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~subject:"Asynchronous times"
~subject:"Ökonometrik Schätzung"
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Asynchronous times
Ökonometrik Schätzung
Zeit
5,090
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4,561
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1,606
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1,568
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1,568
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898
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688
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637
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633
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519
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502
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385
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377
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236
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203
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194
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184
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Kiefer, Nicholas M.
2
Mykland, Per A.
2
Chen, Dachuan
1
Farley, Dennis Eugene
1
Lancaster, Tony
1
Nijman, T. E.
1
Palm, F. C.
1
Potiron, Yoann
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Stock, Gerhard
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Journal of econometrics
7
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ECONIS (ZBW)
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1
The algebra of two scales estimation, and the S-TSRV: High frequency estimation that is robust to sampling times
Mykland, Per A.
;
Zhang, Lan
;
Chen, Dachuan
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 101-119
Persistent link: https://www.econbiz.de/10012139798
Saved in:
2
Estimation of integrated quadratic covariation with endogenous sampling times
Potiron, Yoann
;
Mykland, Per A.
- In:
Journal of econometrics
197
(
2017
)
1
,
pp. 20-41
Persistent link: https://www.econbiz.de/10011818337
Saved in:
3
Econometric analysis of duration data
Kiefer, Nicholas M.
(
contributor
)
- In:
Journal of econometrics
(
1985
)
1
,
pp. 1-169
Persistent link: https://www.econbiz.de/10002217614
Saved in:
4
Specification diagnostics based on Laguerre alternatives for econometric models of duration
Kiefer, Nicholas M.
- In:
Journal of econometrics
(
1985
)
1
,
pp. 135-154
Persistent link: https://www.econbiz.de/10002217957
Saved in:
5
Generalised residuals and heterogeneous duration models : with applications to the Weibull modell
Lancaster, Tony
- In:
Journal of econometrics
(
1985
)
1
,
pp. 155-169
Persistent link: https://www.econbiz.de/10002349113
Saved in:
6
Computation in duration models with heterogeneity
Waldman, Donald M.
- In:
Journal of econometrics
(
1985
)
1
,
pp. 127-134
Persistent link: https://www.econbiz.de/10002952680
Saved in:
7
Linear regression using both temporally aggregated and temporally disaggregated data : final vers.
Palm, F. C.
;
Nijman, T. E.
- In:
Journal of econometrics
19
(
1982
)
2/3
,
pp. 333-343
Persistent link: https://www.econbiz.de/10002612813
Saved in:
8
Wirkungsverzögerungen in der Ökonomie : eine Analyse mit besonderer Berücksichtigung verteilter Lag-Strukturen
Stock, Gerhard
-
1978
Persistent link: https://www.econbiz.de/10000004157
Saved in:
9
A study of the Hannan inefficient estimator
Farley, Dennis Eugene
-
1976
Persistent link: https://www.econbiz.de/10002140119
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