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person:"Chernozhukov, Victor"
subject:"USA"
~isPartOf:"Journal of econometrics"
~person:"Deo, Rohit S."
~source:"econis"
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Chernozhukov, Victor
Deo, Rohit S.
LaFrance, Jeffrey T.
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Journal of econometrics
CEMMAP working papers / Centre for Microdata Methods and Practice
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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
1
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ECONIS (ZBW)
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Instrumental quantile regression inference for structural and treatment effect models
Chernozhukov, Victor
;
Hansen, Christian Bailey
- In:
Journal of econometrics
132
(
2006
)
2
,
pp. 491-525
Persistent link: https://www.econbiz.de/10003348786
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Forecasting realized volatility using a long-memory stochastic volatility model: estimation, prediction and seasonal adjustment
Deo, Rohit S.
;
Hurvich, Clifford M.
;
Lu, Yi
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 29-58
Persistent link: https://www.econbiz.de/10003298562
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