Semiparametric identification of the bid-ask spread in extended Roll models (Q2399543): Difference between revisions

@@ Property / author @@
-Oliver B. Linton
@@ Property / author: Oliver B. Linton / rank @@
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@@ Property / author: Oliver B. Linton / rank @@
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+https://doi.org/10.1016/j.jeconom.2017.06.013
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+W2727294782
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+Q5514010
@@ Property / cites work: Q5514010 / rank @@
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@@ Property / cites work @@
+Estimating multivariate latent-structure models
@@ Property / cites work: Estimating multivariate latent-structure models / rank @@
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+Measurement Error in Nonlinear Models
@@ Property / cites work: Measurement Error in Nonlinear Models / rank @@
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@@ Property / cites work @@
+Semiparametric identification of the bid-ask spread in extended Roll models
+Normal rank
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+A class of models for uncorrelated random variables
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+SOME EXTENSIONS OF A LEMMA OF KOTLARSKI
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+Q4099521
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+A survey of the theory of characteristic functions
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+Q4800025
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@@ links / mardi / name / links / mardi / name @@
+Publication:2399543