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person:"Craig, Ben R."
subject:"Exchange rate"
~isPartOf:"CEMMAP working papers / Centre for Microdata Methods and Practice"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Imbens, Guido"
~person:"Park, Joon Y."
~person:"Taylor, Robert"
~person:"Todorov, Viktor"
~person:"Westerlund, Joakim"
~person:"Zakoïan, Jean-Michel"
~subject:"Börsenkurs"
~subject:"Endogeneity"
~subject:"Estimation theory"
~subject:"Forecasting model"
~subject:"Monte Carlo simulation"
~subject:"Statistical inference"
~subject:"Zeitreihenanalyse"
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Exchange rate
Börsenkurs
Endogeneity
Estimation theory
Forecasting model
Monte Carlo simulation
Statistical inference
Zeitreihenanalyse
Schätztheorie
56
Time series analysis
22
Volatility
19
Volatilität
19
Estimation
18
Schätzung
18
Regression analysis
15
Regressionsanalyse
15
Stochastic process
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Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Statistical distribution
5
Statistische Verteilung
5
Option pricing theory
4
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4
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Craig, Ben R.
Imbens, Guido
Park, Joon Y.
Taylor, Robert
Todorov, Viktor
Westerlund, Joakim
Zakoïan, Jean-Michel
Chernozhukov, Victor
49
Linton, Oliver
44
Newey, Whitney K.
35
Weidner, Martin
34
Phillips, Peter C. B.
33
Horowitz, Joel
31
Chen, Xiaohong
27
Lee, Sokbae
27
Kitagawa, Toru
24
Fernández-Val, Iván
22
Lee, Lung-fei
21
Chen, Songnian
20
Robinson, Peter M.
20
Hu, Yingyao
19
Su, Liangjun
18
Li, Qi
17
Gao, Jiti
16
Smith, Richard J.
16
Hansen, Christian Bailey
15
Chesher, Andrew
14
Rosen, Adam M.
14
Bonhomme, Stéphane
13
Cai, Zongwu
13
Canay, Ivan A.
13
Francq, Christian
13
Hoderlein, Stefan
13
Kristensen, Dennis
13
White, Halbert
13
Fan, Yanqin
12
Hausman, Jerry A.
12
Ichimura, Hidehiko
12
Kato, Kengo
12
Sun, Yixiao
12
Andrews, Donald W. K.
11
Belloni, Alexandre
11
Florens, Jean-Pierre
11
Gouriéroux, Christian
11
Graham, Bryan S.
11
Hsiao, Cheng
11
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Centre for Microdata Methods and Practice <London>
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CEMMAP working papers / Centre for Microdata Methods and Practice
Journal of econometrics
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Série des documents de travail / Centre de Recherche en Économie et Statistique
16
Econometric theory
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Technical working paper / National Bureau of Economic Research
15
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11
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8
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7
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7
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7
Oxford bulletin of economics and statistics
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3
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Economic Research Initiatives at Duke (ERID) Working Paper
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3
The review of economic studies
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Annales d'économie et de statistique
2
CAEPR working papers
2
Cowles Foundation discussion paper
2
Journal of applied econometrics
2
Journal of empirical finance
2
Journal of international financial markets, institutions & money
2
Journal of the American Statistical Association : JASA
2
Quantitative economics : QE ; journal of the Econometric Society
2
Working paper / Department of Econometrics and Business Statistics, Monash University
2
Annals of economics and statistics
1
Bundesbank Series 1 Discussion Paper
1
CAMA working paper series
1
CEMFI working paper
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ECONIS (ZBW)
56
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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
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:
3
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:
4
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:
5
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:
6
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:
7
Testing the existence of moments for GARCH processes
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 47-64
Persistent link: https://www.econbiz.de/10013441622
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
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
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