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~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~person:"Fernández-Val, Iván"
~person:"Linton, Oliver"
~type_genre:"Dissertation u.a. Prüfungsschriften"
~type_genre:"Non-commercial literature"
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Nichtparametrisches Verfahren
9
Nonparametric statistics
9
Estimation
5
Estimation theory
5
Schätztheorie
5
Schätzung
5
Time series analysis
5
Zeitreihenanalyse
5
Theorie
3
Theory
3
Aktienmarkt
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Börsenkurs
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Capital income
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Forecasting model
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Generalized method of moments
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Kapitaleinkommen
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Kernel estimator
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Method of moments
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Panel
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Panel study
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Prognoseverfahren
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Share price
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Stock market
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high dimensional models
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locally stationary process
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moment restriction
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over-identification
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series estimator
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sieve method
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Cross–Sectional Dependence
1
Factor analysis
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Faktorenanalyse
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Fama–French Model
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Global Mean Sea Level
1
Induktive Statistik
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Dissertation u.a. Prüfungsschriften
Non-commercial literature
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Working Paper
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Fernández-Val, Iván
Linton, Oliver
Gao, Jiti
80
Martin, Gael M.
39
Forbes, Catherine Scipione
23
Peng, Bin
20
Zhang, Xibin
20
Frazier, David T.
16
Hyndman, Rob J.
14
King, Maxwell L.
14
Poskitt, Donald Stephen
13
Maneesoonthorn, Worapree
11
Li, Degui
10
Cheng, Tingting
9
Dong, Chaohua
9
Silvapulle, Mervyn J.
8
Yan, Yayi
8
Yang, Yanrong
8
Grose, Simone D.
7
Loiza-Maya, Ruben
7
Panagiotelis, Anastasios
7
Robert, Christian P.
7
Anderson, Heather M.
6
Feng, Guohua
6
Shang, Han Lin
6
Silvapulle, Paramsothy
6
Chen, Jia
5
Cook, Dianne
5
Gong, Xiaodong
5
McCabe, Brendan Peter Martin
5
Pan, Guangming
5
Athanasopoulos, George
4
Brooks, Robert
4
Griffiths, William E.
4
Nibbering, Didier
4
Phillips, Peter C. B.
4
Tjostheim, Dag
4
Yin, Jiying
4
Zhao, Xueyan
4
Duangkamon Chotikapanich
3
Hong, Han
3
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Working paper / Department of Econometrics and Business Statistics, Monash University
CEMMAP working papers / Centre for Microdata Methods and Practice
74
Cambridge working papers in economics
17
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
15
Econometrics papers
11
Cambridge-INET working papers
10
Discussion paper series / LSE Financial Markets Group
10
Massachusetts Institute of Technology Department of Economics working paper series : working paper
6
Boston College working papers in economics
5
Discussion papers of interdisciplinary research project 373
5
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
4
Discussion paper series / IZA
4
Janeway Institute working paper series
4
Cowles Foundation discussion paper
3
Discussion papers in economics
3
Working papers / Department of Economics, Universidad Carlos III de Madrid
2
Working papers / Economics Series / Department of Economics, Universidad Carlos III de Madrid
2
CEA_372Cass working paper series
1
Cahier / Département de Sciences Économiques, Université de Montréal
1
Discussion paper / LSE Financial Markets Group
1
Discussion paper / University of Bristol, Department of Economics
1
Diskussionsschriften / Universität Bern, Departement Volkswirtschaftlehre
1
Ensaios econômicos
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NCER working paper series
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Research paper series / Swiss Finance Institute
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SFB 649 discussion paper
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SIER working paper series
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1
Swiss Finance Institute Research Paper
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Working paper / National Bureau of Economic Research, Inc.
1
Working papers / Penn Institute for Economic Research
1
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ECONIS (ZBW)
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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/10013494366
Saved in:
2
Estimation and inference in semiparametric quantile factor models
Ma, Shujie
;
Linton, Oliver
;
Gao, Jiti
-
2017
Persistent link: https://www.econbiz.de/10011782080
Saved in:
3
Estimation of a nonparametric model for bond prices from cross-section and time series information
Koo, Bonsoo
;
La Vecchia, Davide
;
Linton, Oliver
-
2020
Persistent link: https://www.econbiz.de/10012606874
Saved in:
4
Nonparametric predictive regressions for stock return prediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012592220
Saved in:
5
Multi-step non- and semi-parametric predictive regressions for short and long horizon stock return prediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2017
Persistent link: https://www.econbiz.de/10011782226
Saved in:
6
High dimensional semiparametric moment restriction models
Dong, Chaohua
;
Gao, Jiti
;
Linton, Oliver
-
2018
Persistent link: https://www.econbiz.de/10012583637
Saved in:
7
Inference on a semiparametric model with global power law and local nonparametric trends
Gao, Jiti
;
Linton, Oliver
;
Peng, Bin
-
2017
Persistent link: https://www.econbiz.de/10011782105
Saved in:
8
High dimensional semiparametric moment restriction models
Dong, Chaohua
;
Gao, Jiti
;
Linton, Oliver
-
2017
Persistent link: https://www.econbiz.de/10011782253
Saved in:
9
A flexible semiparametric model for time series
Li, Degui
;
Linton, Oliver
;
Lu, Zu-di
-
2012
Persistent link: https://www.econbiz.de/10009625682
Saved in:
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