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Best Linear Approximations to Set Identified Functions : With an Application to the Gender Wage Gap
Chandrasekhar, Arun G. - 2019
parameters of the best linear approximation is characterized via its support function, and limit theory is developed for the …
Persistent link: https://www.econbiz.de/10012479546
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Best linear approximations to set identified functions : with an application to the gender wage gap
Chandrasekhar, Arun G.; Chernozhukov, Victor; Molinari, … - 2019 - This version: December 11, 2018
parameters of the best linear approximation is characterized via its support function, and limit theory is developed for the …
Persistent link: https://www.econbiz.de/10011978436
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Sampling hierarchies of discrete random structures
Lijoi, Antonio; Prünster, Igor; Rigon, Tommaso - 2020
Persistent link: https://www.econbiz.de/10012512412
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Asymptotic behavior of the number of distinct values in a sample from the geometric stick-breaking process
De Blasi, Pierpaolo; Mena, Ramsés H.; Prünster, Igor - 2021
Persistent link: https://www.econbiz.de/10012514037
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Testing for self-excitation in jumps
Boswijk, Herman Peter; Laeven, Roger J. A.; Yang, Xiye - In: Journal of econometrics 203 (2018) 2, pp. 256-266
Persistent link: https://www.econbiz.de/10011974668
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Asymptotic behavior of the number of distinct values in a sample from the geometric stick-breaking process
De Blasi, Pierpaolo; Mena, Ramsés H.; Prünster, Igor - 2021
Persistent link: https://www.econbiz.de/10013329446
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Best Linear Approximations to Set Identified Functions : With an Application to the Gender Wage Gap
Chandrasekhar, Arun G.; Chernozhukov, Victor; Molinari, … - 2021
parameters of the best linear approximation is characterized via its support function, and limit theory is developed for the …
Persistent link: https://www.econbiz.de/10013312500
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Nonparametric filtering of conditional state-price densities
Dalderop, Jeroen - In: Journal of econometrics 214 (2020) 2, pp. 295-325
Persistent link: https://www.econbiz.de/10012438391
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High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree; Martin, Gael M.; Forbes, … - In: Journal of econometrics 219 (2020) 2, pp. 478-487
Persistent link: https://www.econbiz.de/10012483405
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Efficient asymptotic variance reduction when estimating volatility in high frequency data
Clinet, Simon; Potiron, Yoann - In: Journal of econometrics 206 (2018) 1, pp. 103-142
Persistent link: https://www.econbiz.de/10012110370