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subject:"Cointegration"
type_genre:"Collection of articles written by one author"
~isPartOf:"Cambridge working papers in economics"
~type_genre:"Graue Literatur"
~type_genre:"Konferenzschrift"
~type_genre:"Working Paper"
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Search: subject_exact:"Estimation theory"
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Cointegration
Estimation theory
36
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Estimation
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Estimation of common factors for microstructure noise and efficient price in a high-frequency dual factor model
Li, Yu-Ning
;
Chen, Jia
;
Linton, Oliver
-
2021
Persistent link: https://www.econbiz.de/10013259517
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On econometric analysis of structural systems with permanent and transitory shocks and exogenous variables
Pagan, Adrian R.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003565717
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