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subject:"Indien"
subject:"Sparen"
~isPartOf:"CEMMAP working papers / Centre for Microdata Methods and Practice"
~isPartOf:"Journal of econometrics"
~person:"Andersen, Torben"
~subject:"Forecasting model"
~subject:"IV-Schätzung"
~subject:"Induktive Statistik"
~subject:"Kapitaleinkommen"
~subject:"Market microstructure noise"
~subject:"Stochastic process"
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Indien
Sparen
Forecasting model
IV-Schätzung
Induktive Statistik
Kapitaleinkommen
Market microstructure noise
Stochastic process
Estimation theory
7
Schätztheorie
7
Volatility
6
Volatilität
6
Time series analysis
5
Zeitreihenanalyse
5
Capital income
3
Estimation
2
Fractional integration
2
Frequency domain inference
2
Market microstructure
2
Marktmikrostruktur
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Noise Trading
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Noise trading
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Prognoseverfahren
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Schätzung
2
Statistical inference
2
Statistical test
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Statistischer Test
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Stochastic volatility
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Stochastischer Prozess
2
Volatility forecasting
2
1954-1995
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Anlageverhalten
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Asymptotic bias
1
Behavioural finance
1
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1
Börsenkurs
1
Cointegration
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Contrarian trading
1
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Extreme return persistence
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Factor analysis
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Andersen, Torben
Chernozhukov, Victor
18
Horowitz, Joel
14
Hansen, Christian Bailey
11
Kitagawa, Toru
10
Lee, Sokbae
10
Rosen, Adam M.
10
Belloni, Alexandre
9
Canay, Ivan A.
8
Chesher, Andrew
8
Linton, Oliver
8
Shi, Xiaoxia
8
Todorov, Viktor
8
Bugni, Federico A.
7
Newey, Whitney K.
7
Lee, Ji Hyung
6
Li, Yingying
6
Zakoïan, Jean-Michel
6
Francq, Christian
5
Phillips, Peter C. B.
5
Stoye, Jörg
5
Swanson, Norman R.
5
Tauchen, George Eugene
5
Taylor, Robert
5
Weidner, Martin
5
Wüthrich, Kaspar
5
Andrews, Donald W. K.
4
Andrews, Isaiah
4
Demetrescu, Matei
4
Fan, Yanqin
4
Florens, Jean-Pierre
4
Kaido, Hiroaki
4
Kim, Donggyu
4
McCloskey, Adam
4
Moreira, Marcelo J.
4
Payne, Jonathan
4
Rodrigues, Paulo M. M.
4
Zheng, Xinghua
4
Chao, John C.
3
Cheng, Xu
3
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CEMMAP working papers / Centre for Microdata Methods and Practice
Journal of econometrics
CREATES research paper
2
NBER working paper series
2
Econometric theory
1
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ECONIS (ZBW)
5
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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
Local mispricing and microstructural noise : a parametric perspective
Andersen, Torben
;
Archakov, Ilya
;
Cebiroglu, Gökhan
; …
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 510-534
Persistent link: https://www.econbiz.de/10013464102
Saved in:
3
Testing for parameter instability and structural change in persistent predictive regressions
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 361-386
Persistent link: https://www.econbiz.de/10013464808
Saved in:
4
Consistent inference for predictive regressions in persistent economic systems
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 215-244
Persistent link: https://www.econbiz.de/10013275373
Saved in:
5
Unified inference for nonlinear factor models from panels with fixed and large time span
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
; …
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 4-25
Persistent link: https://www.econbiz.de/10012303860
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