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Unconditional quantile regressions
Firpo, Sérgio Pinheiro; Fortin, Nicole Marie; Lemieux, … - 2007
Persistent link: https://www.econbiz.de/10003504373
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Moving the goalposts : addressing limited overlap in the estimation of average treatment effects by changing the estimand
Crump, Richard K.; Hotz, Vincent Joseph; Imbens, Guido; … - 2006
Persistent link: https://www.econbiz.de/10003390459
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Edgeworth expansion for realized volatility and related estimators
Zhang, Lan; Mykland, Per A.; Aït-Sahalia, Yacine - 2005
Persistent link: https://www.econbiz.de/10003217402
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A new use of importance sampling to reduce computational burden in simulation estimation
Ackerberg, Daniel A. - 2001
Persistent link: https://www.econbiz.de/10001596235
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The effects of Random and discrete sampling when estimating continuous-time diffusions
Aït-Sahalia, Yacine; Mykland, Per A. - 2002
Persistent link: https://www.econbiz.de/10001663740
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Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.; Santa-Clara, Pedro - 2001
Persistent link: https://www.econbiz.de/10001606888
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Long memory and regime switching
Diebold, Francis X.; Inoue, Atsushi - 2000
Persistent link: https://www.econbiz.de/10001534206
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Semiparametric estimation of instrumental variable models for causal effects
Abadie, Alberto - 2000
Persistent link: https://www.econbiz.de/10001512768
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The bias of the RSR estimator and the accuracy of some alternatives
Goetzmann, William N.; Peng, Liang - 2001
Persistent link: https://www.econbiz.de/10001569258
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Robust covariance matrix estimation with data-dependent var prewhitening order
Den Haan, Wouter J.; Levin, Andrew T. - 2000
Persistent link: https://www.econbiz.de/10001489979