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ARTICLES
WEAK CONVERGENCE TO DERIVATIVES OF FRACTIONAL BROWNIAN MOTION
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- Published online by Cambridge University Press:
- 05 December 2022, pp. 1-16
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EXPONENTIAL REALIZED GARCH-ITÔ VOLATILITY MODELS
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- 10 November 2022, pp. 1-37
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HIGHER-ORDER APPROXIMATION OF IV ESTIMATORS WITH INVALID INSTRUMENTS
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- 10 November 2022, pp. 1-38
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INSTRUMENTAL VARIABLES INFERENCE IN A SMALL-DIMENSIONAL VAR MODEL WITH DYNAMIC LATENT FACTORS
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- 10 November 2022, pp. 1-47
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ET LECTURE
ADVANCES IN USING VECTOR AUTOREGRESSIONS TO ESTIMATE STRUCTURAL MAGNITUDES
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- 07 November 2022, pp. 1-39
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ARTICLES
AN AVERAGING ESTIMATOR FOR TWO-STEP M-ESTIMATION IN SEMIPARAMETRIC MODELS
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- 07 November 2022, pp. 1-36
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MISCELLANEA
SUPERCONSISTENCY OF TESTS IN HIGH DIMENSIONS
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- 28 October 2022, pp. 1-17
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ARTICLES
TESTING FOR HOMOGENEOUS THRESHOLDS IN THRESHOLD REGRESSION MODELS
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- 28 October 2022, pp. 1-44
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TESTING FOR STRICT STATIONARITY VIA THE DISCRETE FOURIER TRANSFORM
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- 28 October 2022, pp. 1-47
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KERNEL ESTIMATION OF SPOT VOLATILITY WITH MICROSTRUCTURE NOISE USING PRE-AVERAGING
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- 18 October 2022, pp. 1-50
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ERRATUM
SEMIPARAMETRIC EFFICIENCY BOUNDS FOR CONDITIONAL MOMENT RESTRICTION MODELS WITH DIFFERENT CONDITIONING VARIABLES – ERRATUM
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- 10 December 2015, p. 1
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