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Adaptive Estimation in ARCH Mo...
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Nichtparametrisches Verfahren
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Linton, Oliver
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Whang, Yoon-Jae
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Lewbel, Arthur
41
Mammen, Enno
32
Xiao, Zhijie
30
Gao, Jiti
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Lu, Zudi
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Koo, Bonsoo
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Srisuma, Sorawoot
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Wang, Qihua
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Kalnina, Ilze
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Lu, Zu-di
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Gaglianone, Wagner Piazza
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Boston College Working Papers in Economics
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Discussion papers of interdisciplinary research project 373
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Econometric reviews
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Nonparametric inference for unbalanced time series data
Linton, Oliver
- In:
Econometric theory
21
(
2005
)
1
,
pp. 143-157
Persistent link: https://www.econbiz.de/10002674653
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2
Estimating additive nonparametric models by partial Lq norm : the curse of fractionality
Linton, Oliver
- In:
Econometric theory
17
(
2001
)
6
,
pp. 1037-1050
Persistent link: https://www.econbiz.de/10001638374
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3
Edgeworth approximations for semiparametric instrumental variable estimators and test statistics
Linton, Oliver
- In:
Journal of econometrics
106
(
2002
)
2
,
pp. 325-368
Persistent link: https://www.econbiz.de/10001638902
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4
Nonparametric inference for unbalanced time series data
Linton, Oliver
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002024185
Saved in:
5
Nonparametric inference for unbalanced time series data
Linton, Oliver
-
2004
Persistent link: https://www.econbiz.de/10002034286
Saved in:
6
Edgeworth approximations for semiparametric instrumental variable estimators and test statistics
Linton, Oliver
-
2000
Persistent link: https://www.econbiz.de/10001510243
Saved in:
7
Edgeworth approximation for MINPIN estimators in semiparametric regression models
Linton, Oliver
- In:
Econometric theory
12
(
1996
)
1
,
pp. 30-60
Persistent link: https://www.econbiz.de/10001201818
Saved in:
8
Adaptive estimation in ARCH models
Linton, Oliver
- In:
Econometric theory
9
(
1993
)
4
,
pp. 539-569
Persistent link: https://www.econbiz.de/10001156716
Saved in:
9
An asymptotic expansion in the GARCH(1,1) model
Linton, Oliver
- In:
Econometric theory
13
(
1997
)
4
,
pp. 558-581
Persistent link: https://www.econbiz.de/10001230723
Saved in:
10
Estimation of linear regression models from bid-ask data by a spread-tolerant estimator
Linton, Oliver
- In:
Annals of economics and finance
2
(
2001
)
1
,
pp. 237-247
Persistent link: https://www.econbiz.de/10001732273
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