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~person:"Linton, Oliver"
~person:"Wang, Chen"
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Search: subject_exact:"Time series analysis"
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Time series analysis
63
Zeitreihenanalyse
63
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38
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32
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63
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Linton, Oliver
Wang, Chen
Gil-Alaña, Luis A.
335
Caporale, Guglielmo Maria
259
Phillips, Peter C. B.
237
Franses, Philip Hans
215
Koopman, Siem Jan
215
McAleer, Michael
139
Gao, Jiti
134
Teräsvirta, Timo
127
Lütkepohl, Helmut
122
Gupta, Rangan
113
Pesaran, M. Hashem
111
Kapetanios, George
107
Koop, Gary
103
Sibbertsen, Philipp
103
Harvey, Andrew C.
100
Watson, Mark W.
93
Hyndman, Rob J.
91
Taylor, Robert
88
Stock, James H.
87
Härdle, Wolfgang
85
Johansen, Søren
83
Lucas, André
82
Perron, Pierre
82
Hendry, David F.
81
Marcellino, Massimiliano
80
Dijk, Herman K. van
79
Engle, Robert F.
77
Kunst, Robert M.
77
Mills, Terence C.
73
Proietti, Tommaso
73
Swanson, Norman R.
73
Granger, C. W. J.
71
Hassler, Uwe
71
Dijk, Dick van
70
Diebold, Francis X.
68
Maravall Herrero, Agustín
67
Nielsen, Morten Ørregaard
67
Robinson, Peter M.
67
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63
Ravazzolo, Francesco
63
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Centre for Microdata Methods and Practice <London>
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Journal of econometrics
13
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12
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8
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6
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ECONIS (ZBW)
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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:
2
Dynamic autoregressive liquidity (DArLiQ)
Hafner, Christian M.
;
Linton, Oliver
;
Wang, Linqi
-
2022
Persistent link: https://www.econbiz.de/10013263369
Saved in:
3
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:
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
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
Spurious factor analysis
Onatski, Alexei
;
Wang, Chen
-
2020
Persistent link: https://www.econbiz.de/10012793091
Saved in:
7
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:
8
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:
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/10013205300
Saved in:
10
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
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