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~isPartOf:"Journal of econometrics"
~person:"Andersen, Torben"
~person:"Karmakar, Sayar"
~person:"Medeiros, Marcelo C."
~person:"Merton, Robert C."
~subject:"Measurement"
~subject:"Stochastischer Prozess"
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Measurement
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Estimation theory
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Andersen, Torben
Karmakar, Sayar
Medeiros, Marcelo C.
Merton, Robert C.
Todorov, Viktor
11
Tauchen, George Eugene
8
Bollerslev, Tim
5
McAleer, Michael
5
Asai, Manabu
4
Aït-Sahalia, Yacine
3
Carriero, Andrea
3
Clark, Todd E.
3
Francq, Christian
3
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3
Marcellino, Massimiliano
3
Meddahi, Nour
3
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3
Shephard, Neil G.
3
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3
Yu, Jun
3
Zakoïan, Jean-Michel
3
Amengual, Dante
2
Bondarenko, Oleg
2
Boswijk, Herman Peter
2
Chan, Joshua
2
Chang, Chia-Lin
2
Chib, Siddhartha
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Creal, Drew
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Dufour, Jean-Marie
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Gallant, A. Ronald
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Gonçalves, Sílvia
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Grynkiv, Iaryna
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Kim, Donggyu
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2
Renò, Roberto
2
Swanson, Norman R.
2
Varneskov, Rasmus Tangsgaard
2
Wang, Bin
2
Wang, Yazhen
2
Zaffaroni, Paolo
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Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
3
CREATES research paper
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Working papers / Federal Reserve Bank of Chicago
2
Department of Economics discussion paper series / University of Oxford
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Discussion papers / Institute of Economics, University of Copenhagen
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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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Handbook of financial time series
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Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
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ECONIS (ZBW)
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1
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:
2
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:
3
The fine structure of equity-index option dynamics
Andersen, Torben
;
Bondarenko, Oleg
;
Todorov, Viktor
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 532-546
Persistent link: https://www.econbiz.de/10011499756
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