Search Results for: Measuring liquid gas variables instruments
papers dependent microstructure noise and integrated volatility: estimation from high-frequency data li, z. m., laeven, r. j. a. and vellekoop, m. h., ( ), journal of econometrics, accepted a new semiparameteric estimation approach for large dynamic covariance matrices with multiple conditioning variables
testing in high-dimensional spiked models johnstone, i. m. and onatski, a., ( ), annals of statistics, forthcoming semiparametric ultra-high dimensional model averaging of nonlinear dynamic time series chen, j., li, d., linton, o., and lu, z., ( ), journal of the american statistical association measuring...
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