//--> //--> //--> //-->
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:"Zeitreihenanalyse"
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:"Theory"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
Theorie
163
Theory
162
Nichtparametrisches Verfahren
152
Nonparametric statistics
152
Estimation theory
141
Schätztheorie
141
Time series analysis
54
Regression analysis
52
Regressionsanalyse
52
Estimation
51
Schätzung
51
Statistischer Test
27
ARCH model
26
ARCH-Modell
26
Statistical test
26
Stochastischer Prozess
26
Stochastic process
25
Bootstrap approach
23
Bootstrap-Verfahren
23
Volatility
21
Volatilität
21
Forecasting model
20
Prognoseverfahren
20
Core
18
Capital income
17
Kapitaleinkommen
17
Method of moments
17
Momentenmethode
17
Panel
17
Panel study
17
Statistische Verteilung
17
Statistical distribution
16
Börsenkurs
14
Correlation
14
HB Economic Theory
14
Korrelation
14
Share price
14
Portfolio selection
12
Portfolio-Management
12
more ...
less ...
Online availability
All
Free
26
Undetermined
10
Type of publication
All
Book / Working Paper
31
Article
23
Type of publication (narrower categories)
All
Graue Literatur
27
Non-commercial literature
27
Article in journal
24
Aufsatz in Zeitschrift
24
Arbeitspapier
22
Working Paper
22
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
54
Author
All
Linton, Oliver
Phillips, Peter C. B.
204
Koopman, Siem Jan
172
Franses, Philip Hans
158
Gil-Alaña, Luis A.
129
Caporale, Guglielmo Maria
115
Gao, Jiti
113
Lütkepohl, Helmut
106
Koop, Gary
89
Teräsvirta, Timo
88
Pesaran, M. Hashem
86
Sibbertsen, Philipp
83
Härdle, Wolfgang
76
McAleer, Michael
74
Harvey, Andrew C.
73
Lucas, André
73
Engle, Robert F.
69
Johansen, Søren
69
Taylor, Robert
67
Hyndman, Rob J.
66
Kapetanios, George
66
Swanson, Norman R.
65
Perron, Pierre
63
Granger, C. W. J.
61
Hassler, Uwe
61
Proietti, Tommaso
61
Stock, James H.
58
Maravall Herrero, Agustín
57
Kunst, Robert M.
56
Watson, Mark W.
56
Bauwens, Luc
55
Dijk, Herman K. van
55
Hallin, Marc
55
Marcellino, Massimiliano
55
Robinson, Peter M.
55
Hendry, David F.
53
Mills, Terence C.
51
Ghysels, Eric
50
Haldrup, Niels
50
Saikkonen, Pentti
50
more ...
less ...
Institution
All
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Published in...
All
Journal of econometrics
12
Cambridge working papers in economics
8
CEMMAP working papers / Centre for Microdata Methods and Practice
7
Econometric theory
5
Janeway Institute working paper series
4
Working paper / Department of Econometrics and Business Statistics, Monash University
4
Cowles Foundation discussion paper
3
Cambridge-INET working papers
2
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
2
Discussion paper series / LSE Financial Markets Group
2
CEA_372Cass working paper series
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Discussion papers in economics
1
Discussion papers of interdisciplinary research project 373
1
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 applied economics
1
Journal of the American Statistical Association : JASA
1
The econometrics journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
54
Showing
1
-
10
of
54
Sort
Relevance
Date (newest first)
Date (oldest first)
1
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:
2
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:
3
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:
4
Dynamic autoregressive liquidity (DArLiQ)
Hafner, Christian M.
;
Linton, Oliver
;
Wang, Linqi
-
2022
Persistent link: https://www.econbiz.de/10013263369
Saved in:
5
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:
6
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:
7
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:
8
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:
9
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:
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
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->