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In-sample Asymptotics and Across-sample Efficiency Gains for ...
economics.sas.upenn.edu
Dec 1, — Joint with: Eric Ghysels and Per Mykland. We revisit the widely used in-sample asymptotic analysis developed by Jacod (1994) and ... › events › sample-asy...
Joint Program Student Michael Barnett Receives Stevanovich ...
larspeterhansen.org
May 17, — The Director of the Stevanovich Center is Per Mykland (pictured below), the Robert M. Hutchins Distinguished Service Professor at the ... › news › article › joint-progr...
Per Mykland « Economics Job Market Rumors
www.econjobrumors.com
Upcoming. 10 Sep Human Development and Capability Association annual meetings; 18 Sep Doctoral Workshop on Quantitative Dynamic Economics; 21 Sep International
Per Mykland: The Algebra of Two Scales Estimation - High Frequency...
www.mn.uio.no
Title: The Algebra of Two Scales Estimation - High Frequency Estimation that is Robust to Sampling Times. Abstract: In this paper, we show a new algebraic property of ...
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