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~person:"Hidalgo, Javier"
~person:"Li, Qi"
~person:"Linton, Oliver"
~person:"Peel, David"
~subject:"Heteroskedastizität"
~subject:"Time series analysis"
~subject:"United States"
~subject:"World"
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Search: subject_exact:"Time series analysis"
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Heteroskedastizität
Time series analysis
United States
World
Zeitreihenanalyse
131
Theorie
57
Theory
57
Estimation theory
51
Schätztheorie
51
Nichtparametrisches Verfahren
47
Nonparametric statistics
47
Estimation
22
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22
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21
Regressionsanalyse
21
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14
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6
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6
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45
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72
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English
131
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Hidalgo, Javier
Li, Qi
Linton, Oliver
Peel, David
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
102
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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Instituto Valenciano de Investigaciones Económicas
2
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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
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Journal of econometrics
21
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12
Cambridge working papers in economics
9
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9
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8
Econometrics papers
8
Economics letters
6
Working paper / Department of Econometrics and Business Statistics, Monash University
6
Applied economics
5
International economic review
4
Janeway Institute working paper series
4
Cowles Foundation discussion paper
3
Econometric reviews
3
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3
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2
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Economica
2
Journal of international money and finance
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Suntory and Toyota International Centres for Economics and Related Disciplines
2
The econometrics journal
2
Applied economics letters
1
Applied financial economics
1
CEA_372Cass working paper series
1
Discussion paper / Centre for Economic Policy Research
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Discussion paper / LSE Financial Markets Group
1
Discussion papers in economics
1
Discussion papers of interdisciplinary research project 373
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics working paper series
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Handbook of financial time series
1
Journal of applied econometrics
1
Journal of applied economics
1
Journal of the American Statistical Association : JASA
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Macroeconomic dynamics
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The European journal of finance
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ECONIS (ZBW)
131
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1
Nonparametric prediction with spatial data
Gupta, Abhimanyu
;
Hidalgo, Javier
-
2022
Persistent link: https://www.econbiz.de/10014429995
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
Multivariate models of commodity futures markets : a dynamic copula approach
Chen, Sihong
;
Li, Qi
;
Wang, Qiaoyu
;
Zhang, Yu Yvette
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
6
,
pp. 3037-3057
Persistent link: https://www.econbiz.de/10014329023
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
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:
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
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