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subject:"USA"
subject:"United Kingdom"
~person:"Marcellino, Massimiliano"
~person:"Shephard, Neil G."
~subject:"Monte Carlo simulation"
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Monte Carlo simulation
Estimation theory
93
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26
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24
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22
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Marcellino, Massimiliano
Shephard, Neil G.
Pesaran, M. Hashem
21
Schorfheide, Frank
19
Dufour, Jean-Marie
17
Kapetanios, George
14
Mairesse, Jacques
14
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13
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12
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12
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11
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11
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10
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10
Hortaçsu, Ali
10
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10
Audrino, Francesco
9
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9
Bayer, Patrick J.
9
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9
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9
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9
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9
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8
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8
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8
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7
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ECONIS (ZBW)
17
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1
A shrinkage instrumental variable estimator for large datasets
Carriero, Andrea
;
Kapetanios, George
;
Marcellino, …
-
2015
-
This version: September 22, 2015
Persistent link: https://www.econbiz.de/10011809636
Saved in:
2
Econometric analysis of multivariate realised QML : efficient positive semi-definite estimators of the covariation of equity prices
Shephard, Neil G.
;
Xiu, Dacheng
-
2012
Persistent link: https://www.econbiz.de/10009531407
Saved in:
3
Econometric analysis of multivariate realised QML : efficient positive semi-definite estimators of the covariation of equity prices
Shephard, Neil G.
;
Xiu, Dacheng
-
2012
Persistent link: https://www.econbiz.de/10009532682
Saved in:
4
Empirical simultaneous confidence regions for path-forecasts
Jordà, Òscar
;
Knüppel, Malte
;
Marcellino, Massimiliano
-
2010
Persistent link: https://www.econbiz.de/10003960556
Saved in:
5
Empirical simultaneous confidence regions for path-forecasts
Jordà, Òscar
;
Knüppel, Malte
;
Marcellino, Massimiliano
-
2010
Persistent link: https://www.econbiz.de/10008907949
Saved in:
6
A shrinkage instrumental variable estimator for large datasets
Carriero, Andrea
;
Kapetanios, George
;
Marcellino, …
- In:
L' Actualité économique : revue trimest.
91
(
2015
)
1/2
,
pp. 67-87
Persistent link: https://www.econbiz.de/10011775777
Saved in:
7
Multivariate realised kernels : consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
-
2009
Persistent link: https://www.econbiz.de/10003854421
Saved in:
8
Multivariate realised kernels : consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
-
2008
Persistent link: https://www.econbiz.de/10003807445
Saved in:
9
Multivariate realised kernels : consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
-
2008
Persistent link: https://www.econbiz.de/10003818473
Saved in:
10
Multivariate rotated ARCH models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
- In:
Journal of econometrics
179
(
2014
)
1
,
pp. 16-30
Persistent link: https://www.econbiz.de/10010258286
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