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~person:"Andrews, Donald W. K."
~person:"Linton, Oliver"
~subject:"Heteroskedastizität"
~subject:"Schätzung"
~subject:"Time series analysis"
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Heteroskedastizität
Schätzung
Time series analysis
Zeitreihenanalyse
74
Estimation theory
40
Schätztheorie
40
Nichtparametrisches Verfahren
38
Nonparametric statistics
38
Theorie
30
Theory
30
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14
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14
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13
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11
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4
Autokorrelation
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4
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4
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4
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Andrews, Donald W. K.
Linton, Oliver
Gil-Alaña, Luis A.
335
Caporale, Guglielmo Maria
259
Phillips, Peter C. B.
237
Koopman, Siem Jan
215
Franses, Philip Hans
213
McAleer, Michael
139
Gao, Jiti
134
Teräsvirta, Timo
126
Lütkepohl, Helmut
117
Gupta, Rangan
113
Pesaran, M. Hashem
109
Kapetanios, George
105
Sibbertsen, Philipp
103
Koop, Gary
100
Harvey, Andrew C.
96
Hyndman, Rob J.
91
Watson, Mark W.
89
Taylor, Robert
88
Stock, James H.
86
Härdle, Wolfgang
85
Johansen, Søren
82
Lucas, André
82
Perron, Pierre
82
Marcellino, Massimiliano
80
Hendry, David F.
79
Dijk, Herman K. van
78
Engle, Robert F.
77
Proietti, Tommaso
73
Swanson, Norman R.
73
Kunst, Robert M.
72
Mills, Terence C.
72
Granger, C. W. J.
71
Dijk, Dick van
70
Hassler, Uwe
69
Maravall Herrero, Agustín
67
Nielsen, Morten Ørregaard
67
Robinson, Peter M.
67
Leybourne, Stephen James
63
Ravazzolo, Francesco
63
Ghysels, Eric
60
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Centre for Microdata Methods and Practice <London>
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
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Journal of econometrics
13
Cambridge working papers in economics
9
CEMMAP working papers / Centre for Microdata Methods and Practice
8
Cowles Foundation discussion paper
8
Working paper / Department of Econometrics and Business Statistics, Monash University
6
Econometric theory
5
Janeway Institute working paper series
4
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Cambridge-INET working papers
2
Discussion paper series / LSE Financial Markets Group
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
CEA_372Cass working paper series
1
Cowles Foundation Discussion Paper
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Discussion papers in economics
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1
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
1
Econometrics papers
1
Economics letters
1
Handbook of financial time series
1
Journal of applied economics
1
Journal of the American Statistical Association : JASA
1
The econometrics journal
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ECONIS (ZBW)
74
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1
Inference in a stationary/nonstationary autoregressive time-varying-parameter model
Andrews, Donald W. K.
;
Li, Ming
-
2024
Persistent link: https://www.econbiz.de/10014538994
Saved in:
2
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:
3
Dynamic autoregressive liquidity (DArLiQ)
Hafner, Christian M.
;
Linton, Oliver
;
Wang, Linqi
-
2022
Persistent link: https://www.econbiz.de/10013263369
Saved in:
4
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:
5
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:
6
Estimation of common factors for microstructure noise and efficient price in a high-frequency dual factor model
Li, Yu-Ning
;
Chen, Jia
;
Linton, Oliver
-
2021
Persistent link: https://www.econbiz.de/10013259517
Saved in:
7
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:
8
On time trend of COVID-19 : a panel data study
Dong, Chaohua
;
Gao, Jiti
;
Linton, Oliver
;
Peng, Bin
-
2020
Persistent link: https://www.econbiz.de/10012608336
Saved in:
9
On time trend of COVID-19 : a panel data study
Dong, Chaohua
;
Gao, Jiti
;
Linton, Oliver
;
Peng, Bin
-
2020
Persistent link: https://www.econbiz.de/10013205300
Saved in:
10
A ReMeDI for microstructure noise
Li, Z. Merrick
;
Linton, Oliver
- In:
Econometrica : journal of the Econometric Society, an …
90
(
2022
)
1
,
pp. 367-389
Persistent link: https://www.econbiz.de/10012821689
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