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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"
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Zeitreihenanalyse
Kapitaleinkommen
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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mixing sequence
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semimartingale
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serial dependence
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stable convergence
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Linton, Oliver
Nielsen, Morten Ørregaard
Ding, Peng
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Gupta, Abhimanyu
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Li, Z. Merrick
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Sekhon, Jasjeet Singh
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Seo, Myung Hwan
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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
CREATES research paper
11
Queen's Economics Department working paper
11
Journal of econometrics
10
CEMMAP working papers / Centre for Microdata Methods and Practice
6
Cambridge working papers in economics
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Econometric theory
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Working paper / Department of Econometrics and Business Statistics, Monash University
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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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Handbook of financial time series
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Journal of the American Statistical Association : JASA
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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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