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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:"Gupta, Abhimanyu"
~person:"Linton, Oliver"
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Estimation theory
Theory
Schätztheorie
2
Time series analysis
2
Zeitreihenanalyse
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Bias
1
Growing number of restrictions
1
Market microstructure
1
Marktmikrostruktur
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Microstructure noise
1
Noise Trading
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Noise trading
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Regression analysis
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Regressionsanalyse
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Systematischer Fehler
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finite sample bias
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high-order long-run variance
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infill asymptotics
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infinite-order autoregression
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mixing sequence
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nonparametric regression
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Gupta, Abhimanyu
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
Forneron, Jean-Jacques
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
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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
Journal of econometrics
25
CEMMAP working papers / Centre for Microdata Methods and Practice
22
Econometric theory
22
Cambridge working papers in economics
18
Econometrics papers
16
Cambridge-INET working papers
7
Working paper / Department of Econometrics and Business Statistics, Monash University
6
Econometric reviews
5
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
4
Cowles Foundation discussion paper
3
Discussion paper series / University of Essex, Department of Economics
3
Janeway Institute working paper series
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Boston College working papers in economics
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CORE discussion papers : DP
2
Discussion paper / LSE Financial Markets Group
2
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
2
Working papers / Economics Series / Department of Economics, Universidad Carlos III de Madrid
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Discussion papers in economics
1
Discussion papers of interdisciplinary research project 373
1
Economics letters
1
Handbook of financial time series
1
Identification and inference for econometric models : essays in honor of Thomas Rothenberg
1
Insurance / Mathematics & economics
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Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
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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Robust inference on infinite and growing dimensional time-series regression
Gupta, Abhimanyu
;
Seo, Myung Hwan
- In:
Econometrica : journal of the Econometric Society, an …
91
(
2023
)
4
,
pp. 1333-1361
Persistent link: https://www.econbiz.de/10014365440
Saved in:
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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