| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
Dependent microstructure noise and integrated volatility estimation from high-frequency data
|
Li, Z. Merrick
|
|
|
215 |
2 |
p. 536-558
|
artikel
|
| 2 |
Editorial Board
|
|
|
|
215 |
2 |
p. ii
|
artikel
|
| 3 |
Estimating permanent price impact via machine learning
|
Philip, R.
|
|
|
215 |
2 |
p. 414-449
|
artikel
|
| 4 |
Estimating production functions with robustness against errors in the proxy variables
|
Hu, Yingyao
|
|
|
215 |
2 |
p. 375-398
|
artikel
|
| 5 |
Identification and estimation in panel models with overspecified number of groups
|
Liu, Ruiqi
|
|
|
215 |
2 |
p. 574-590
|
artikel
|
| 6 |
Identifying dynamic discrete choice models off short panels
|
Arcidiacono, Peter
|
|
|
215 |
2 |
p. 473-485
|
artikel
|
| 7 |
Issues in the estimation of mis-specified models of fractionally integrated processes
|
Martin, Gael M.
|
|
|
215 |
2 |
p. 559-573
|
artikel
|
| 8 |
Kernel-based Inference in Time-Varying Coefficient Cointegrating Regression
|
Li, Degui
|
|
|
215 |
2 |
p. 607-632
|
artikel
|
| 9 |
Multivariate spatial autoregressive model for large scale social networks
|
Zhu, Xuening
|
|
|
215 |
2 |
p. 591-606
|
artikel
|
| 10 |
Nonparametric identification in index models of link formation
|
Gao, Wayne Yuan
|
|
|
215 |
2 |
p. 399-413
|
artikel
|
| 11 |
n -prediction of generalized heteroscedastic transformation regression models
|
Chen, Songnian
|
|
|
215 |
2 |
p. 305-340
|
artikel
|
| 12 |
Testing for Stationarity at High Frequency
|
Jiang, Bibo
|
|
|
215 |
2 |
p. 341-374
|
artikel
|
| 13 |
The uniform validity of impulse response inference in autoregressions
|
Inoue, Atsushi
|
|
|
215 |
2 |
p. 450-472
|
artikel
|
| 14 |
Time-invariant restrictions of volatility functionals: Efficient estimation and specification tests
|
Yang, Xiye
|
|
|
215 |
2 |
p. 486-516
|
artikel
|
| 15 |
Variance risk: A bird’s eye view
|
Hollstein, Fabian
|
|
|
215 |
2 |
p. 517-535
|
artikel
|
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