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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:"Market microstructure noise"
~subject:"Stochastic process"
~type:"article"
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Indien
Sparen
Forecasting model
IV-Schätzung
Induktive Statistik
Market microstructure noise
Stochastic process
Estimation theory
7
Schätztheorie
7
Volatility
6
Volatilität
6
Time series analysis
5
Zeitreihenanalyse
5
Capital income
3
Kapitaleinkommen
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Estimation
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Fractional integration
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Frequency domain inference
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Market microstructure
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Prognoseverfahren
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Schätzung
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Statistical inference
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Statistical test
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Stochastischer Prozess
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Volatility forecasting
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1954-1995
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Asymptotic bias
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Behavioural finance
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Börsenkurs
1
Cointegration
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Contrarian trading
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Extreme return persistence
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Factor analysis
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Andersen, Torben
Todorov, Viktor
8
Lee, Ji Hyung
6
Li, Yingying
5
Linton, Oliver
5
Phillips, Peter C. B.
5
Swanson, Norman R.
5
Tauchen, George Eugene
5
Taylor, Robert
5
Zakoïan, Jean-Michel
5
Andrews, Donald W. K.
4
Demetrescu, Matei
4
Fan, Yanqin
4
Florens, Jean-Pierre
4
Francq, Christian
4
Hansen, Christian Bailey
4
Kim, Donggyu
4
Newey, Whitney K.
4
Chao, John C.
3
Cheng, Xu
3
Clark, Todd E.
3
Corradi, Valentina
3
Georgiev, Iliyan
3
Horowitz, Joel
3
Inoue, Atsushi
3
Kilian, Lutz
3
Kitagawa, Toru
3
Li, Jia
3
Liu, Ruixuan
3
Mammen, Enno
3
McCracken, Michael W.
3
Park, Joon Y.
3
Rodrigues, Paulo M. M.
3
Shi, Xiaoxia
3
Su, Liangjun
3
Tu, Yundong
3
Varneskov, Rasmus Tangsgaard
3
Xiu, Dacheng
3
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3
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CEMMAP working papers / Centre for Microdata Methods and Practice
Journal of econometrics
Econometric theory
1
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ECONIS (ZBW)
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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
Saved in:
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