//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Linton, Oliver"
~subject:"Estimation theory"
~subject:"Zinsstruktur"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Book section"
~type_genre:"Non-commercial literature"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Time series analysis"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Estimation theory
Zinsstruktur
Time series analysis
58
Zeitreihenanalyse
58
Nichtparametrisches Verfahren
37
Nonparametric statistics
37
Schätztheorie
30
Theorie
21
Theory
21
Estimation
12
Regression analysis
12
Regressionsanalyse
12
Schätzung
12
Forecasting model
11
Prognoseverfahren
11
Börsenkurs
6
Share price
6
Aktienmarkt
5
Capital income
5
Induktive Statistik
5
Kapitaleinkommen
5
Panel
5
Panel study
5
Statistical inference
5
Stock market
5
Volatility
5
Volatilität
5
Yield curve
5
Efficient market hypothesis
4
Effizienzmarkthypothese
4
Kernel estimator
4
locally stationary process
4
series estimator
4
Dependence
3
Efficiency
3
Einheitswurzeltest
3
Factor analysis
3
Faktorenanalyse
3
Market microstructure
3
Marktmikrostruktur
3
more ...
less ...
Online availability
All
Free
16
Undetermined
7
Type of publication
All
Book / Working Paper
18
Article
15
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Book section
Non-commercial literature
Article in journal
17
Graue Literatur
15
Arbeitspapier
12
Working Paper
12
Aufsatz im Buch
1
more ...
less ...
Language
All
English
33
Author
All
Linton, Oliver
Phillips, Peter C. B.
56
Gao, Jiti
53
Koopman, Siem Jan
42
Johansen, Søren
39
Lütkepohl, Helmut
37
Teräsvirta, Timo
35
Nielsen, Morten Ørregaard
32
Taylor, Robert
25
Franses, Philip Hans
24
Kapetanios, George
24
Lucas, André
24
Koop, Gary
23
Maravall Herrero, Agustín
23
Sibbertsen, Philipp
23
Chambers, Marcus J.
20
Harvey, Andrew C.
20
Peng, Bin
20
Swanson, Norman R.
20
Brännäs, Kurt
18
Leybourne, Stephen James
18
Li, Degui
18
Nielsen, Bent
18
Pesaran, M. Hashem
17
Caporale, Guglielmo Maria
16
Gouriéroux, Christian
16
Hassler, Uwe
16
Perron, Pierre
16
Robinson, Peter M.
16
Bauwens, Luc
15
Dong, Chaohua
15
Hyndman, Rob J.
15
Härdle, Wolfgang
15
Blasques, Francisco
14
Cavaliere, Giuseppe
14
Chen, Xiaohong
14
McAleer, Michael
14
Poskitt, Donald Stephen
14
Tauchen, George Eugene
14
Baillie, Richard
13
more ...
less ...
Published in...
All
Journal of econometrics
8
Cambridge working papers in economics
6
CEMMAP working papers / Centre for Microdata Methods and Practice
5
Working paper / Department of Econometrics and Business Statistics, Monash University
4
Cambridge-INET working papers
2
Discussion paper series / LSE Financial Markets Group
2
Econometric theory
2
Janeway Institute working paper series
2
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
1
Econometrics papers
1
Economics letters
1
Handbook of financial time series
1
Journal of the American Statistical Association : JASA
1
The econometrics journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
33
Showing
1
-
10
of
33
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity
Linton, Oliver
;
Xiao, Zhijie
-
2019
Persistent link: https://www.econbiz.de/10012692312
Saved in:
8
Nonparametric recovery of the yield curve evolution from cross-section and time series information
Koo, Bonsoo
;
La Vecchia, Davide
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012697699
Saved in:
9
Nonparametric predictive regressions for stock return brediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012698837
Saved in:
10
Nonparametric predictive regressions for stock return prediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012592220
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->