Narrow search
Showing 1 - 10 of 473
Cover Image
On the estimation of integrated volatility in the presence of jumps and microstructure noise
Brownlees, Christian; Nualart, Eulalia; Sun, Yucheng - In: Econometric reviews 39 (2020) 10, pp. 991-1013
Persistent link: https://www.econbiz.de/10012406198
Cover Image
Bias-corrected realized variance
Yeh, Jin-huei; Wang, Jying-Nan - In: Econometric reviews 38 (2019) 2, pp. 170-192
Persistent link: https://www.econbiz.de/10012180719
Cover Image
Assessing the precision of turning point estimates in polynomial regression functions
Plassmann, Florenz; Khanna, Neha - In: Econometric reviews 26 (2007) 5, pp. 503-528
Persistent link: https://www.econbiz.de/10003549303
Cover Image
Exact estimation of demand functions under block-rate pricing
Miyawaki, Koji; Omori, Yasuhiro; Hibiki, Akira - In: Econometric reviews 35 (2016) 1/4, pp. 311-343
Persistent link: https://www.econbiz.de/10011549934
Cover Image
Efficient Bayesian inference in generalized inverse gamma processes for stochastic volatility
León-González, Roberto - In: Econometric reviews 38 (2019) 8, pp. 899-920
Persistent link: https://www.econbiz.de/10012181373
Cover Image
Likelihood inference for dynamic linear models with Markov switching parameters : on the efficiency of the Kim filter
Kim, Young Min; Kang, Kyu Ho - In: Econometric reviews 38 (2019) 10, pp. 1109-1130
Persistent link: https://www.econbiz.de/10012181397
Cover Image
Identification-robust moment-based tests for Markov switching in autoregressive models
Dufour, Jean-Marie; Luger, Richard - In: Econometric reviews 36 (2017) 6/9, pp. 713-727
Persistent link: https://www.econbiz.de/10011795382
Cover Image
A unifying switching regime regression framework with applications in health economics
Marra, Giampiero; Radice, Rosalba; Zimmer, David - In: Econometric reviews 43 (2024) 1, pp. 52-70
Persistent link: https://www.econbiz.de/10014486391
Cover Image
A diagnostic test for specification of copulas under censorship
Lin, Juan; Wu, Ximing - In: Econometric reviews 39 (2020) 9, pp. 930-946
Persistent link: https://www.econbiz.de/10012295589
Cover Image
Using high-frequency data in dynamic portfolio choice
Bandi, Federico M.; Russell, Jeffrey R.; Zhu, Yinghua - In: Econometric reviews 27 (2008) 1/3, pp. 163-198
Persistent link: https://www.econbiz.de/10003761222