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isPartOf:"Journal of econometrics"
~isPartOf:"Econometric Reviews"
~person:"Andersen, Torben"
~person:"Ghysels, Eric"
~person:"Jasiak, Joann"
~subject:"Statistical inference"
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Statistical inference
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Andersen, Torben
Ghysels, Eric
Jasiak, Joann
Todorov, Viktor
3
Tauchen, George Eugene
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Varneskov, Rasmus Tangsgaard
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Danaher, Peter J.
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Fusari, Nicola
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Gallant, A. Ronald
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Journal of econometrics
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1
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
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2
Consistent inference for predictive regressions in persistent economic systems
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 215-244
Persistent link: https://www.econbiz.de/10013275373
Saved in:
3
Unified inference for nonlinear factor models from panels with fixed and large time span
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
; …
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 4-25
Persistent link: https://www.econbiz.de/10012303860
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