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Volatility puzzles: a simple framework for gauging return-volatility regressions
Bollerslev, Tim; Zhou, Hao - In: Journal of econometrics 131 (2006) 1/2, pp. 123-150
Persistent link: https://www.econbiz.de/10003298567
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Nearly weighted risk minimal unbiased estimation
Müller, Ulrich K.; Wang, Yulong - In: Journal of econometrics 209 (2019) 1, pp. 18-34
Persistent link: https://www.econbiz.de/10012302499
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Consistent inference for predictive regressions in persistent economic systems
Andersen, Torben; Varneskov, Rasmus Tangsgaard - In: Journal of econometrics 224 (2021) 1, pp. 215-244
Persistent link: https://www.econbiz.de/10013275373
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Residual-augmented IVX predictive regression
Demetrescu, Matei; Rodrigues, Paulo M. M. - In: Journal of econometrics 227 (2022) 2, pp. 429-460
Persistent link: https://www.econbiz.de/10013442118
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Evidence of randomisation bias in a large-scale social experiment : the case of ERA
Sianesi, Barbara - In: Journal of econometrics 198 (2017) 1, pp. 41-64
Persistent link: https://www.econbiz.de/10011818368
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A panel quantile approach to attrition bias in Big Data : evidence from a randomized experiment
Harding, Matthew C.; Lamarche, Carlos - In: Journal of econometrics 211 (2019) 1, pp. 61-82
Persistent link: https://www.econbiz.de/10012303626
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Correcting attrition bias using changes-in-changes
Ghanem, Dalia; Hirshleifer, Sarojini; Kédagni, Désiré; … - In: Journal of econometrics 241 (2024) 2, pp. 1-16
Persistent link: https://www.econbiz.de/10015075166
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Panel forecasts of country-level Covid-19 infections
Liu, Laura; Moon, Hyungsik Roger; Schorfheide, Frank - In: Journal of econometrics 220 (2021) 1, pp. 2-22
Persistent link: https://www.econbiz.de/10012618232
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When will the Covid-19 pandemic peak?
Li, Shaoran; Linton, Oliver - In: Journal of econometrics 220 (2021) 1, pp. 130-157
Persistent link: https://www.econbiz.de/10012618476
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Nowcasting the output gap
Berger, Tino; Morley, James C.; Wong, Benjamin - In: Journal of econometrics 232 (2023) 1, pp. 18-34
Persistent link: https://www.econbiz.de/10013472815