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~person:"Harvey, Andrew C."
~person:"Linton, Oliver"
~person:"Robinson, Peter M."
~subject:"Estimation theory"
~subject:"Heteroskedastizität"
~subject:"Prognoseverfahren"
~subject:"Theorie"
~subject:"Time series analysis"
~subject:"USA"
~subject:"locally stationary process"
~type_genre:"Arbeitspapier"
~type_genre:"Bibliography included"
~type_genre:"Non-commercial literature"
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Estimation theory
Heteroskedastizität
Prognoseverfahren
Theorie
Time series analysis
USA
locally stationary process
Zeitreihenanalyse
89
Theory
50
Nichtparametrisches Verfahren
23
Nonparametric statistics
23
Schätztheorie
22
Estimation
14
Schätzung
14
Forecasting model
10
Cointegration
9
Kointegration
9
Stochastic process
9
Stochastischer Prozess
9
ARCH model
7
ARCH-Modell
7
Volatility
7
Volatilität
7
Regression analysis
6
Regressionsanalyse
6
Statistical distribution
6
Statistische Verteilung
6
Börsenkurs
5
Capital income
5
Kapitaleinkommen
5
Share price
5
State space model
5
United States
5
Zustandsraummodell
5
Aktienmarkt
4
Autocorrelation
4
Autokorrelation
4
Bayes-Statistik
4
Bayesian inference
4
Coronavirus
4
Induktive Statistik
4
Saisonale Schwankungen
4
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Online availability
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Free
65
Type of publication
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Book / Working Paper
89
Type of publication (narrower categories)
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Arbeitspapier
Bibliography included
Non-commercial literature
Article in journal
92
Aufsatz in Zeitschrift
92
Graue Literatur
85
Working Paper
80
Aufsatz im Buch
7
Book section
7
Collection of articles of several authors
6
Lehrbuch
6
Sammelwerk
6
Textbook
6
Aufsatzsammlung
2
Festschrift
2
Bibliografie
1
Bibliografie enthalten
1
Conference paper
1
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1
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1
Mehrbändiges Werk
1
Multi-volume publication
1
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1
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Language
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English
89
Author
All
Harvey, Andrew C.
Linton, Oliver
Robinson, Peter M.
Gil-Alaña, Luis A.
157
Caporale, Guglielmo Maria
143
Koopman, Siem Jan
115
Franses, Philip Hans
100
McAleer, Michael
82
Phillips, Peter C. B.
76
Sibbertsen, Philipp
69
Gao, Jiti
68
Hyndman, Rob J.
63
Lütkepohl, Helmut
61
Teräsvirta, Timo
61
Pesaran, M. Hashem
60
Dijk, Herman K. van
58
Lucas, André
57
Kunst, Robert M.
55
Härdle, Wolfgang
53
Johansen, Søren
51
Marcellino, Massimiliano
50
Kapetanios, George
47
Maravall Herrero, Agustín
47
Koop, Gary
46
Dijk, Dick van
41
Nielsen, Morten Ørregaard
41
Feng, Yuanhua
37
Lux, Thomas
35
Beran, Jan
34
Hallin, Marc
34
Ravazzolo, Francesco
33
Swanson, Norman R.
32
Bauwens, Luc
30
Timmermann, Allan
28
Brakel, Jan A. van den
27
Fried, Roland
27
Hassler, Uwe
26
Medeiros, Marcelo C.
26
Ooms, Marius
26
Saikkonen, Pentti
26
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Institution
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University of Cambridge / Department of Applied Economics
4
Centre for Microdata Methods and Practice <London>
1
Conference on Applied Probability and Time Series Analysis <1995, Athen>
1
Econometrisch Instituut <Rotterdam>
1
London School of Economics and Political Science
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Suntory-Toyota International Centre for Economics and Related Disciplines
1
University of California Santa Barbara
1
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Cambridge working papers in economics
21
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
21
Suntory and Toyota International Centres for Economics and Related Disciplines
11
CEMMAP working papers / Centre for Microdata Methods and Practice
9
Econometrics papers
8
Working paper / Department of Econometrics and Business Statistics, Monash University
7
Janeway Institute working paper series
4
Discussion paper series / LSE Financial Markets Group
3
Econometric Institute research papers
3
Cowles Foundation discussion paper
2
Temi di discussione / Banca d'Italia
2
Athens Conference on Applied Probability and Time Series Analysis
1
CEA_372Cass working paper series
1
Cambridge-INET working papers
1
DAE working paper
1
Discussion paper
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Discussion papers / National Institute of Economic and Social Research
1
Discussion papers in economics
1
Discussion papers of interdisciplinary research project 373
1
Documentos de trabajo / Banco Central de Chile
1
EUI working paper / ECO
1
Economics discussion papers
1
Lecture notes in statistics
1
Temi di discussione del Servizio Studi / Banca d'Italia
1
Working papers
1
Working papers / Department of Economics, Universidad Carlos III de Madrid
1
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ECONIS (ZBW)
89
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1
Dynamic autoregressive liquidity (DArLiQ)
Hafner, Christian M.
;
Linton, Oliver
;
Wang, Linqi
-
2022
Persistent link: https://www.econbiz.de/10013263369
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
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:
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
Time series modeling of epidemics : leading indicators, control groups and policy assessment
Harvey, Andrew C.
-
2021
Persistent link: https://www.econbiz.de/10013254171
Saved in:
6
Score-driven time series models
Harvey, Andrew C.
-
2021
Persistent link: https://www.econbiz.de/10013257426
Saved in:
7
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:
8
Time series models for epidemics: : leading indicators, control groups and policy assessment
Harvey, Andrew C.
-
2020
Persistent link: https://www.econbiz.de/10012672008
Saved in:
9
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:
10
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:
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