Personen - MADOC

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Anzahl der Einträge: 9.

2016

Boneva, Lena ; Linton, Oliver ; Vogt, Michael (2016) The effect of fragmentation in trading on market quality in the UK equity market. Journal of Applied Econometrics Chichester 31 1 192-213 [Zeitschriftenartikel]

2015

Vogt, Michael ; Dette, Holger (2015) Detecting gradual changes in locally stationary processes. The Annals of Statistics Cleveland, Ohio [u.a.] 43 2 713-740 [Zeitschriftenartikel]

Vogt, Michael (2015) Testing for structural change in time-varying nonparametric regression models. Econometric Theory Cambridge 31 4 811-859 [Zeitschriftenartikel]

Boneva, Lena ; Linton, Oliver ; Vogt, Michael (2015) A semiparametric model for heterogeneous panel data with fixed effects. Journal of Econometrics Amsterdam [u.a.] 188 2 327-345 [Zeitschriftenartikel]

Fengler, Matthias R. ; Mammen, Enno ; Vogt, Michael (2015) Specification and structural break tests for additive models with applications to realized variance data. Journal of Econometrics Amsterdam [u.a.] 188 1 196-218 [Zeitschriftenartikel]

2014

Vogt, Michael ; Linton, Oliver (2014) Nonparametric estimation of a periodic sequence in the presence of a smooth trend. Biometrika London ; Oxford 101 1 121-140 [Zeitschriftenartikel]

2013

Linton, Oliver ; Vogt, Michael (2013) Discussion on the paper by Fan, Liao and Micheva "Large covariance estimation by thresholding principal orthogonal complements". Journal of the Royal Statistical Society. Series B, Statistical Methodolgy London 75 4 666-668 [Zeitschriftenartikel]

2012

Vogt, Michael (2012) Nonparametric regression for locally stationary time series. The Annals of Statistics Cleveland, Ohio [u.a.] 40 5 2601-2633 [Zeitschriftenartikel]

2011

Vogt, Michael (2011) Essays in nonparametric econometrics.

Mannheim [Dissertation]

Vorschau

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