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The review of financial studies
Journal of applied econometrics
Discussion paper series / IZA
74
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68
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54
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1
When can we ignore measurement error in the running variable?
Dong, Yingying
;
Kolesár, Michal
- In:
Journal of applied econometrics
38
(
2023
)
5
,
pp. 735-750
Persistent link: https://www.econbiz.de/10014338141
Saved in:
2
Regression with an imputed dependent variable
Crossley, Thomas F.
;
Levell, Peter
;
Poupakis, Stavros
- In:
Journal of applied econometrics
37
(
2022
)
7
,
pp. 1277-1294
Persistent link: https://www.econbiz.de/10013473966
Saved in:
3
Lest we forget : learn from out-of-sample forecast errors when optimizing portfolios
Barroso, Pedro
;
Saxena, Konark
- In:
The review of financial studies
35
(
2022
)
3
,
pp. 1222-1278
Persistent link: https://www.econbiz.de/10012878988
Saved in:
4
Consumption imputation errors in administrative data
Baker, Scott
;
Küng, Lorenz
;
Meyer, Steffen
;
Pagel, Michaela
- In:
The review of financial studies
35
(
2022
)
6
,
pp. 3021-3059
Persistent link: https://www.econbiz.de/10013254024
Saved in:
5
Dependence-robust inference using resampled statistics
Leung, Michael P.
- In:
Journal of applied econometrics
37
(
2022
)
2
,
pp. 270-285
Persistent link: https://www.econbiz.de/10013165233
Saved in:
6
Thousands of alpha tests
Giglio, Stefano
;
Liao, Yuan
;
Xiu, Dacheng
- In:
The review of financial studies
34
(
2021
)
7
,
pp. 3456-3496
Persistent link: https://www.econbiz.de/10012546389
Saved in:
7
Estimation of poverty transition matrices with noisy data
Lee, Nayoung
;
Ridder, Geert
;
Strauss, John
- In:
Journal of applied econometrics
32
(
2017
)
1
,
pp. 37-55
Persistent link: https://www.econbiz.de/10011688173
Saved in:
8
Loss functions for predicted click‐through rates in auctions for online advertising
Hummel, Patrick
;
McAfee, Randolph Preston
- In:
Journal of applied econometrics
32
(
2017
)
7
,
pp. 1314-1328
Persistent link: https://www.econbiz.de/10011862727
Saved in:
9
... and the Cross-Section of Expected Returns
Harvey, Campbell R.
;
Liu, Yan
;
Zhu, Heqing
- In:
The review of financial studies
29
(
2016
)
1
,
pp. 5-68
Persistent link: https://www.econbiz.de/10011447535
Saved in:
10
Refining stylized facts from factor models of inflation
De Graeve, Ferre
;
Walentin, Karl
- In:
Journal of applied econometrics
30
(
2015
)
7
,
pp. 1192-1209
Persistent link: https://www.econbiz.de/10011431761
Saved in:
11
Regression discontinuity applications with rounding errors in the running variable
Dong, Yingying
- In:
Journal of applied econometrics
30
(
2015
)
3
,
pp. 422-446
Persistent link: https://www.econbiz.de/10011327578
Saved in:
12
Child mental health and educational attainment : multiple observers and the measurement error problem
Johnston, David
;
Propper, Carol
;
Pudney, Stephen E.
; …
- In:
Journal of applied econometrics
29
(
2014
)
6
,
pp. 880-900
Persistent link: https://www.econbiz.de/10010492765
Saved in:
13
The role of conditional heteroskedasticity in identifying and estimating linear triangular systems, with applications to asset pricing models that include a mismeasured factor
Prono, Todd
- In:
Journal of applied econometrics
29
(
2014
)
5
,
pp. 800-824
Persistent link: https://www.econbiz.de/10010414845
Saved in:
14
Constructing optimal density forecasts from point forecast combinations
Gaglianone, Wagner Piazza
;
Lima, Luiz Renato
- In:
Journal of applied econometrics
29
(
2014
)
5
,
pp. 736-757
Persistent link: https://www.econbiz.de/10010414854
Saved in:
15
Rounding, focal point answers and nonresponse to subjective probability questions
Kleinjans, Kristin J.
;
Soest, Arthur van
- In:
Journal of applied econometrics
29
(
2014
)
4
,
pp. 567-585
Persistent link: https://www.econbiz.de/10010414876
Saved in:
16
Estimation of nonlinear models with mismeasured regressors using marginal information
Hu, Yingyao
;
Ridder, Geert
- In:
Journal of applied econometrics
27
(
2012
)
3
,
pp. 347-385
Persistent link: https://www.econbiz.de/10009618609
Saved in:
17
Treating measurement error in Tobin's q
Erickson, Timothy
;
Whited, Toni Marion
- In:
The review of financial studies
25
(
2012
)
4
,
pp. 1286-1329
Persistent link: https://www.econbiz.de/10009520086
Saved in:
18
Measurment errors in investment equations
Almeida, Heitor
;
Campello, Murillo
;
Galvão Júnior, …
- In:
The review of financial studies
23
(
2010
)
9
,
pp. 3279-3328
Persistent link: https://www.econbiz.de/10008664123
Saved in:
19
Estimating time variation in measurement error from data revisions : an application to backcasting and forecasting in dynamic models
Kapetanios, George
;
Yates, Anthony
- In:
Journal of applied econometrics
25
(
2010
)
5
,
pp. 869-893
Persistent link: https://www.econbiz.de/10008667439
Saved in:
20
The limitations of industry concentration measures constructed with compustat data : implications for finance research
Ali, Ashiq
;
Klasa, Sandy
;
Yeung, Eric
- In:
The review of financial studies
22
(
2009
)
10
,
pp. 3840-3871
Persistent link: https://www.econbiz.de/10003886929
Saved in:
21
Estimating standard errors in finance panel data sets : comparing approaches
Petersen, Mitchell A.
- In:
The review of financial studies
22
(
2009
)
1
,
pp. 435-480
Persistent link: https://www.econbiz.de/10003836293
Saved in:
22
I didn't tell, and i won't tell : dynamic response error in the SIPP
Bollinger, Christopher R.
;
David, Martin Heidenhain
- In:
Journal of applied econometrics
20
(
2005
)
4
,
pp. 563-569
Persistent link: https://www.econbiz.de/10002988002
Saved in:
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