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1
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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2
The robustness of tests for consumer choice inconsistencies
Abaluck, Jason
;
Gruber, Jonathan
-
2015
Persistent link: https://www.econbiz.de/10011415092
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3
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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4
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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5
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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6
Sequential Monte Carlo
sampling
for DSGE models
Herbst, Edward P.
;
Schorfheide, Frank
-
2013
Persistent link: https://www.econbiz.de/10009767519
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7
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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8
External validity and partner selection bias
Allcott, Hunt
;
Mullainathan, Sendhil
-
2012
Persistent link: https://www.econbiz.de/10009629181
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9
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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10
Sampling
errors and confidence intervals for order statistics : implementing the family support act
Horrace, William C.
-
1995
Persistent link: https://www.econbiz.de/10000939670
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