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person:"Craig, Ben R."
subject:"Exchange rate"
~accessRights:"restricted"
~isPartOf:"Journal of econometrics"
~person:"Imbens, Guido"
~person:"Park, Joon Y."
~person:"Tauchen, George Eugene"
~person:"Westerlund, Joakim"
~subject:"Estimation theory"
~subject:"Forecasting model"
~subject:"Monte Carlo simulation"
~subject:"Statistical inference"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Exchange rate
Estimation theory
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Schätztheorie
14
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8
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8
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6
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6
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6
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6
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5
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5
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Craig, Ben R.
Imbens, Guido
Park, Joon Y.
Tauchen, George Eugene
Westerlund, Joakim
Phillips, Peter C. B.
17
Linton, Oliver
12
Gao, Jiti
11
Su, Liangjun
11
Chen, Songnian
10
Lee, Lung-fei
10
Li, Degui
9
Robinson, Peter M.
9
Todorov, Viktor
8
Zhu, Ke
8
Francq, Christian
7
Li, Kunpeng
7
Li, Yingying
7
Peng, Bin
7
Taylor, Robert
7
Bai, Jushan
6
Cai, Zongwu
6
Fan, Jianqing
6
Fan, Yanqin
6
Koopman, Siem Jan
6
Li, Dong
6
Li, Jia
6
Ng, Serena
6
Sasaki, Yuya
6
Tu, Yundong
6
Andersen, Torben
5
Chen, Xiaohong
5
Davis, Richard A.
5
Hong, Han
5
Hsiao, Cheng
5
Kim, Donggyu
5
Lee, Ji Hyung
5
Liu, Ruixuan
5
Mykland, Per A.
5
Sun, Yiguo
5
Sun, Yixiao
5
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5
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Journal of econometrics
Economics letters
3
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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
2
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2
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Oxford bulletin of economics and statistics
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ECONIS (ZBW)
14
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1
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:
2
New directions in nonlinear structural estimation : Bayes and Frequentist: editorial
Tauchen, George Eugene
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10013441706
Saved in:
3
Variation and efficiency of high-frequency betas
Zhang, Congshan
;
Li, Jia
;
Todorov, Viktor
;
Tauchen, …
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 156-175
Persistent link: https://www.econbiz.de/10013441735
Saved in:
4
On the robustness of the pooled CCE estimator
Juodis, Artūras
;
Karabiyik, Hande
;
Westerlund, Joakim
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 325-348
Persistent link: https://www.econbiz.de/10012618517
Saved in:
5
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:
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
Asymptotics for recurrent diffusions with application to high frequency regression
Kim, Jihyun
;
Park, Joon Y.
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 37-54
Persistent link: https://www.econbiz.de/10011743485
Saved in:
8
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:
9
On the role of the rank condition in CCE estimation of factor-augmented panel regressions
Karabiyik, Hande
;
Reese, Simon
;
Westerlund, Joakim
- In:
Journal of econometrics
197
(
2017
)
1
,
pp. 60-64
Persistent link: https://www.econbiz.de/10011818341
Saved in:
10
Adaptive estimation of continuous-time regression models using high-frequency data
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Journal of econometrics
200
(
2017
)
1
,
pp. 36-47
Persistent link: https://www.econbiz.de/10011897689
Saved in:
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