Similar Search Results

Consistent estimation of the risk-return tradeoff in the presence of measurement error

Ghosh, Anisha; Linton, Oliver - 2009

Persistent link: https://www.econbiz.de/10003971927

Consistent estimation of the risk-return tradeoff in the presence of measurement error

Ghosh, Anisha (contributor); Linton, Oliver (contributor) - 2007

Persistent link: https://www.econbiz.de/10003616363

Estimating quadratic variation consistently in the presence of endogenous and diurnal measurement error

Kalnina, Ilze; Linton, Oliver - In: Journal of econometrics 147 (2008) 1, pp. 47-59

Persistent link: https://www.econbiz.de/10003783783

Estimating quadratic variation consistently in the presence of correlated measurement errors

Kalnina, Ilze (contributor); Linton, Oliver (contributor) - 2006

Persistent link: https://www.econbiz.de/10003375854

Semiparametric nonlinear panel data models with measurement error

Linton, Oliver; Shiu, Ji-Liang - 2019

Persistent link: https://www.econbiz.de/10012692254

Non-standard errors

Menkveld, Albert J.; Holzmeister, Felix; Johannesson, Magnus - 2021

Persistent link: https://www.econbiz.de/10013262857

Standard errors for nonparametric regression

Chu, Ba; Jacho-Chávez, David Tomás; Linton, Oliver - In: Econometric reviews 39 (2020) 7, pp. 674-690

Persistent link: https://www.econbiz.de/10012262514

Estimating the quadratic covariation matrix for asynchronously observed high frequency stock returns corrupted by additive measurement error

Park, Sujin; Hong, Seok Young; Linton, Oliver - In: Journal of econometrics 191 (2016) 2, pp. 325-347

Persistent link: https://www.econbiz.de/10011610563

Semiparametric nonlinear panel data models with measurement error

Linton, Oliver; Shiu, Ji-liang - 2018

This paper develops the identification and estimation of nonlinear semi-parametric panel data models with mismeasured variables and their corresponding average partial effects using only three periods of data. The past observables are used as instruments to control the measurement error problem,...

Persistent link: https://www.econbiz.de/10011775206