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~person:"Cavaliere, Giuseppe"
~person:"Linton, Oliver"
~subject:"Estimation theory"
~subject:"Zinsstruktur"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Non-commercial literature"
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Search: subject_exact:"Time series analysis"
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Estimation theory
Zinsstruktur
Time series analysis
92
Zeitreihenanalyse
92
Schätztheorie
43
Nichtparametrisches Verfahren
37
Nonparametric statistics
37
Theorie
30
Theory
30
Bootstrap approach
24
Bootstrap-Verfahren
24
Estimation
20
Schätzung
20
Volatility
16
Volatilität
16
Heteroscedasticity
13
Heteroskedastizität
13
Regression analysis
12
Regressionsanalyse
12
Cointegration
11
Einheitswurzeltest
11
Forecasting model
11
Kointegration
11
Prognoseverfahren
11
Unit root test
11
ARCH model
6
ARCH-Modell
6
Autocorrelation
6
Autokorrelation
6
Börsenkurs
6
Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
6
Share price
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Stochastic process
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Stochastischer Prozess
6
VAR model
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VAR-Modell
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Aktienmarkt
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Aufsatz in Zeitschrift
Non-commercial literature
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Graue Literatur
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English
46
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Cavaliere, Giuseppe
Linton, Oliver
Phillips, Peter C. B.
55
Gao, Jiti
49
Koopman, Siem Jan
41
Johansen, Søren
37
Lütkepohl, Helmut
36
Teräsvirta, Timo
34
Nielsen, Morten Ørregaard
32
Taylor, Robert
25
Franses, Philip Hans
24
Lucas, André
24
Kapetanios, George
23
Koop, Gary
23
Sibbertsen, Philipp
23
Maravall Herrero, Agustín
22
Chambers, Marcus J.
20
Swanson, Norman R.
19
Harvey, Andrew C.
18
Leybourne, Stephen James
18
Li, Degui
17
Nielsen, Bent
17
Peng, Bin
17
Pesaran, M. Hashem
17
Brännäs, Kurt
16
Caporale, Guglielmo Maria
16
Gouriéroux, Christian
16
Hassler, Uwe
16
Perron, Pierre
16
Bauwens, Luc
15
Dong, Chaohua
15
Hyndman, Rob J.
15
Härdle, Wolfgang
15
Robinson, Peter M.
15
Blasques, Francisco
14
Chen, Xiaohong
14
McAleer, Michael
14
Tauchen, George Eugene
14
Poskitt, Donald Stephen
13
Tjostheim, Dag
13
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Journal of econometrics
9
Cambridge working papers in economics
6
CEMMAP working papers / Centre for Microdata Methods and Practice
5
Econometric theory
5
Working paper / Department of Econometrics and Business Statistics, Monash University
4
CREATES research paper
3
Discussion papers / Department of Economics, University of Copenhagen
3
Cambridge-INET working papers
2
Discussion paper series / LSE Financial Markets Group
2
Janeway Institute working paper series
2
Queen's Economics Department working paper
2
Econometric reviews
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
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of the American Statistical Association : JASA
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The econometrics journal
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ECONIS (ZBW)
46
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1
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
De Angelis, Luca
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 725-757
Persistent link: https://www.econbiz.de/10014420355
Saved in:
2
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:
3
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:
4
Specification tests for GARCH processes
Cavaliere, Giuseppe
;
Perera, Indeewara
;
Rahbek, Anders
-
2021
Persistent link: https://www.econbiz.de/10012627489
Saved in:
5
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:
6
Adaptive inference in heteroskedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2020
Persistent link: https://www.econbiz.de/10012317803
Saved in:
7
An introduction to bootstrap theory in time series econometrics
Cavaliere, Giuseppe
;
Bohn Nielsen, Heino
;
Rahbek, Anders
-
2020
Persistent link: https://www.econbiz.de/10012319239
Saved in:
8
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:
9
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
Saved in:
10
Adaptive inference in heteroscedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 50-65
Persistent link: https://www.econbiz.de/10012804084
Saved in:
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