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![]() | An alternative root-n consistent estimator for panel data binary choice modelsDocID: 1sjak - View Document |
![]() | Castagnetti_Rossi_Trapani_31_Jan_2014.dviDocID: 1rclQ - View Document |
![]() | Large-dimensional factor modeling based on high-frequency observations Markus Pelger∗ August 20, 2015 AbstractDocID: 1r4jL - View Document |
![]() | Estimating Quadratic Variation Consistently in the presence of Correlated Measurement Error Ilze Kalninay and Oliver Lintonz The London School of Economics October 3, 2006DocID: 1r49z - View Document |
![]() | Simulation-Based Density Estimation for Time Series using Covariate Data∗ Yin Liaoa and John Stachurskib a School of Economics and Finance, Queensland University of TechnologyDocID: 1qUbu - View Document |