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person:"Bollerslev, Tim"
subject:"Volatility"
~isPartOf:"The econometrics journal"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Abadie, Alberto"
~person:"Lee, Lung-fei"
~person:"Mykland, Per A."
~subject:"Autocorrelation"
~subject:"Theory"
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Search: subject_exact:"Estimation theory"
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Volatility
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Estimation theory
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Bollerslev, Tim
Abadie, Alberto
Lee, Lung-fei
Mykland, Per A.
Diebold, Francis X.
4
Heckman, James J.
4
Imbens, Guido
4
Athey, Susan
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The econometrics journal
Working paper / National Bureau of Economic Research, Inc.
Journal of econometrics
23
Econometric theory
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Technical working paper / National Bureau of Economic Research
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Memo / Økonomisk Institut, Aarhus Universitet
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The Japanese economic review : the journal of the Japanese Economic Association
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ECONIS (ZBW)
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1
Initial conditions of dynamic panel data models : on within and between equations
Lee, Lung-fei
;
Yu, Jihai
- In:
The econometrics journal
23
(
2020
)
1
,
pp. 115-136
Persistent link: https://www.econbiz.de/10012167249
Saved in:
2
Finite population causal standard errors
Abadie, Alberto
;
Athey, Susan
;
Imbens, Guido
; …
-
2014
Persistent link: https://www.econbiz.de/10010393956
Saved in:
3
Endogenous stratification in randomized experiments
Abadie, Alberto
;
Chingos, Matthew M.
;
West, Martin R.
-
2013
Persistent link: https://www.econbiz.de/10010230075
Saved in:
4
Estimation of spatial autoregressive models with randomly missing data in the dependent variable
Wang, Wei
;
Lee, Lung-fei
- In:
The econometrics journal
16
(
2013
)
1
,
pp. 73-102
Persistent link: https://www.econbiz.de/10009722511
Saved in:
5
How often to sample a continuous-time process in the presence of market microstructure noise
Aït-Sahalia, Yacine
;
Mykland, Per A.
-
2003
Persistent link: https://www.econbiz.de/10001752968
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