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ERICSSON, NEIL R.
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Li, Jia
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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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Generalized method of integrated moments for high-frequency data
Li, Jia
;
Xiu, Dacheng
- In:
Econometrica : journal of the Econometric Society, an …
84
(
2016
)
4
,
pp. 1613-1633
Persistent link: https://www.econbiz.de/10011611168
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2
A framework for economic forecasting
ERICSSON, NEIL R.
;
MARQUEZ, JAIME
- In:
Econometrics Journal
1
(
1998
)
ConferenceIssue
,
pp. 228-228
as
nonlinearity
bias
and the possible nonmonotonicity and nonexistence of mean square forecast errors in isolation from …
Persistent link: https://www.econbiz.de/10005100089
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