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subject:"Estimation theory"
subject:"Theory"
~isPartOf:"Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics"
~person:"Forneron, Jean-Jacques"
~person:"Linton, Oliver"
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Estimation theory
Theory
Schätztheorie
2
Bias
1
CAPM
1
Market microstructure
1
Marktmikrostruktur
1
Method of moments
1
Microstructure noise
1
Momentenmethode
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Noise Trading
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Noise trading
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Simulated method of moments
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Systematischer Fehler
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Time series analysis
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Zeitreihenanalyse
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asset pricing
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finite sample bias
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infill asymptotics
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mixing sequence
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mixture sieve
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Forneron, Jean-Jacques
Linton, Oliver
Chernozhukov, Victor
2
Newey, Whitney K.
2
Torgovitsky, Alexander
2
Auerbach, Eric
1
Ding, Peng
1
Escanciano, Juan Carlos
1
Fang, Zheng
1
Gupta, Abhimanyu
1
Hansen, Bruce E.
1
Ichimura, Hidehiko
1
Imbens, Guido
1
Kaji, Tetsuya
1
Li, Z. Merrick
1
Manresa, Elena
1
Müller, Ulrich K.
1
Noack, Claudia
1
Norets, Andriy
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Pelenis, Justinas
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Pouliot, Guillaume
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Pouzo, Demian
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Psaradakis, Zacharias G.
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Robins, James M.
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Rothe, Christoph
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Santos, Andres
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Sekhon, Jasjeet Singh
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Seo, Myung Hwan
1
Shaikh, Azeem M.
1
Shen, Dennis
1
Singh, Rahul
1
Sola, Martin
1
Tebaldi, Pietro
1
Watson, Mark W.
1
Yang, Hanbin
1
Yu, Bin
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Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
CEMMAP working papers / Centre for Microdata Methods and Practice
22
Journal of econometrics
22
Econometric theory
20
Cambridge working papers in economics
18
Econometrics papers
16
Cambridge-INET working papers
7
Working paper / Department of Econometrics and Business Statistics, Monash University
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Econometric reviews
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Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
4
Cowles Foundation discussion paper
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Janeway Institute working paper series
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Boston College working papers in economics
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CORE discussion papers : DP
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Discussion paper / LSE Financial Markets Group
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Discussion papers in economics / Nuffield College
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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
Working papers / Department of Economics, Universidad Carlos III de Madrid
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Working papers / Economics Series / Department of Economics, Universidad Carlos III de Madrid
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AEA papers and proceedings
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Discussion papers in economics
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Discussion papers of interdisciplinary research project 373
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Economics letters
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Handbook of financial time series
1
Identification and inference for econometric models : essays in honor of Thomas Rothenberg
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Insurance / Mathematics & economics
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Journal of empirical finance
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of the American Statistical Association : JASA
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Quantitative economics : QE ; journal of the Econometric Society
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Research paper series / Swiss Finance Institute
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SFB 649 discussion paper
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Swiss Finance Institute Research Paper
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The econometrics journal
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A Sieve-SMM estimator for dynamic models
Forneron, Jean-Jacques
- In:
Econometrica : journal of the Econometric Society, an …
91
(
2023
)
3
,
pp. 943-977
Persistent link: https://www.econbiz.de/10014309724
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2
A ReMeDI for microstructure noise
Li, Z. Merrick
;
Linton, Oliver
- In:
Econometrica : journal of the Econometric Society, an …
90
(
2022
)
1
,
pp. 367-389
Persistent link: https://www.econbiz.de/10012821689
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