“Small Data”: Inference with Occasionally Observed States
- Alexandros Gilch,
Alexandros Gilch
[email protected]Institute of Finance and Statistics, University of Bonn, 53113 Bonn, Germany
- Andreas Lanz ,
Andreas Lanz
[email protected]https://orcid.org/0000-0003-2643-1960
Faculty of Business and Economics, 4002 Basel, Switzerland
- Philipp Müller ,
Philipp Müller
[email protected]https://orcid.org/0000-0003-3436-7321
Department of Business Administration, University of Zurich, 8032 Zurich, Switzerland
- Gregor Reich,
- Ole Wilms
Corresponding Author
Ole Wilms
[email protected]https://orcid.org/0000-0001-9606-2289
Department of Economics, Universität Hamburg, 20146 Hamburg, Germany; and Department of Finance, Tilburg University, LE 90153 Tilburg, Netherlands
Alexandros Gilch
[email protected]Institute of Finance and Statistics, University of Bonn, 53113 Bonn, Germany
Andreas Lanz
[email protected]https://orcid.org/0000-0003-2643-1960
Faculty of Business and Economics, 4002 Basel, Switzerland
Philipp Müller
[email protected]https://orcid.org/0000-0003-3436-7321
Department of Business Administration, University of Zurich, 8032 Zurich, Switzerland
Corresponding Author
Ole Wilms
[email protected]https://orcid.org/0000-0001-9606-2289
Department of Economics, Universität Hamburg, 20146 Hamburg, Germany; and Department of Finance, Tilburg University, LE 90153 Tilburg, Netherlands
Supplemental Material
The replication files for this article are available HERE.
