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person:"Bollerslev, Tim"
subject:"Volatility"
~isPartOf:"The econometrics journal"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~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
Autocorrelation
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Estimation theory
4
Schätztheorie
4
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2
Räumliche Interaktion
2
Spatial interaction
2
Distribution-free estimation
1
Dynamische Wirtschaftstheorie
1
Economic dynamics
1
Estimation
1
Group structure
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Bollerslev, Tim
Lee, Lung-fei
Mykland, Per A.
Diebold, Francis X.
4
Heckman, James J.
4
Imbens, Guido
4
Athey, Susan
3
Bekaert, Geert
3
Engle, Robert F.
3
Mairesse, Jacques
3
Schorfheide, Frank
3
Abadie, Alberto
2
Bajari, Patrick L.
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Baltagi, Badi H.
2
Bayer, Patrick J.
2
Brandt, Michael W.
2
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2
De Loecker, Jan
2
Hahn, Jinyong
2
Hall, Bronwyn H.
2
Hausman, Jerry A.
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Herbst, Edward P.
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Kline, Patrick
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Nesheim, Lars
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Onatski, Alexei
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Perron, Pierre
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Stock, James H.
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Sun, Yixiao
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1
Attanasio, Orazio P.
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Aït-Sahalia, Yacine
1
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The econometrics journal
Working paper / National Bureau of Economic Research, Inc.
Journal of econometrics
22
Econometric theory
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Econometric reviews
4
Economics letters
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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
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Analysis of panels and limited dependent variable models : in honour of G. S. Maddala
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Memo / Økonomisk Institut, Aarhus Universitet
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Quantitative economics : QE ; journal of the Econometric Society
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Spatial economic analysis : the journal of the Regional Studies Association
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The Japanese economic review : the journal of the Japanese Economic Association
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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
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2
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:
3
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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