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Anzahl der Einträge: 9.

Zeitschriftenartikel

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 [u.a.] 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]

Dissertation

Vogt, Michael (2011) Essays in nonparametric econometrics.

Mannheim [Dissertation]

Vorschau

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Zitation

Zeitschriftenartikel

Dissertation