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Jump-robust volatility estimation using nearest neighbor truncation
Andersen, Torben; Dobrev, Dobrislav; Schaumburg, Ernst - 2009
Persistent link: https://www.econbiz.de/10003909988
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The robustness of tests for consumer choice inconsistencies
Abaluck, Jason; Gruber, Jonathan - 2015
Persistent link: https://www.econbiz.de/10011415092
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Data-snooping biases in tests of financial asset pricing models
Lo, Andrew W.; MacKinlay, Archie Craig - 1989
Persistent link: https://www.econbiz.de/10000770623
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Inflation and the distribution of price changes
Bryan, Michael F.; Cecchetti, Stephen G. - 1996
Persistent link: https://www.econbiz.de/10000609279
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Inference with imperfect randomization : the case of the Perry Preschool program
Heckman, James J.; Pinto, Rodrigo; Shaikh, Azeem M.; … - 2011
Persistent link: https://www.econbiz.de/10009008640
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Sequential Monte Carlo sampling for DSGE models
Herbst, Edward P.; Schorfheide, Frank - 2013
Persistent link: https://www.econbiz.de/10009767519
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Robust standard errors in small samples : some practical advice
Imbens, Guido; Kolesar, Michal - 2012
Persistent link: https://www.econbiz.de/10009670738
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External validity and partner selection bias
Allcott, Hunt; Mullainathan, Sendhil - 2012
Persistent link: https://www.econbiz.de/10009629181
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Estimating the risk-return trade-off with overlapping data inference
Hedegaard, Esben; Hodrick, Robert J. - 2014
Persistent link: https://www.econbiz.de/10010346674
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Sampling errors and confidence intervals for order statistics : implementing the family support act
Horrace, William C. - 1995
Persistent link: https://www.econbiz.de/10000939670