Zobrazeno 1 - 10
of 77
pro vyhledávání: '"Oliver B. Linton"'
In this paper, we consider a panel data model which allows for heterogeneous time trends at different locations. We propose a new estimation method for the panel data model before we establish an asymptotic theory for the proposed estimation method.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::629c61bca75f813bfec5d6ad47c923af
Publikováno v:
SSRN Electronic Journal.
Autor:
Z. Merrick Li, Oliver B. Linton
Publikováno v:
SSRN Electronic Journal.
Publikováno v:
SSRN Electronic Journal.
Autor:
Oliver B. Linton, Emily Xu
Publikováno v:
SSRN Electronic Journal.
Autor:
Tom Auld, Oliver B. Linton
Publikováno v:
SSRN Electronic Journal.
Autor:
Z. Merrick Li, Oliver B. Linton
Publikováno v:
SSRN Electronic Journal.
Autor:
Oliver B. Linton, Haihan Tang
Publikováno v:
Journal of the American Statistical Association. 117:117-117
Autor:
Z. Merrick Li, Oliver B. Linton
Publikováno v:
SSRN Electronic Journal.
Autor:
Oliver B. Linton, Yang Yan
Publikováno v:
Journal of Probability and Statistics, Vol 2011 (2011)
ARCH/GARCH modelling has been successfully applied in empirical finance for many years. This paper surveys the semiparametric and nonparametric methods in univariate and multivariate ARCH/GARCH models. First, we introduce some specific semiparametric
Externí odkaz:
https://doaj.org/article/260c0c4c7b874e9c8bc1f136a94a1003