Nonparametric estimation of a periodic sequence in the presence of a smooth trend
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- Oliver Linton & Michael Vogt, 2012. "Nonparametric estimation of a periodic sequence in the presence of a smooth trend," CeMMAP working papers 23/12, Institute for Fiscal Studies.
- Oliver Linton & Michael Vogt, 2012. "Nonparametric estimation of a periodic sequence in the presence of a smooth trend," CeMMAP working papers CWP23/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
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Citations
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Cited by:
- Michael Vogt & Oliver Linton, 2015.
"Classification of nonparametric regression functions in heterogeneous panels,"
CeMMAP working papers
CWP06/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Michael Vogt & Oliver Linton, 2015. "Classification of nonparametric regression functions in heterogeneous panels," CeMMAP working papers 06/15, Institute for Fiscal Studies.
- Linton, Oliver & Wu, Jianbin, 2020. "A coupled component DCS-EGARCH model for intraday and overnight volatility," Journal of Econometrics, Elsevier, vol. 217(1), pages 176-201.
- Vogt, Michael & Linton, Oliver, 2020.
"Multiscale clustering of nonparametric regression curves,"
Journal of Econometrics, Elsevier, vol. 216(1), pages 305-325.
- Michael Vogt & Oliver Linton, 2018. "Multiscale clustering of nonparametric regression curves," CeMMAP working papers CWP08/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Peter Malec, 2016. "A Semiparametric Intraday GARCH Model," Cambridge Working Papers in Economics 1633, Faculty of Economics, University of Cambridge.
- Seok Young Hong & Oliver Linton & Hui Jun Zhang, 2014.
"Multivariate variance ratio statistics,"
CeMMAP working papers
CWP29/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Seok Young Hong & Oliver Linton & Hui Jun Zhang, 2014. "Multivariate Variance Ratio Statistics," Cambridge Working Papers in Economics 1459, Faculty of Economics, University of Cambridge.
- Seok Young Hong & Oliver Linton & Hui Jun Zhang, 2014. "Multivariate variance ratio statistics," CeMMAP working papers 29/14, Institute for Fiscal Studies.
- Kai Yang & Peihua Qiu, 2022. "A three-step local smoothing approach for estimating the mean and covariance functions of spatio-temporal Data," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 74(1), pages 49-68, February.
- Koo, B. & La Vecchia, D. & Linton, O., 2019. "Nonparametric Recovery of the Yield Curve Evolution from Cross-Section and Time Series Information," Cambridge Working Papers in Economics 1916, Faculty of Economics, University of Cambridge.
- Koo, Bonsoo & La Vecchia, Davide & Linton, Oliver, 2021.
"Estimation of a nonparametric model for bond prices from cross-section and time series information,"
Journal of Econometrics, Elsevier, vol. 220(2), pages 562-588.
- Bonsoo Koo & Davide La Vecchia & Oliver Linton, 2020. "Estimation of a Nonparametric Model for Bond Prices from Cross-Section and Time Series Information," Monash Econometrics and Business Statistics Working Papers 4/20, Monash University, Department of Econometrics and Business Statistics.
- Liu, Jialuo & Chu, Tingjin & Zhu, Jun & Wang, Haonan, 2021. "Semiparametric method and theory for continuously indexed spatio-temporal processes," Journal of Multivariate Analysis, Elsevier, vol. 183(C).
- Marina Khismatullina & Michael Vogt, 2022. "Multiscale Comparison of Nonparametric Trend Curves," Papers 2209.10841, arXiv.org.
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