| dc.contributor.author | Harri, Ardian | |
| dc.contributor.author | Brorsen, B. Wade | |
| dc.date.accessioned | 2022-05-04T13:57:12Z | |
| dc.date.available | 2022-05-04T13:57:12Z | |
| dc.date.issued | 2009 | |
| dc.identifier.citation | Harri, A., & Brorsen, B. W. (2009). The overlapping data problem. Quantitative and Qualitative Analysis in Social Sciences, 3(3), pp.78-115. https://doi.org/10.2139/ssrn.76460 | |
| dc.identifier.uri | https://hdl.handle.net/11244/335495 | |
| dc.description | This is a preprint of an article whose final version has been published in Quantitative and Qualitative Analysis in Social Sciences, Social Sciences Research Network, 2009. | |
| dc.description.abstract | Overlapping data are often used in finance and economics, but applied work often uses inefficient estimators. The article evaluates possible reasons for using overlapping data and provides a guide about which estimator to use in a given situation. | |
| dc.format | application/pdf | |
| dc.language | en_US | |
| dc.publisher | Social Sciences Research Network | |
| dc.rights | This material has been previously published. In the Oklahoma State University Library's institutional repository this version is made available through the open access principles and the terms of agreement/consent between the author(s) and the publisher. The permission policy on the use, reproduction or distribution of the material falls under fair use for educational, scholarship, and research purposes. Contact Digital Resources and Discovery Services at lib-dls@okstate.edu or 405-744-9161 for further information. | |
| dc.title | Overlapping data problem | |
| dc.date.updated | 2022-05-04T12:53:56Z | |
| dc.identifier.doi | 10.2139/ssrn.76460 | |
| dc.description.department | Agricultural Economics | |
| dc.type.genre | Article | |
| dc.type.material | Text | |
| dc.subject.keywords | autocorrelation | |
| dc.subject.keywords | Monte Carlo | |
| dc.subject.keywords | Newey-West | |
| dc.subject.keywords | overlapping data | |
| dc.rights.license | http://creativecommons.org/licenses/by-nc-nd/4.0/ | |
| dc.identifier.author | ORCID: 0000-0001-7109-7717 (Brorsen, B Wade) | |
| dc.identifier.author | ScopusID: 55665917100 (Brorsen, B Wade) | |
