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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:"Hansen, Bruce E."
~person:"Linton, Oliver"
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Estimation theory
Theory
Schätztheorie
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1
Bias
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Gauss-Markov
1
Kleinste-Quadrate-Methode
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Least squares method
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Market microstructure
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Noise Trading
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finite sample bias
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infill asymptotics
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Hansen, Bruce E.
Linton, Oliver
Chernozhukov, Victor
2
Newey, Whitney K.
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Torgovitsky, Alexander
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Auerbach, Eric
1
Ding, Peng
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Ichimura, Hidehiko
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1
Kaji, Tetsuya
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Li, Z. Merrick
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Manresa, Elena
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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
27
Econometric theory
26
CEMMAP working papers / Centre for Microdata Methods and Practice
22
Cambridge working papers in economics
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Econometrics papers
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Cambridge-INET working papers
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Econometric reviews
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Rochester Center for Economic Research working paper
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Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
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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
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Cowles Foundation discussion paper
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Janeway Institute working paper series
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Quantitative economics : QE ; journal of the Econometric Society
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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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Economics letters
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Working paper / Social Systems Research Institute, University of Wisconsin-Madison
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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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Department of Economics working paper series / McMaster University, Department of Economics
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Discussion paper / Institute for Economic Research, Queen's University
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Discussion papers in economics
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Discussion papers of interdisciplinary research project 373
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Essays in honor of Peter C. B. Phillips
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Essays in honor of Subal Kumbhakar
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Handbook of financial time series
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Identification and inference for econometric models : essays in honor of Thomas Rothenberg
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Insurance / Mathematics & economics
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International economic review
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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 policy modeling : JPMOD ; a social science forum of world issues
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Journal of the American Statistical Association : JASA
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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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2
A modern Gauss-Markov theorem
Hansen, Bruce E.
- In:
Econometrica : journal of the Econometric Society, an …
90
(
2022
)
3
,
pp. 1283-1294
Persistent link: https://www.econbiz.de/10013279554
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