Found 11 Documents (Results 1–11)
Realized Laplace transforms for estimation of jump diffusive volatility models. (English) Zbl 1441.62889
Robust trend inference with series variance estimator and testing-optimal smoothing parameter. (English) Zbl 1441.62880
Estimating a common deterministic time trend break in large panels with cross sectional dependence. (English) Zbl 1441.62772
How many consumers are rational? (English) Zbl 1441.62732
MSC:
62P20
Measuring correlations of integrated but not cointegrated variables: a semiparametric approach. (English) Zbl 1441.62879
A new method of projection-based inference in GMM with weakly identified nuisance parameters. (English) Zbl 1441.62633
MSC:
62P20
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