Person: Vogt, Michael
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Vogt
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Michael
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Now showing 1 - 7 of 7
- PublicationJournal articleThe Effect of Fragmentation in Trading on Market Quality in the UK Equity Market(2016) Boneva, Lena; Linton, Oliver; Vogt, MichaelPublished in: Journal of Applied Econometrics ; 31 (2016), 1. - pp. 192-213. - ISSN 0883-7252. - eISSN 1099-1255
- PublicationJournal articleA semiparametric model for heterogeneous panel data with fixed effects(2015) Boneva, Lena; Linton, Oliver; Vogt, MichaelPublished in: Journal of Econometrics ; 188 (2015), 2. - pp. 327-345. - ISSN 0304-4076. - eISSN 1872-6895
- PublicationPreprintClassification of Nonparametric Regression Functions in Heterogeneous Panels(2015) Vogt, Michael; Linton, Oliver B.
- PublicationJournal articleDetecting gradual changes in locally stationary processes(2015) Vogt, Michael; Dette, HolgerPublished in: The Annals of Statistics ; 43 (2015), 2. - pp. 713-740. - ISSN 0090-5364
- PublicationJournal articleTesting for Structural Change in Time-Varying Nonparametric Regression Models(2015) Vogt, MichaelPublished in: Econometric Theory ; 31 (2015), 04. - pp. 811-859. - ISSN 0266-4666. - eISSN 1469-4360
- PublicationPreprintA Semiparametric Model for Heterogeneous Panel Data with Fixed Effects(2013) Körber, Lena; Linton, Oliver; Vogt, Michael
- PublicationPreprintDetecting smooth changes in locally stationary processes(2013) Vogt, Michael; Dette, Holger
