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Econometric analysis of realized covariation : high frequency based covariance, regression, and correlation in financial economics
Barndorff-Nielsen, Ole E.; Shephard, Neil G. - In: Econometrica : journal of the Econometric Society, an … 72 (2004) 3, pp. 885-925
Persistent link: https://www.econbiz.de/10002095843
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A simple adaptive procedure leading to correlated equilibrium
Hart, Sergiu; Mas-Colell, Andreu - In: Econometrica : journal of the Econometric Society, an … 68 (2000) 5, pp. 1127-1150
Persistent link: https://www.econbiz.de/10001510573
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Robust Wald tests in SUR systems with adding-up restrictions
Ravikumar, B.; Ray, Surajit; Savin, N. Eugene - In: Econometrica : journal of the Econometric Society, an … 68 (2000) 3, pp. 715-719
Persistent link: https://www.econbiz.de/10001476525
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A conditional likelihood ratio test for structural models
Moreira, Marcelo J. - In: Econometrica : journal of the Econometric Society, an … 71 (2003) 4, pp. 1027-1048
Persistent link: https://www.econbiz.de/10001792647
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Wavelet-based testing for serial correlation of unknown form in panel models
Hong, Yongmiao; Kao, Chihwa - In: Econometrica : journal of the Econometric Society, an … 72 (2004) 5, pp. 1519-1563
Persistent link: https://www.econbiz.de/10002197493
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Public vs. private offers in the market for lemons
Hörner, Johannes; Vieille, Nicolas - In: Econometrica : journal of the Econometric Society, an … 77 (2009) 1, pp. 29-69
Persistent link: https://www.econbiz.de/10003866977
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Inference in dynamic discrete choice models with serially correlated unobserved state variables
Norets, Andriy - In: Econometrica : journal of the Econometric Society, an … 77 (2009) 5, pp. 1665-1682
Persistent link: https://www.econbiz.de/10003914945
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Identification and estimation of average partial effects in "irregular" correlated random coefficient panel data models
Graham, Bryan S.; Powell, James - In: Econometrica : journal of the Econometric Society, an … 80 (2012) 5, pp. 2105-2152
Persistent link: https://www.econbiz.de/10009665470
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Identification and inference in ascending auctions with correlated private values
Aradillas-López, Andrés; Gandhi, Amit; Quint, Daniel - In: Econometrica : journal of the Econometric Society, an … 81 (2013) 2, pp. 489-534
Persistent link: https://www.econbiz.de/10009752313
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Covariance matrix estimation and the power of the overidentifying restrictions test
Hall, Alastair R. - In: Econometrica : journal of the Econometric Society, an … 68 (2000) 6, pp. 1517-1527
Persistent link: https://www.econbiz.de/10001527521