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person:"Craig, Ben R."
subject:"Exchange rate"
~accessRights:"restricted"
~isPartOf:"Economic review"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Andersen, Torben"
~person:"Andrews, Donald W. K."
~person:"Imbens, Guido"
~person:"Li, Qi"
~person:"Park, Joon Y."
~person:"Westerlund, Joakim"
~subject:"Forecasting model"
~subject:"Maximum likelihood estimation"
~subject:"Momentenmethode"
~subject:"Monte Carlo simulation"
~subject:"Panel study"
~subject:"Schätzung"
~subject:"Statistical inference"
~subject:"Stochastischer Prozess"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Estimation theory
20
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7
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Craig, Ben R.
Andersen, Torben
Andrews, Donald W. K.
Imbens, Guido
Li, Qi
Park, Joon Y.
Westerlund, Joakim
Lee, Lung-fei
9
Gao, Jiti
8
Phillips, Peter C. B.
8
Su, Liangjun
8
Francq, Christian
7
Li, Kunpeng
7
Todorov, Viktor
7
Linton, Oliver
6
Taylor, Robert
6
Zakoïan, Jean-Michel
6
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5
Hsiao, Cheng
5
Kim, Donggyu
5
Lee, Ji Hyung
5
Li, Jia
5
Peng, Bin
5
Robinson, Peter M.
5
Sun, Yiguo
5
Tauchen, George Eugene
5
Baltagi, Badi H.
4
Cai, Zongwu
4
Fan, Yanqin
4
Kitagawa, Toru
4
Rodrigues, Paulo M. M.
4
Wang, Hansheng
4
Bertanha, Marinho
3
Blasques, Francisco
3
Bollerslev, Tim
3
Callaway, Brantly
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Chen, Heng
3
Chen, Xiaohong
3
Demetrescu, Matei
3
Dovonon, Prosper
3
Feng, Guohua
3
Galvão Júnior, Antônio Fialho
3
Georgiev, Iliyan
3
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Economic review
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3
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2
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2
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2
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2
The econometrics journal
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ECONIS (ZBW)
12
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1
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
2
Design-based analysis in Difference-In-Differences settings with staggered adoption
Athey, Susan
;
Imbens, Guido
- In:
Journal of econometrics
226
(
2022
)
1
,
pp. 62-79
Persistent link: https://www.econbiz.de/10013440512
Saved in:
3
Testing for parameter instability and structural change in persistent predictive regressions
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 361-386
Persistent link: https://www.econbiz.de/10013464808
Saved in:
4
Nonparametric estimation of jump diffusion models
Park, Joon Y.
;
Wang, Bin
- In:
Journal of econometrics
222
(
2021
)
1,3
,
pp. 688-715
Persistent link: https://www.econbiz.de/10012619778
Saved in:
5
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:
6
Estimation of longrun variance of continuous time stochastic process using discrete sample
Lu, Ye
;
Park, Joon Y.
- In:
Journal of econometrics
210
(
2019
)
2
,
pp. 236-267
Persistent link: https://www.econbiz.de/10012303516
Saved in:
7
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
Saved in:
8
Quasi maximum likelihood analysis of high dimensional constrained factor models
Li, Kunpeng
;
Li, Qi
;
Lu, Lina
- In:
Journal of econometrics
206
(
2018
)
2
,
pp. 574-612
Persistent link: https://www.econbiz.de/10012110418
Saved in:
9
A new approach to model regime switching
Chang, Yoosoon
;
Choi, Yongok
;
Park, Joon Y.
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 127-143
Persistent link: https://www.econbiz.de/10011743787
Saved in:
10
Inference based on many conditional moment inequalities
Andrews, Donald W. K.
;
Shi, Xiaoxia
- In:
Journal of econometrics
196
(
2017
)
2
,
pp. 275-287
Persistent link: https://www.econbiz.de/10011818293
Saved in:
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