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Estimating the quadratic covariation matrix for an asynchronously observed continuous time signal masked by additive noise
Park, Sujin; Linton, Oliver - 2012
Persistent link: https://www.econbiz.de/10009552168
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Efficient estimation of a semiparametric characteristic-based factor model of security returns
Connor, Gregory (contributor); Hagmann, Matthias (contributor) - 2007
Persistent link: https://www.econbiz.de/10003576859
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A ReMeDI for microstructure noise
Li, Z. Merrick; Linton, Oliver - In: Econometrica : journal of the Econometric Society, an … 90 (2022) 1, pp. 367-389
Persistent link: https://www.econbiz.de/10012821689
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Nonparametric estimates of demand in the California health insurance exchange
Tebaldi, Pietro; Torgovitsky, Alexander; Yang, Hanbin - In: Econometrica : journal of the Econometric Society, an … 91 (2023) 1, pp. 107-146
Persistent link: https://www.econbiz.de/10014309636
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Inference for large-scale linear systems with known coefficients
Fang, Zheng; Santos, Andres; Shaikh, Azeem M.; … - In: Econometrica : journal of the Econometric Society, an … 91 (2023) 1, pp. 299-327
Persistent link: https://www.econbiz.de/10014309663