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Kernel estimation of spot volatility with microstructure noise using pre-averaging
Figueroa-López, José E.; Wu, Bei - In: Econometric theory 40 (2024) 3, pp. 558-607
Persistent link: https://www.econbiz.de/10015055107
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Let's get lade : robust estimation of semiparametric multiplicative volatility models
Koo, Bonsoo; Linton, Oliver - In: Econometric theory 31 (2015) 4, pp. 671-702
Persistent link: https://www.econbiz.de/10011341932
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A robust neighborhood truncation approach to estimation of integrated quarticity
Andersen, Torben; Dobrev, Dobrislav; Schaumburg, Ernst - In: Econometric theory 30 (2014) 1, pp. 3-59
Persistent link: https://www.econbiz.de/10010399788
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Properties of doubly robust estimators when nuisance functions are estimated nonparametrically
Rothe, Christoph; Firpo, Sergio - In: Econometric theory 35 (2019) 5, pp. 1048-1087
Persistent link: https://www.econbiz.de/10012146223
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Estimation and inference for moments of ratios with robustness against large trimming bias
Sasaki, Yuya; Ura, Takuya - In: Econometric theory 38 (2022) 1, pp. 66-112
Persistent link: https://www.econbiz.de/10013166118
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Inference for the jump part of quadratic variation of Itô semimartingales
Veraart, Almut E. D. - In: Econometric theory 26 (2010) 2, pp. 331-368
Persistent link: https://www.econbiz.de/10003968591
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Estimation of integrated covariances in the simultaneous presence of nonsynchronicity, microstructure noise and jumps
Koike, Yuta - In: Econometric theory 32 (2016) 3, pp. 533-611
Persistent link: https://www.econbiz.de/10011606815
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Optimal bandwidth selection for robust generalized method of moments estimation
Wilhelm, Daniel - In: Econometric theory 31 (2015) 5, pp. 1054-1077
Persistent link: https://www.econbiz.de/10011545519
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A general double robustness result for estimating average treatment effects
Słoczyński, Tymon; Wooldridge, Jeffrey M. - In: Econometric theory 34 (2018) 1, pp. 112-133
Persistent link: https://www.econbiz.de/10011950928
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Fixed-b asymptotics for spatially dependent robust nonparametric coveriance matrix estimators
Bester, C. Alan; Conley, Timothy G.; Hansen, Christian … - In: Econometric theory 32 (2016) 1, pp. 154-186
Persistent link: https://www.econbiz.de/10011578451