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~isPartOf:"Econometric Theory"
~isPartOf:"Janeway Institute working paper series"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"STICERD - Econometrics Paper Series"
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Search: person:"Linton, Oliver"
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kernel estimation
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Linton, Oliver
77
Whang, Yoon-Jae
7
Mammen, Enno
5
Xiao, Zhijie
5
Kim, Woocheol
4
Li, Degui
4
Linton, Oliver B.
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Xia, Yingcun
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Chen, Xiaohong
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Kong, Efang
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Kristensen, Dennis
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Lu, Zudi
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Bu, Ruijun
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Chen, Jia
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Cheng, Tingting
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Dong, Chaohua
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Suntory and Toyota International Centres for Economics and Related Disciplines, LSE
39
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Econometric Theory
Janeway Institute working paper series
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
STICERD - Econometrics Paper Series
Journal of econometrics
70
LSE Research Online Documents on Economics
60
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Bank of England Working Paper
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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RePEc
67
ECONIS (ZBW)
12
OLC EcoSci
2
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1
GMM estimation for high-dimensional panel data models
Cheng, Tingting
;
Dong, Chaohua
;
Gao, Jiti
;
Linton, Oliver
-
2022
Persistent link: https://www.econbiz.de/10013484930
Saved in:
2
A structural dynamic factor model for daily global stock market returns
Linton, Oliver
;
Tang, Haihan
;
Wu, Jianbin
-
2022
Persistent link: https://www.econbiz.de/10013484988
Saved in:
3
A nonparametric panel model for climate data with seasonal and spatial variation
Gao, Jiti
;
Linton, Oliver
;
Peng, Bin
-
2022
Persistent link: https://www.econbiz.de/10013484997
Saved in:
4
CCE estimation of high-dimensional panel data models with interactive fixed effects
Vogt, Michael
;
Walsh, Christopher
;
Linton, Oliver
-
2022
Persistent link: https://www.econbiz.de/10013485021
Saved in:
5
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:
6
Dynamic autoregressive liquidity (DArLiQ)
Hafner, Christian M.
;
Linton, Oliver
;
Wang, Linqi
-
2022
Persistent link: https://www.econbiz.de/10013263369
Saved in:
7
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:
8
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:
9
Non-standard errors
Menkveld, Albert J.
;
Holzmeister, Felix
;
Johannesson, Magnus
-
2021
Persistent link: https://www.econbiz.de/10013262857
Saved in:
10
A unified framework for specification tests of continuous treatment effect models
Huang, Wei
;
Linton, Oliver
;
Zhang, Zheng
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1817-1830
Persistent link: https://www.econbiz.de/10013540521
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