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~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of banking & finance"
~person:"Escanciano, Juan Carlos"
~person:"Hautsch, Nikolaus"
~person:"Jones, Andrew M."
~source:"econis"
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Escanciano, Juan Carlos
Hautsch, Nikolaus
Jones, Andrew M.
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Journal of applied econometrics
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Regression discontinuity design with multivalued treatments
Caetano, Carolina
;
Caetano, Gregorio
;
Escanciano, Juan …
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 840-856
Persistent link: https://www.econbiz.de/10014432196
Saved in:
2
Generalized band spectrum estimation with an application to the New Keynesian Phillips curve
Choi, Jinho
;
Escanciano, Juan Carlos
;
Guo, Junjie
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 1055-1078
Persistent link: https://www.econbiz.de/10013464648
Saved in:
3
Local adaptive multiplicative error models for high-frequency forecasts
Härdle, Wolfgang
;
Hautsch, Nikolaus
;
Mihoci, Andrija
- In:
Journal of applied econometrics
30
(
2015
)
4
,
pp. 529-550
Persistent link: https://www.econbiz.de/10011332871
Saved in:
4
Applying beta-type size distributions to healthcare cost regressions
Jones, Andrew M.
;
Lomas, James
;
Rice, Nigel
- In:
Journal of applied econometrics
29
(
2014
)
4
,
pp. 649-670
Persistent link: https://www.econbiz.de/10010414863
Saved in:
5
A blocking and regularization approach to high-dimensional realized covariance estimation
Hautsch, Nikolaus
;
Kyj, Lada M.
;
Oomen, Roel C. A.
- In:
Journal of applied econometrics
27
(
2012
)
4
,
pp. 625-645
Persistent link: https://www.econbiz.de/10009618510
Saved in:
6
Analyzing interest rate risk : stochastic volatility in the term structure of government bond yields
Hautsch, Nikolaus
;
Ou, Yangguoyi
- In:
Journal of banking & finance
36
(
2012
)
11
,
pp. 2988-3007
Persistent link: https://www.econbiz.de/10009673006
Saved in:
7
Pitfalls in backtesting Historical Simulation VaR models
Escanciano, Juan Carlos
;
Pei, Pei
- In:
Journal of banking & finance
36
(
2012
)
8
,
pp. 2233-2244
Persistent link: https://www.econbiz.de/10009655641
Saved in:
8
The impact of macroeconomic news on quote adjustments, noise, and informational volatility
Hautsch, Nikolaus
;
Hess, Dieter
;
Veredas, David
- In:
Journal of banking & finance
35
(
2011
)
10
,
pp. 2733-2746
Persistent link: https://www.econbiz.de/10009273874
Saved in:
9
The dynamics of health in the British household panel survey
Contoyannis, Paul
;
Jones, Andrew M.
;
Rice, Nigel
- In:
Journal of applied econometrics
19
(
2004
)
4
,
pp. 473-503
Persistent link: https://www.econbiz.de/10002166335
Saved in:
10
Individual heterogeneity and censoring in panel data estimates of tobacco expenditure
Jones, Andrew M.
;
Labeaga, José M.
- In:
Journal of applied econometrics
18
(
2003
)
2
,
pp. 157-177
Persistent link: https://www.econbiz.de/10001754937
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