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Number of items: 4.

G

Griffin, Jim E., Oomen, Roel C. A. (2008) Sampling Returns for Realized Variance Calculations: Tick Time or Transaction Time? Econometric Reviews, 27 (1-3). pp. 230-253. ISSN 0747-4938. (doi:10.1080/07474930701873341) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:3152)

P

Poon, Aubrey, Zhu, Dan (2022) A new Bayesian model for contagion and interdependence. Econometric Reviews, 41 (7). pp. 806-826. ISSN 0747-4938. (doi:10.1080/07474938.2022.2072319) (KAR id:103856)

S

Szydlowski, Arkadiusz (2025) A note on kernel density estimation for undirected dyadic data. Econometric Reviews, 44 (7). pp. 963-966. ISSN 0747-4938. (doi:10.1080/07474938.2025.2471103) (KAR id:108786)

T

Tchuente, Guy, Carrasco, Marine (2015) Efficient Estimation with Many Weak Instruments Using Regularization Techniques. Econometric Reviews, 35 (8-10). pp. 1609-1637. ISSN 0747-4938. E-ISSN 1532-4168. (doi:10.1080/07474938.2015.1092806) (KAR id:53783)

This list was generated on Fri Dec 5 23:32:04 2025 GMT.