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ECONIS (ZBW)
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1
Structural measurement errors in nonseparable models
Hoderlein, Stefan
;
Winter, Joachim
- In:
Journal of econometrics
157
(
2010
)
2
,
pp. 432-440
Persistent link: https://www.econbiz.de/10008662984
Saved in:
2
Exploiting the errors : a simple approach for improved
volatility
forecasting
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011610646
Saved in:
3
Out of sample forecasts of quadratic variation
Aït-Sahalia, Yacine
;
Mancini, Loriano
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 17-33
Persistent link: https://www.econbiz.de/10003783780
Saved in:
4
Estimating quadratic variation consistently in the presence of endogenous and diurnal measurement error
Kalnina, Ilze
;
Linton, Oliver
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 47-59
Persistent link: https://www.econbiz.de/10003783783
Saved in:
5
Measurement errors : a principal investigator-agent approach
Philipson, Tomas J.
;
Malani, Anup
- In:
Journal of econometrics
91
(
1999
)
2
,
pp. 273-298
Persistent link: https://www.econbiz.de/10001382091
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6
Identification of mixture models using support variations
D'Haultfœuille, Xavier
;
Février, Philippe
- In:
Journal of econometrics
189
(
2015
)
1
,
pp. 70-82
Persistent link: https://www.econbiz.de/10011502492
Saved in:
7
Credible interval estimates for official statistics with survey nonresponse
Manski, Charles F.
- In:
Journal of econometrics
191
(
2016
)
2
,
pp. 293-301
Persistent link: https://www.econbiz.de/10011610537
Saved in:
8
Estimating the quadratic covariation matrix for asynchronously observed high frequency stock returns corrupted by additive measurement error
Park, Sujin
;
Hong, Seok Young
;
Linton, Oliver
- In:
Journal of econometrics
191
(
2016
)
2
,
pp. 325-347
Persistent link: https://www.econbiz.de/10011610563
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9
Estimating production functions with control functions when capital is measured with error
Kim, Kyoo Il
;
Petrin, Amil
;
Song, Suyong
- In:
Journal of econometrics
190
(
2016
)
2
,
pp. 267-279
Persistent link: https://www.econbiz.de/10011592265
Saved in:
10
Frontier estimation in the presence of measurement error with unknown variance
Kneip, Alois
;
Simar, Léopold
;
Van Keilegom, Ingrid
- In:
Journal of econometrics
184
(
2015
)
2
,
pp. 379-393
Persistent link: https://www.econbiz.de/10011339285
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