolo"
~subject:"Heteroskedastizität"
~subject:"Prognoseverfahren"
~subject:"Theorie"
~subject:"Time series analysis"
~subject:"USA"
~subject:"locally stationary process"
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Heteroskedastizität
Prognoseverfahren
Theorie
Time series analysis
USA
locally stationary process
Zeitreihenanalyse
42
Estimation theory
22
Schätztheorie
22
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19
Nichtparametrisches Verfahren
13
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13
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Abeysinghe, Tilak
Linton, Oliver
Newbold, Paul
Robinson, Peter M.
Wang, Shaoping
Zaffaroni, Paolo
Phillips, Peter C. B.
27
Taylor, Robert
19
Leybourne, Stephen James
15
Franses, Philip Hans
14
Koop, Gary
12
Chen, Xiaohong
11
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10
Hassler, Uwe
10
Park, Joon Y.
10
Xiao, Zhijie
10
Hallin, Marc
9
Hecq, Alain W. J.
9
Schmidt, Peter
9
Swanson, Norman R.
9
Teräsvirta, Timo
9
Yu, Jun
9
Koopman, Siem Jan
8
Lütkepohl, Helmut
8
Patton, Andrew J.
8
Perron, Pierre
8
Todorov, Viktor
8
Andersen, Torben
7
Gao, Jiti
7
Gonzalo, Jesús
7
Hong, Yongmiao
7
Li, Jia
7
Marcellino, Massimiliano
7
Pesaran, M. Hashem
7
Sibbertsen, Philipp
7
Velasco, Carlos
7
Breitung, Jörg
6
Chambers, Marcus J.
6
Chen, Rong
6
Fan, Yanqin
6
Francq, Christian
6
Horváth, Lajos
6
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6
Mariano, Roberto S.
6
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Discussion paper series / LSE Financial Markets Group
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Journal of econometrics
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
23
Econometric theory
13
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11
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10
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7
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ECONIS (ZBW)
42
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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
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:
3
A weighted sieve estimator for nonparametric time series models with nonstationary variables
Dong, Chaohua
;
Linton, Oliver
;
Peng, Bin
- In:
Journal of econometrics
222
(
2021
)
2
,
pp. 909-932
Persistent link: https://www.econbiz.de/10012619807
Saved in:
4
Recursive adjusted unit root tests under non-stationary volatility
Wang, Shaoping
;
Li, Yanglin
;
Wen, Kuangyu
- In:
Economics letters
205
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013202963
Saved in:
5
Multiscale clustering of nonparametric regression curves
Vogt, Michael
;
Linton, Oliver
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 305-325
Persistent link: https://www.econbiz.de/10012439696
Saved in:
6
Asymptotic theory for time series with changing mean and variance
Dalla, Violetta
;
Giraitis, Liudas
;
Robinson, Peter M.
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 281-313
Persistent link: https://www.econbiz.de/10012483387
Saved in:
7
Testing for no-cointegration under time-varying variance
Wang, Shaoping
;
Zhao, Qing
;
Li, Yanglin
- In:
Economics letters
182
(
2019
),
pp. 45-49
Persistent link: https://www.econbiz.de/10012122426
Saved in:
8
Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity
Linton, Oliver
;
Xiao, Zhijie
- In:
Journal of econometrics
213
(
2019
)
2
,
pp. 608-631
Persistent link: https://www.econbiz.de/10012304598
Saved in:
9
Additive nonparametric models with time variable and both stationary and nonstationary regressors
Dong, Chaohua
;
Linton, Oliver
- In:
Journal of econometrics
207
(
2018
)
1
,
pp. 212-236
Persistent link: https://www.econbiz.de/10012116290
Saved in:
10
Dynamic factor models with infinite-dimensional factor space: Asymptotic analysis
Forni, Mario
;
Hallin, Marc
;
Lippi, Marco
;
Zaffaroni, Paolo
- In:
Journal of econometrics
199
(
2017
)
1
,
pp. 74-92
Persistent link: https://www.econbiz.de/10011818962
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