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isPartOf:"Discussion paper / Centre for Economic Policy Research"
subject:"United Kingdom"
~isPartOf:"Journal of financial econometrics"
~subject:"Causality analysis"
~subject:"Estimation"
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Search: subject_exact:"Estimation theory"
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United Kingdom
Causality analysis
Estimation
Estimation theory
119
Schätztheorie
119
Schätzung
38
Theorie
30
Theory
30
Time series analysis
21
Zeitreihenanalyse
21
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Lechner, Michael
2
Marcellino, Massimiliano
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Minford, Patrick
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Sancetta, Alessio
2
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2
Adrian, Tobias
1
Bams, Dennis
1
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1
Brenton, Paul
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1
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1
Collard-Wexler, Allan
1
Cornelißen, Thomas
1
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1
Crump, Richard K.
1
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1
Davezies, Laurent
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De Loecker, Jan
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1
Hautsch, Nikolaus
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Hecq, Alain W. J.
1
Hong, Seok Young
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Hung, Mao-Wei
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Discussion paper / Centre for Economic Policy Research
Journal of financial econometrics
Journal of econometrics
261
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
146
Economics letters
123
Discussion paper series / IZA
83
NBER working paper series
77
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66
CEMMAP working papers / Centre for Microdata Methods and Practice
65
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56
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
49
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48
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47
Discussion paper / Tinbergen Institute
45
Working paper / Department of Econometrics and Business Statistics, Monash University
43
IZA Discussion Paper
41
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38
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36
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Econometric theory
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Quantitative economics : QE ; journal of the Econometric Society
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Discussion papers / CEPR
31
Econometrics : open access journal
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Journal of banking & finance
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Journal of the American Statistical Association : JASA
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The review of economics and statistics
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International journal of forecasting
25
Journal of empirical finance
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Journal of forecasting
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Oxford bulletin of economics and statistics
21
Working papers series in theoretical and applied economics
21
Computational economics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
20
International journal of economics and financial issues : IJEFI
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ECONIS (ZBW)
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1
Empirical asset pricing with functional factors
Nadler, Philip
;
Sancetta, Alessio
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1258-1281
Persistent link: https://www.econbiz.de/10014391457
Saved in:
2
Maximum-Likelihood estimation using the zig-zag algorithm
Hautsch, Nikolaus
;
Okhrin, Ostap
;
Ristig, Alexander
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1346-1375
Persistent link: https://www.econbiz.de/10014391462
Saved in:
3
Intraday trades profile estimation : an intensity approach
Sancetta, Alessio
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 651-677
Persistent link: https://www.econbiz.de/10014314773
Saved in:
4
Granger causality testing in high-dimensional VARs : a post-double-selection procedure
Hecq, Alain W. J.
;
Margaritella, Luca
;
Smeekes, Stephan
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 915-958
Persistent link: https://www.econbiz.de/10014314841
Saved in:
5
Estimation and inference of quantile impulse response functions by local projections : with applications to VaR dynamics
Han, Heejoon
;
Jung, Whayoung
;
Lee, Ji Hyung
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10014526299
Saved in:
6
Volatility of volatility estimation : central limit theorems for the fourier transform estimator and empirical study of the daily time series stylized facts
Toscano, Giacomo
;
Livieri, Giulia
;
Mancino, Maria Elvira
; …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 252-296
Persistent link: https://www.econbiz.de/10014526318
Saved in:
7
Estimating risk in illiquid markets : a model of market friction with stochastic volatility
Buccheri, Giuseppe
;
Grassi, Stefano
;
Vocalelli, Giorgio
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 531-574
Persistent link: https://www.econbiz.de/10014526336
Saved in:
8
Dynamic covariance matrix estimation and portfolio analysis with high-frequency data
Liu, Cheng
;
Tang, Cheng Yong
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 461-491
Persistent link: https://www.econbiz.de/10014526333
Saved in:
9
Exact inference in long-horizon predictive quantile regressions with an application to stock returns
Gungor, Sermin
;
Luger, Richard
- In:
Journal of financial econometrics
19
(
2021
)
4
,
pp. 746-788
Persistent link: https://www.econbiz.de/10012654991
Saved in:
10
Estimating unobserved soft adjustment in credit rating models : before and after the Dodd-Frank act
Gu, Zhutong
;
Jiang, Yixiao
;
Yang, Shuyang
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1791-1819
Persistent link: https://www.econbiz.de/10014444750
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