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~person:"Li, Qi"
~person:"Linton, Oliver"
~person:"Peel, David"
~subject:"1921-1923"
~subject:"Cointegration"
~subject:"Heteroskedastizität"
~subject:"Time series analysis"
~subject:"United States"
~subject:"World"
~type:"article"
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Search: subject_exact:"Time series analysis"
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1921-1923
Cointegration
Heteroskedastizität
Time series analysis
United States
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Zeitreihenanalyse
61
Estimation theory
28
Schätztheorie
28
Theorie
27
Theory
27
Nichtparametrisches Verfahren
18
Nonparametric statistics
18
Regression analysis
11
Regressionsanalyse
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10
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Großbritannien
7
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Prognoseverfahren
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Statistical test
3
Statistischer Test
3
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1973-1996
2
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58
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58
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2
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61
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Li, Qi
Linton, Oliver
Peel, David
Gil-Alaña, Luis A.
175
Phillips, Peter C. B.
91
Franses, Philip Hans
82
Gupta, Rangan
78
Caporale, Guglielmo Maria
60
Taylor, Robert
59
Leybourne, Stephen James
53
Koopman, Siem Jan
49
Teräsvirta, Timo
49
Perron, Pierre
48
Moosa, Imad A.
47
Tiwari, Aviral Kumar
47
Harvey, Andrew C.
45
Lütkepohl, Helmut
43
Mills, Terence C.
42
Chang, Tsangyao
41
Hendry, David F.
41
McAleer, Michael
39
Koop, Gary
37
Harvey, David I.
34
Granger, C. W. J.
33
Hassler, Uwe
33
Newbold, Paul
32
Ghysels, Eric
31
Stock, James H.
29
Proietti, Tommaso
28
Engle, Robert F.
27
Hecq, Alain W. J.
27
Hong, Yongmiao
27
Johansen, Søren
27
Kapetanios, George
26
Watson, Mark W.
26
Bahmani-Oskooee, Mohsen
25
Gao, Jiti
25
Hyndman, Rob J.
25
McElroy, Tucker
25
Robinson, Peter M.
25
Sibbertsen, Philipp
25
Swanson, Norman R.
25
Clements, Michael P.
24
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Journal of econometrics
17
Econometric theory
8
Economics letters
6
Applied economics
5
International economic review
4
Econometric reviews
2
Economica
2
Journal of international money and finance
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Applied economics letters
1
Applied financial economics
1
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
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
1
Macroeconomic dynamics
1
The European journal of finance
1
The Oxford handbook of applied nonparametric and semiparametric econometrics and statistics
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The journal of real estate finance and economics
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ECONIS (ZBW)
61
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61
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1
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:
2
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:
3
A score statistic for testing the presence of a stochastic trend in conditional variances
Hong, Yongmiao
;
Linton, Oliver
;
McCabe, Brendan Peter Martin
- In:
Economics letters
213
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013442141
Saved in:
4
Estimation of a nonparametric model for bond prices from cross-section and time series information
Koo, Bonsoo
;
La Vecchia, Davide
;
Linton, Oliver
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 562-588
Persistent link: https://www.econbiz.de/10012618568
Saved in:
5
A weighted sieve estimator for nonparametric time series models with nonstationary variables
Dong, Chaohua
;
Linton, Oliver
;
Peng, Bin
- In:
Journal of econometrics
222
(
2021
)
2
,
pp. 909-932
Persistent link: https://www.econbiz.de/10012619807
Saved in:
6
Quantilograms under strong dependence
Lee, Ji Hyung
;
Linton, Oliver
;
Whang, Yoon-jae
- In:
Econometric theory
36
(
2020
)
3
,
pp. 457-487
Persistent link: https://www.econbiz.de/10012240727
Saved in:
7
Multiscale clustering of nonparametric regression curves
Vogt, Michael
;
Linton, Oliver
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 305-325
Persistent link: https://www.econbiz.de/10012439696
Saved in:
8
Detecting financial data dependence structure by averaging mixture copulas
Liu, Guannan
;
Long, Wei
;
Zhang, Xinyu
;
Li, Qi
- In:
Econometric theory
35
(
2019
)
4
,
pp. 777-815
Persistent link: https://www.econbiz.de/10012386828
Saved in:
9
Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity
Linton, Oliver
;
Xiao, Zhijie
- In:
Journal of econometrics
213
(
2019
)
2
,
pp. 608-631
Persistent link: https://www.econbiz.de/10012304598
Saved in:
10
Additive nonparametric models with time variable and both stationary and nonstationary regressors
Dong, Chaohua
;
Linton, Oliver
- In:
Journal of econometrics
207
(
2018
)
1
,
pp. 212-236
Persistent link: https://www.econbiz.de/10012116290
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