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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~person:"Prokhorov, Artem"
~subject:"Estimation"
~subject:"Schätztheorie"
~subject:"Statistical distribution"
~subject:"Stochastischer Prozess"
~type_genre:"Festschrift"
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Volatility
Estimation
Schätztheorie
Statistical distribution
Stochastischer Prozess
Estimation theory
2
Constrained semiparametric limited information MLE
1
Double lasso
1
Efficiency
1
Endogeneity
1
Heckman
1
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Nichtparametrisches Verfahren
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Post selection inference
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Prokhorov, Artem
Tsionas, Efthymios G.
3
Koenker, Roger
2
Lai, Hung-pin
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Amba, Marius Claude Oyon
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1
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1
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1
Gil-Alaña, Luis A.
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1
Han, Chirok
1
Hansen, Philipp
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
Journal of econometrics
4
Economics letters
2
Econometric reviews
1
Journal of productivity analysis : an official journal of the International Society for Efficiency and Productivity Analysis
1
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ECONIS (ZBW)
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DS-HECK : double-lasso estimation of Heckman selection model
Hirukawa, Masayuki
;
Liu, Di
;
Murtazashvili, Irina
; …
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
6
,
pp. 3167-3195
Persistent link: https://www.econbiz.de/10014329028
Saved in:
2
Estimation of semi- and nonparametric stochastic frontier models with endogenous regressors
Prokhorov, Artem
;
Tran, Kien C.
;
Tsionas, Efthymios G.
- In:
Empirical economics : a quarterly journal of the …
60
(
2021
)
6
,
pp. 3043-3068
Persistent link: https://www.econbiz.de/10012585764
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