Article ID Journal Published Year Pages File Type
5095685 Journal of Econometrics 2016 21 Pages PDF
Abstract
Estimating the efficient price is a form of pre-processing of the data, and hence the methods in this paper also serve the purpose of data cleaning.
Keywords
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Preview
Between data cleaning and inference: Pre-averaging and robust estimators of the efficient price
Authors
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