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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

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

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

An inflated multivariate integer count hurdle model : an application to bid and ask quote dynamics

Korycka-Bień, Katarzyna; Nolte, Ingmar; Pohlmeier, Winfried - In: Journal of applied econometrics 26 (2011) 4, pp. 669-707

Persistent link: https://www.econbiz.de/10010218082

An inflated multivariate integer count hurdle model: an application to bid and ask quote dynamics

Bien, Katarzyna; Nolte, Ingmar; Pohlmeier, Winfried - In: Journal of applied econometrics 26 (2011) 4, pp. 669-708

Persistent link: https://www.econbiz.de/10009016722

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