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subject:"Zeitreihenanalyse"
~isPartOf:"Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics"
~person:"Linton, Oliver"
~person:"Nielsen, Morten Ørregaard"
~subject:"Kapitaleinkommen"
~subject:"Regression analysis"
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Zeitreihenanalyse
Kapitaleinkommen
Regression analysis
Bias
1
Estimation theory
1
Market microstructure
1
Marktmikrostruktur
1
Microstructure noise
1
Noise Trading
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Noise trading
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Schätztheorie
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Systematischer Fehler
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Time series analysis
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finite sample bias
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infill asymptotics
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semimartingale
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Linton, Oliver
Nielsen, Morten Ørregaard
Auerbach, Eric
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Chernozhukov, Victor
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Ding, Peng
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Gupta, Abhimanyu
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Hansen, Bruce E.
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Li, Z. Merrick
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Newey, Whitney K.
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Sekhon, Jasjeet Singh
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Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
Journal of econometrics
13
CREATES research paper
11
Econometric theory
11
Queen's Economics Department working paper
11
CEMMAP working papers / Centre for Microdata Methods and Practice
10
Cambridge working papers in economics
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Econometrics papers
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Econometric reviews
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Janeway Institute working paper series
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of empirical finance
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CAE working paper
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Cambridge-INET working papers
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Cowles Foundation discussion paper
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Discussion paper / LSE Financial Markets Group
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Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
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Discussion papers / Department of Economics, University of Copenhagen
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Discussion papers of interdisciplinary research project 373
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Economics letters
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Handbook of financial time series
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Journal of applied econometrics
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Journal of the American Statistical Association : JASA
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Research paper series / Swiss Finance Institute
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Swiss Finance Institute Research Paper
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The econometrics journal
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A ReMeDI for microstructure noise
Li, Z. Merrick
;
Linton, Oliver
- In:
Econometrica : journal of the Econometric Society, an …
90
(
2022
)
1
,
pp. 367-389
Persistent link: https://www.econbiz.de/10012821689
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