:: Library Catalog

Image de couverture de livre

Enregistré dans:

Détails bibliographiques
Auteurs principaux:	Christensen, Timothy, Connault, Benjamin
Format:	Preprint
Publié:	2019
Sujets:	Econometrics
Accès en ligne:	https://arxiv.org/abs/1904.00989
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

Documents similaires

From Unstructured Data to Demand Counterfactuals: Theory and Practice
par: Christensen, Timothy, et autres
Publié: (2026)

Externally Valid Policy Choice
par: Adjaho, Christopher, et autres
Publié: (2022)

Optimal Decision Rules when Payoffs are Partially Identified
par: Christensen, Timothy, et autres
Publié: (2022)

Bootstrapping with AI/ML-generated labels
par: Christensen, Timothy, et autres
Publié: (2026)

Counterfactuals in factor models
par: Beyhum, Jad
Publié: (2024)

Roughness Signature Functions
par: Christensen, Peter
Publié: (2024)

Synthetic Decomposition for Counterfactual Predictions
par: Canen, Nathan, et autres
Publié: (2023)

Counterfactual Analysis in Empirical Games
par: Kline, Brendan, et autres
Publié: (2024)

Adaptive Estimation and Uniform Confidence Bands for Nonparametric Structural Functions and Elasticities
par: Chen, Xiaohong, et autres
Publié: (2021)

Evaluating Counterfactual Policies Using Instruments
par: Kolesár, Michal, et autres
Publié: (2025)

Inference for Regression with Variables Generated by AI or Machine Learning
par: Battaglia, Laura, et autres
Publié: (2024)

Imputation of Counterfactual Outcomes when the Errors are Predictable
par: Goncalves, Silvia, et autres
Publié: (2024)

Recovering Counterfactual Distributions via Wasserstein GANs
par: Liu, Xinran
Publié: (2026)

Realized range-based estimation of integrated variance
par: Christensen, Kim, et autres
Publié: (2026)

Asymptotic theory of range-based multipower variation
par: Christensen, Kim, et autres
Publié: (2026)

Robust Counterfactuals in Centralized Schools Choice Systems: Addressing Gender Inequality in STEM Education
par: Li, Lixiong, et autres
Publié: (2025)

Measurement Error and Counterfactuals in Quantitative Trade and Spatial Models
par: Sanders, Bas
Publié: (2023)

Identification and Counterfactual Analysis in Incomplete Models with Support and Moment Restrictions
par: Li, Lixiong
Publié: (2026)

To be or not to be: Roughness or long memory in volatility?
par: Bennedsen, Mikkel, et autres
Publié: (2024)

Is the diurnal pattern sufficient to explain intraday variation in volatility? A nonparametric assessment
par: Christensen, Kim, et autres
Publié: (2026)

A machine learning approach to volatility forecasting
par: Christensen, Kim, et autres
Publié: (2026)

The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing
par: Christensen, Kim, et autres
Publié: (2026)

Pre-averaging estimators of the ex-post covariance matrix in noisy diffusion models with non-synchronous data
par: Christensen, Kim, et autres
Publié: (2026)

On covariation estimation for multivariate continuous Itô semimartingales with noise in non-synchronous observation schemes
par: Christensen, Kim, et autres
Publié: (2026)

Realised quantile-based estimation of the integrated variance
par: Christensen, Kim, et autres
Publié: (2026)

Warp speed price moves: Jumps after earnings announcements
par: Christensen, Kim, et autres
Publié: (2026)

A Synthetic Business Cycle Approach to Counterfactual Analysis with Nonstationary Macroeconomic Data
par: Shi, Zhentao, et autres
Publié: (2025)

Treatment Effects in the Regression Discontinuity Model with Counterfactual Cutoff and Distorted Running Variables
par: Liao, Moyu
Publié: (2025)

Counterfactual and Synthetic Control Method: Causal Inference with Instrumented Principal Component Analysis
par: Wang, Cong
Publié: (2024)

Robust Estimation and Inference in Panels with Interactive Fixed Effects
par: Armstrong, Timothy B., et autres
Publié: (2022)

Counterfactual Density Effects and the German East--West Income Gap
par: Keilbar, Georg, et autres
Publié: (2026)

Fact or friction: Jumps at ultra high frequency
par: Christensen, Kim, et autres
Publié: (2026)

Inference from high-frequency data: A subsampling approach
par: Christensen, Kim, et autres
Publié: (2026)

The drift burst hypothesis
par: Christensen, Kim, et autres
Publié: (2026)

The realized copula of volatility
par: Christensen, Kim, et autres
Publié: (2026)

An unbounded intensity model for point processes
par: Christensen, Kim, et autres
Publié: (2024)

Sensitivity Analysis in Unconditional Quantile Effects
par: Martinez-Iriarte, Julian
Publié: (2023)

Inequality Sensitive Optimal Treatment Assignment
par: Zambrano, Eduardo
Publié: (2024)

Do designated market makers provide liquidity during downward extreme price movements?
par: Bellia, Mario, et autres
Publié: (2026)

High-dimensional estimation of quadratic variation based on penalized realized variance
par: Christensen, Kim, et autres
Publié: (2021)