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Anzahl der Einträge: 9.

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]

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]

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]

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]

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

Vogt, Michael (2011) Essays in nonparametric econometrics.

Mannheim [Dissertation]

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