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~person:"Kuersteiner, Guido M."
~person:"Varneskov, Rasmus Tangsgaard"
~subject:"Induktive Statistik"
~subject:"Optionspreistheorie"
~subject:"Panel study"
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Kuersteiner, Guido M.
Varneskov, Rasmus Tangsgaard
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Consistent local spectrum inference for predictive return regressions
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Econometric theory
38
(
2022
)
6
,
pp. 1253-1307
Persistent link: https://www.econbiz.de/10013539347
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2
Spatial dependence in option observation errors
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
; …
- In:
Econometric theory
37
(
2021
)
2
,
pp. 205-247
Persistent link: https://www.econbiz.de/10012505388
Saved in:
3
Inference for option panels in pure-jump settings
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
; …
- In:
Econometric theory
35
(
2019
)
5
,
pp. 901-942
Persistent link: https://www.econbiz.de/10012146164
Saved in:
4
Automatic inference for infinite order vector autoregressions
Kuersteiner, Guido M.
- In:
Econometric theory
21
(
2005
)
1
,
pp. 85-115
Persistent link: https://www.econbiz.de/10002674639
Saved in:
5
Bias reduction for dynamic nonlinear panel models with fixed effects
Hahn, Jinyong
;
Kuersteiner, Guido M.
- In:
Econometric theory
27
(
2011
)
6
,
pp. 1152-1191
Persistent link: https://www.econbiz.de/10009489716
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