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  • Search: subject:"High-dimensional estimation"
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Year of publication
Subject
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Estimation 4 Estimation theory 4 High-dimensional estimation 4 Schätztheorie 4 Schätzung 4 Volatility 2 Volatilität 2 high-dimensional estimation 2 Adaptive Lasso 1 Bias 1 Bias correction 1 Capital income 1 Central bank 1 Central bank communication 1 Communication 1 Correlation 1 Electronic trading 1 Elektronisches Handelssystem 1 Empirical likelihood 1 Finite mixture models 1 Forecasting model 1 Geldpolitik 1 Generalized EM algorithm 1 Greedy algorithm 1 High-frequency data 1 Interactive fixed effects 1 Kapitaleinkommen 1 Kommunikation 1 Korrelation 1 Lasso 1 Market microstructure 1 Marktmikrostruktur 1 Maximum likelihood estimation 1 Maximum-Likelihood-Schätzung 1 Method of moments 1 Microstructure noise 1 Momentenmethode 1 Monetary policy 1 Monte Carlo simulation 1 Monte-Carlo-Simulation 1
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Online availability
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Undetermined 5 Free 1
Type of publication
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Article 5 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 4 Aufsatz in Zeitschrift 4 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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English 5 Undetermined 1
Author
All
Bollerslev, Tim 1 Brookes, James 1 Bühlmann, Peter 1 Geer, Sara 1 Higgins, Ayden 1 Martellosio, Federico 1 Meddahi, Nour 1 Mucciante, Luca 1 Munday, Tim 1 Nyawa, Serge 1 Sancetta, Alessio 1 Shi, Zhentao 1 Städler, Nicolas 1
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Published in...
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Journal of econometrics 3 Staff working papers / Bank of England 1 TEST: An Official Journal of the Spanish Society of Statistics and Operations Research 1
Source
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ECONIS (ZBW) 5 RePEc 1
Showing 1 - 6 of 6
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Estimation of an order book dependent hawkes process for large datasets
Mucciante, Luca; Sancetta, Alessio - 2024
Persistent link: https://www.econbiz.de/10015338768
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Shrinkage estimation of network spillovers with factor structured errors
Higgins, Ayden; Martellosio, Federico - In: Journal of econometrics 233 (2023) 1, pp. 66-87
Persistent link: https://www.econbiz.de/10014340929
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Mark my words : the transmission of central bank communication to the general public via the print media
Munday, Tim; Brookes, James - 2021
Persistent link: https://www.econbiz.de/10012795180
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High-dimensional multivariate realized volatility estimation
Bollerslev, Tim; Meddahi, Nour; Nyawa, Serge - In: Journal of econometrics 212 (2019) 1, pp. 116-136
Persistent link: https://www.econbiz.de/10012303903
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Econometric estimation with high-dimensional moment equalities
Shi, Zhentao - In: Journal of econometrics 195 (2016) 1, pp. 104-119
Persistent link: https://www.econbiz.de/10011705235
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ℓ <Subscript>1</Subscript>-penalization for mixture regression models
Städler, Nicolas; Bühlmann, Peter; Geer, Sara - In: TEST: An Official Journal of the Spanish Society of … 19 (2010) 2, pp. 209-256
Persistent link: https://www.econbiz.de/10008674090
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