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Multiplicative measurement error and the simulation extrapolation method
Biewen, Elena (contributor); Nolte, Sandra (contributor);  … - 2008
Whereas the literature on additive measurement error has known a considerable treatment, less work has been done for multiplicative noise. In this paper we concentrate on multiplicative measurement error in the covariates, which contrary to additive error not only modi es proportionally the...
Persistent link: https://www.econbiz.de/10003749988
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Multiplicative Measurement Error and the Simulation Extrapolation Method
Biewen, Elena; Nolte, Sandra; Rosemann, Martin - Institut für Angewandte Wirtschaftsforschung (IAW) - 2008
Whereas the literature on additive measurement error has known a considerable treatment, less work has been done for multiplicative noise. In this paper we concentrate on multiplicative measurement error in the covariates, which contrary to additive error not only modies proportionally the...
Persistent link: https://www.econbiz.de/10005558225
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Multiplicative measurement error and the simulation extrapolation method
Biewen, Elena; Nolte, Sandra; Rosemann, Martin - 2008
Persistent link: https://www.econbiz.de/10004911027
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Least squares inference on integrated volatility and the relationship between efficient prices and noise
Nolte, Ingmar; Voev, Valeri - 2009
Persistent link: https://www.econbiz.de/10003849539
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Improved inference in regression with overlapping observations
Britten-Jones, Mark; Neuberger, Anthony; Nolte, Ingmar - In: Journal of business finance & accounting : JBFA 38 (2011) 5/6, pp. 657-683
Persistent link: https://www.econbiz.de/10009269472
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Improved Inference in Regression with Overlapping Observations
Britten‐Jones, Mark; Neuberger, Anthony; Nolte, Ingmar - In: Journal of business finance & accounting : JBFA 38 (2011) 5, pp. 657-684
Persistent link: https://www.econbiz.de/10009175457