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accessRights:"restricted"
person:"Ghysels, Eric"
~person:"Misaki, Hiroumi"
~subject:"Sampling"
~subject:"United States"
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Search: subject_exact:"Estimation theory"
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Sampling
United States
Estimation theory
8
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8
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3
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3
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Ghysels, Eric
Misaki, Hiroumi
Abadie, Alberto
3
Marcellino, Massimiliano
3
Sianesi, Barbara
3
Zhang, Xinyu
3
Anderson, Edward J.
2
Andrews, Isaiah
2
Bajari, Patrick L.
2
Brownlees, Christian
2
Castagliola, Philippe
2
Chen, Songnian
2
Chingos, Matthew M.
2
Comin, Diego
2
Escanciano, Juan Carlos
2
Gentzkow, Matthew Aaron
2
Haurin, Donald R.
2
Herbst, Edward P.
2
Hull, Peter
2
Kasy, Maximilian
2
Khalaf, Lynda
2
Kleibergen, Frank
2
Kong, Lingwei
2
Kunitomo, Naoto
2
Nekipelov, Denis N.
2
Nonejad, Nima
2
Otsu, Taisuke
2
Pesaran, M. Hashem
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Pesendorfer, Martin
2
Peñaranda, Francisco
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Phillips, Peter C. B.
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Potiron, Yoann
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Ryan, Stephen
2
Sasaki, Yuya
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Schmitz, Tom
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Schorfheide, Frank
2
Shapiro, Jesse M.
2
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International review of economics & finance : IREF
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ECONIS (ZBW)
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1
Testing a large set of zero restrictions in regression models, with an application to mixed frequency Granger causality
Ghysels, Eric
;
Hill, Jonathan B.
;
Motegi, Kaiji
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 633-654
Persistent link: https://www.econbiz.de/10012483174
Saved in:
2
The econometric analysis of mixed frequency data sampling
Ghysels, Eric
;
Marcellino, Massimiliano
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 291-293
Persistent link: https://www.econbiz.de/10011704880
Saved in:
3
The SIML estimation of integrated covariance and hedging coefficient under round-off errors, micro-market price adjustments and random sampling
Kunitomo, Naoto
;
Misaki, Hiroumi
;
Sato, Seisho
- In:
Asia-Pacific financial markets
22
(
2015
)
3
,
pp. 333-368
Persistent link: https://www.econbiz.de/10011524812
Saved in:
4
On robust properties of the SIML estimation of volatility under micro-market noise and random sampling
Misaki, Hiroumi
;
Kunitomo, Naoto
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 265-281
Persistent link: https://www.econbiz.de/10011573588
Saved in:
5
Regime switches in the risk-return trade-off
Ghysels, Eric
;
Guérin, Pierre
;
Marcellino, Massimiliano
-
2013
Persistent link: https://www.econbiz.de/10010206904
Saved in:
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