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person:"Craig, Ben R."
subject:"Exchange rate"
~isPartOf:"CEMFI working paper"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"Mimeo series"
~person:"Fan, Jianqing"
~person:"Fan, Yanqin"
~person:"Imbens, Guido"
~person:"Kohn, Robert"
~person:"Park, Joon Y."
~person:"Taylor, Robert"
~person:"Todorov, Viktor"
~person:"Westerlund, Joakim"
~subject:"Börsenkurs"
~subject:"Estimation theory"
~subject:"Forecasting model"
~subject:"Monte Carlo simulation"
~subject:"Statistical inference"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
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Exchange rate
Börsenkurs
Estimation theory
Forecasting model
Monte Carlo simulation
Statistical inference
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Schätztheorie
72
Time series analysis
24
Regression analysis
21
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21
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18
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Craig, Ben R.
Fan, Jianqing
Fan, Yanqin
Imbens, Guido
Kohn, Robert
Park, Joon Y.
Taylor, Robert
Todorov, Viktor
Westerlund, Joakim
Phillips, Peter C. B.
33
Linton, Oliver
22
Lee, Lung-fei
21
Chen, Songnian
19
Su, Liangjun
18
Li, Qi
17
Robinson, Peter M.
17
Cai, Zongwu
13
Chen, Xiaohong
13
Francq, Christian
13
Gao, Jiti
13
Andrews, Donald W. K.
11
Gouriéroux, Christian
11
Hsiao, Cheng
11
Sun, Yixiao
11
White, Halbert
11
Baltagi, Badi H.
10
Chib, Siddhartha
10
Florens, Jean-Pierre
10
Hong, Han
10
Newey, Whitney K.
10
Zakoïan, Jean-Michel
10
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9
Horowitz, Joel
9
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9
Li, Degui
9
Pesaran, M. Hashem
9
Schmidt, Peter
9
Bai, Jushan
8
Gallant, A. Ronald
8
Koopman, Siem Jan
8
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8
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8
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8
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CEMFI working paper
Journal of econometrics
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Mimeo series
Econometric theory
14
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
12
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9
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Evaluation of training and other social programmes
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Frontiers of economics in China : selected publications from Chinese universities
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ECONIS (ZBW)
72
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1
Wald, QLR, and score tests when parameters are subject to linear inequality constraints
Fan, Yanqin
;
Shi, Xuetao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2005-2026
Persistent link: https://www.econbiz.de/10014471442
Saved in:
2
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:
3
Extensions to IVX methods of inference for return predictability
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014471800
Saved in:
4
Transformed regression-based long-horizon predictability tests
Demetrescu, Matei
;
Rodrigues, Paulo M. M.
;
Taylor, Robert
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-37
Persistent link: https://www.econbiz.de/10014471812
Saved in:
5
Bias reduction in spot volatility estimation from options
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 53-81
Persistent link: https://www.econbiz.de/10014364661
Saved in:
6
Nonparametric jump variation measures from options
Todorov, Viktor
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 255-280
Persistent link: https://www.econbiz.de/10013463804
Saved in:
7
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:
8
Testing for episodic predictability in stock returns
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 85-113
Persistent link: https://www.econbiz.de/10013441625
Saved in:
9
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:
10
Bayesian factor-adjusted sparse regression
Fan, Jianqing
;
Jiang, Bai
;
Sun, Qiang
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 3-19
Persistent link: https://www.econbiz.de/10013441909
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