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Ilze Kalnina

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This is information that was supplied by Ilze Kalnina in registering through RePEc. If you are Ilze Kalnina , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Ilze
Middle Name:
Last Name: Kalnina
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RePEc Short-ID: pka336

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Homepage: https://www.webdepot.umontreal.ca/Usagers/kalninai/MonDepotPublic/home.htm
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Affiliation

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Lists

This author is featured on the following reading lists, publication compilations or Wikipedia entries:
  1. Latvian Economists

Works

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Working papers

  1. Ilze Kalnina & Oliver Linton, 2006. "Estimating Quadratic VariationConsistently in thePresence of Correlated MeasurementError," STICERD - Econometrics Paper Series /2006/509, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.

Articles

  1. Kalnina, Ilze, 2011. "Subsampling high frequency data," Journal of Econometrics, Elsevier, vol. 161(2), pages 262-283, April.
  2. Kalnina, Ilze & Linton, Oliver, 2008. "Estimating quadratic variation consistently in the presence of endogenous and diurnal measurement error," Journal of Econometrics, Elsevier, vol. 147(1), pages 47-59, November.

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Co-authorship network on CollEc

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