Similar Search Results

Microstructure noise in the continuous case: the pre-averaging approach

Jacod, Jean; Li, Yingying; Mykland, Per A.; Podolskij, Mark - 2007

This paper presents a generalized pre-averaging approach for estimating the integrated volatility. This approach also provides consistent estimators of other powers of volatility in particular, it gives feasible ways to consistently estimate the asymptotic variance of the estimator of the...

Persistent link: https://www.econbiz.de/10010300691

Analyzing the continuity of attitudinal and perceptional indicators in hybrid choice models

Bahamonde-Birke, Francisco J.; Ortúzar, Juan de Dios - 2015

This paper addresses the continuity of attitudinal and perceptual indicators in hybrid discrete choice models and the …

Persistent link: https://www.econbiz.de/10011404233

Impossibility theorems with countably many individuals

Ninjbat, Uuganbaatar - In: SERIEs - Journal of the Spanish Economic Association 9 (2018) 3, pp. 333-350

that if one adds a continuity property to the usual set of axioms, the classical impossibilities persist in countable …

Persistent link: https://www.econbiz.de/10011994623

Indeterminacy, Causality, and the Foundations of Monetary Policy Analysis

McCallum, Bennett T. - In: Swiss Journal of Economics and Statistics 146 (2010) 1, pp. 107-120

, a solution refinement requiring continuity of solution coefficients with respect to basic parameters implies this same …

Persistent link: https://www.econbiz.de/10011933213

Discussion of "Indeterminacy, Causality, and the Foundations of Monetary Policy Analysis" by Bennett McCallum

Tille, Cédric - In: Swiss Journal of Economics and Statistics 146 (2010) 1, pp. 121-125

Persistent link: https://www.econbiz.de/10011933214

Discussion of "Indeterminacy, Causality, and the Foundations of Monetary Policy Analysis" by Bennett T. McCallum

Assenmacher-Wesche, Katrin - In: Swiss Journal of Economics and Statistics 146 (2010) 1, pp. 127-130

Persistent link: https://www.econbiz.de/10011933215

Testing continuity of a density via g-order statistics in the regression discontinuity design

Bugni, Federico A.; Canay, Ivan A. - 2018

the continuity of the density of the running variable at the cut-off, e.g., McCrary (2008). In this paper we propose a new … test for continuity of a density at a point based on the so-called g-order statistics, and study its properties under a …

Persistent link: https://www.econbiz.de/10011941456