Anurag N. Banerjee

Available identifiers

zbMath Open banerjee.anurag-nMaRDI QIDQ1424219

List of research outcomes

Publication	Date of Publication	Type
Probabilistic forecasting of bubbles and flash crashes	2022-06-22	Paper
The endgame	2019-12-12	Paper
A method of estimating the average derivative	2016-05-02	Paper
Functional cointegration: definition and nonparametric estimation	2016-01-19	Paper
Active momentum trading versus passive ‘ naive diversification’	2014-02-20	Paper
The Sensitivity of Detrended Long-Memory Processes	2013-11-26	Paper
The power of autocorrelation tests near the unit root in models with possibly mis-specified linear restrictions	2013-01-09	Paper
Does a sudden death liven up the game? Rules, incentives, and strategy in football	2004-03-11	Paper
On the sensitivity of the usual \(t\)- and \(F\)-tests to covariance misspecification	2001-10-03	Paper
The sensitivity of OLS when the variance matrix is (partially) unknown	1999-11-08	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

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