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~isPartOf:"Journal of econometrics"
~language:"eng"
~language:"kor"
~person:"Hsiao, Cheng"
~person:"Linton, Oliver"
~person:"White, Halbert"
~type_genre:"Article in journal"
~type_genre:"Aufsatzsammlung"
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Estimation theory
43
Schätztheorie
43
Nichtparametrisches Verfahren
41
Nonparametric statistics
41
Theorie
32
Theory
32
Time series analysis
17
Zeitreihenanalyse
17
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88
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96
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Hsiao, Cheng
Linton, Oliver
White, Halbert
Phillips, Peter C. B.
66
Lee, Lung-fei
35
Taylor, Robert
32
Li, Qi
30
Ghysels, Eric
29
Robinson, Peter M.
29
Su, Liangjun
28
Pesaran, M. Hashem
27
Park, Joon Y.
26
Gao, Jiti
25
Aït-Sahalia, Yacine
24
Gouriéroux, Christian
24
Yu, Jun
24
Bollerslev, Tim
23
Chen, Songnian
23
Chen, Xiaohong
23
Koop, Gary
23
Swanson, Norman R.
23
Renault, Eric
22
Timmermann, Allan
22
McAleer, Michael
21
Schmidt, Peter
21
Tauchen, George Eugene
21
Todorov, Viktor
21
Xiao, Zhijie
21
Baltagi, Badi H.
20
Dufour, Jean-Marie
20
Lewbel, Arthur
20
Bai, Jushan
19
Andrews, Donald W. K.
18
Corradi, Valentina
18
Diebold, Francis X.
18
Horowitz, Joel
18
Ng, Serena
18
Slottje, Daniel Jonathan
18
Cai, Zongwu
17
Dijk, Herman K. van
17
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Chengdu International Econometrics Conference in Honor of Professor Cheng Hsiao's Contribution to Econometrics <2012, Chengdu>
1
International Symposium on Financial Engineering and Risk Management <2018, Schanghai>
1
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Journal of econometrics
Econometric theory
48
Econometric reviews
25
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
16
Cambridge working papers in economics
15
Journal of applied econometrics
10
Journal of financial econometrics : official journal of the Society for Financial Econometrics
9
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7
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Journal of empirical finance
5
The econometrics journal
5
The review of economic studies
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Economics letters
4
International journal of forecasting
4
China economic review : an international journal
3
Econometrics : open access journal
3
Journal of the American Statistical Association : JASA
3
Monetary and economic studies
3
Oxford bulletin of economics and statistics
3
Quantitative economics : QE ; journal of the Econometric Society
3
The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
3
Advances in econometrics : a research annual
2
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2
Emerald insight
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
International economic review
2
Journal of time series econometrics
2
Pacific economic review
2
Review of Pacific Basin financial markets and policies
2
The economic journal : the journal of the Royal Economic Society
2
The journal of finance : the journal of the American Finance Association
2
The review of economics and statistics
2
Advances in econometrics
1
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
1
Annual review of economics
1
Asia-Pacific journal of accounting & economics : APJAE
1
Contributions to econometric methodology in honor of T. W. Anderson
1
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic development and cultural change
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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ECONIS (ZBW)
96
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96
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1
High dimensional semiparametric moment restriction models
Dong, Chaohua
;
Gao, Jiti
;
Linton, Oliver
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 320-345
Persistent link: https://www.econbiz.de/10014339933
Saved in:
2
Estimation and inference for the counterfactual distribution and quantile functions in continuous treatment models
Ai, Chunrong
;
Linton, Oliver
;
Zhang, Zheng
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 39-61
Persistent link: https://www.econbiz.de/10013441723
Saved in:
3
Annals issue: financial econometrics in the age of the digital economy
Zhang, Zhengjun
(
ed.
);
Todorov, Viktor
(
ed.
); …
-
International Symposium on Financial Engineering and …
-
2021
Persistent link: https://www.econbiz.de/10012619792
Saved in:
4
Editorial for the special issue on financial econometrics in the age of the digital economy
Linton, Oliver
;
Todorov, Viktor
;
Zhang, Zhengjun
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 265-268
Persistent link: https://www.econbiz.de/10012619415
Saved in:
5
Estimation and inference in semiparametric quantile factor models
Ma, Shujie
;
Linton, Oliver
;
Gao, Jiti
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 295-323
Persistent link: https://www.econbiz.de/10012619426
Saved in:
6
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:
7
Recursive estimation in large panel data models : theory and practice
Jiang, Bin
;
Yang, Yanrong
;
Gao, Jiti
;
Hsiao, Cheng
- In:
Journal of econometrics
224
(
2021
)
2
,
pp. 439-465
Persistent link: https://www.econbiz.de/10013275396
Saved in:
8
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:
9
When will the Covid-19 pandemic peak?
Li, Shaoran
;
Linton, Oliver
- In:
Journal of econometrics
220
(
2021
)
1
,
pp. 130-157
Persistent link: https://www.econbiz.de/10012618476
Saved in:
10
A coupled component DCS-EGARCH model for intraday and overnight volatility
Linton, Oliver
;
Wu, Jianbin
- In:
Journal of econometrics
217
(
2020
)
1
,
pp. 176-201
Persistent link: https://www.econbiz.de/10012482745
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