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Uniform predictive inference for factor models with instrumental and idiosyncratic betas
Cheng, Mingmian; Liao, Yuan; Yang, Xiye - In: Journal of econometrics 237 (2023) 2,3, pp. 1-28
Persistent link: https://www.econbiz.de/10014471816
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Score-driven asset pricing : predicting time-varying risk premia based on cross-sectional model performance
Umlandt, Dennis - In: Journal of econometrics 237 (2023) 2,3, pp. 1-26
Persistent link: https://www.econbiz.de/10014471829
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What model for entry in first-price auctions? : a nonparametric approach
Marmer, Vadim; Shneyerov, Artyom; Pai Xu - In: Journal of econometrics 176 (2013) 1, pp. 46-58
Persistent link: https://www.econbiz.de/10009764390
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Identification of complete information games
Kline, Brendan - In: Journal of econometrics 189 (2015) 1, pp. 117-131
Persistent link: https://www.econbiz.de/10011502508
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Information acquisition and or bid preparation : a structural analysis of entry and bidding in timber sale auctions
Li, Tong; Zheng, Xiaoyong - In: Journal of econometrics 168 (2012) 1, pp. 29-46
Persistent link: https://www.econbiz.de/10009612800
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A geometric approach to inference in set-identified entry games
Bontemps, Christian; Kumar, Rohit - In: Journal of econometrics 218 (2020) 2, pp. 373-389
Persistent link: https://www.econbiz.de/10012483006
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On the uniqueness of optimal prices set by monopolistic sellers
Berg, Gerard J. van den - In: Journal of econometrics 141 (2007) 2, pp. 482-491
Persistent link: https://www.econbiz.de/10003571312
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The frequency of price adjustment : a study of the newstand prices of magazines
Cecchetti, Stephen G. - In: Journal of econometrics 3 (1986), pp. 255-274
Persistent link: https://www.econbiz.de/10001036199
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Quasi-maximum likelihood estimation of volatility with high frequency data
Xiu, Dacheng - In: Journal of econometrics 159 (2010) 1, pp. 235-250
Persistent link: https://www.econbiz.de/10008839925
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High-frequency returns, jumps and the mixture of normals hypothesis
Fleming, Jeff; Paye, Bradley S. - In: Journal of econometrics 160 (2011) 1, pp. 119-128
Persistent link: https://www.econbiz.de/10009242531