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~person:"Harvey, Andrew C."
~person:"Linton, Oliver"
~person:"Perron, Pierre"
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Search: subject_exact:"Estimation theory"
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Estimation theory
233
Schätztheorie
233
Nichtparametrisches Verfahren
86
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86
Time series analysis
84
Zeitreihenanalyse
84
Theorie
46
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Harvey, Andrew C.
Linton, Oliver
Perron, Pierre
Phillips, Peter C. B.
300
Pesaran, M. Hashem
184
Gao, Jiti
165
Härdle, Wolfgang
144
Andrews, Donald W. K.
137
Newey, Whitney K.
126
McAleer, Michael
109
Baltagi, Badi H.
107
Chernozhukov, Victor
106
Chen, Xiaohong
98
Kapetanios, George
92
Imbens, Guido
91
Gouriéroux, Christian
90
Heckman, James J.
86
Lütkepohl, Helmut
86
Swanson, Norman R.
84
White, Halbert
84
Otsu, Taisuke
81
Robinson, Peter M.
80
Lee, Lung-fei
77
Koopman, Siem Jan
76
Lechner, Michael
76
Li, Qi
75
Ullah, Aman
75
Wooldridge, Jeffrey M.
75
Bera, Anil K.
73
Franses, Philip Hans
73
Stock, James H.
72
Dette, Holger
71
Simar, Léopold
70
Su, Liangjun
70
Horowitz, Joel
69
Nielsen, Morten Ørregaard
69
Johansen, Søren
66
Cai, Zongwu
65
Croux, Christophe
65
Diebold, Francis X.
65
Dufour, Jean-Marie
65
Sentana, Enrique
65
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Journal of econometrics
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22
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9
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8
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7
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7
Econometric Research Program research memorandum
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
The econometrics journal
5
Cahier / Département de Sciences Économiques, Université de Montréal
3
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3
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Identification and inference for econometric models : essays in honor of Thomas Rothenberg
2
International journal of forecasting
2
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2
Journal of empirical finance
2
Quantitative economics : QE ; journal of the Econometric Society
2
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2
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2
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2
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ECONIS (ZBW)
233
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1
Estimation in the presence of heteroskedasticity of unknown form : a lasso-based approach
González-Coya, Emilio
;
Perron, Pierre
- In:
Journal of econometric methods
13
(
2024
)
1
,
pp. 29-48
Persistent link: https://www.econbiz.de/10014580272
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
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:
4
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:
5
Inference on conditional quantile processes in partially linear models with applications to the impact of unemployment benefits
Qu, Zhongjun
;
Yoon, Jungmo
;
Perron, Pierre
- In:
The review of economics and statistics
106
(
2024
)
2
,
pp. 521-541
Persistent link: https://www.econbiz.de/10014536847
Saved in:
6
Nonparametric estimation of mediation effects with a general treatment
Huang, Lukang
;
Huang, Wei
;
Linton, Oliver
;
Zhang, Zheng
- In:
Econometric reviews
43
(
2024
)
2/4
,
pp. 215-237
Persistent link: https://www.econbiz.de/10014551514
Saved in:
7
A unified framework for specification tests of continuous treatment effect models
Huang, Wei
;
Linton, Oliver
;
Zhang, Zheng
-
2021
Persistent link: https://www.econbiz.de/10013254169
Saved in:
8
Robust estimation of integrated volatility
Li, Zhen
;
Linton, Oliver
-
2021
Persistent link: https://www.econbiz.de/10013206057
Saved in:
9
Score-driven time series models
Harvey, Andrew C.
-
2021
Persistent link: https://www.econbiz.de/10013257426
Saved in:
10
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
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