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Ilze Kalnina

North Carolina State University (from arXiv:2306.14862, 2023) · ORCID · OpenAlex

7 papers in scope · 7 published · 2 on the econ.EM arXiv · 290 citations · h-index 5 (over the papers listed here)

Related authors

The 20 authors closest to this one in our weighted citation graph, most related first.

  1. Carsten Chong
  2. Viktor Todorov
  3. Giacomo Toscano
  4. Giulia Livieri
  5. Stefano Marmi
  6. Maria Elvira Mancino
  7. Christina Dan Wang
  8. Zhao Chen
  9. Kokouvi Tewou
  10. Qiang Liu
  11. Zhi Liu
  12. Simona Sanfelici
  13. Zhou Wang
  14. Jun Yu
  15. Tetsuya Takabatake
  16. Chen Zhang
  17. Yang Zu
  18. José E. Figueroa-López
  19. H. Peter Boswijk
  20. Bei Wu

Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md.

Papers

(2 of 7)

Cross-sectional dependence in idiosyncratic volatility
published2025 · Journal of Econometrics · 3 citations · first circulated 2019
with Kokouvi Tewou
Paper profile Journal of Econometrics arXiv:2408.13437
Marginal effects for probit and tobit with endogeneity
published2025 · Econometrics Journal · 2 citations · first circulated 2023
with Kirill S. Evdokimov, Andrei Zeleneev, Kirill Evdokimov
Paper profile Econometrics Journal arXiv:2306.14862
Inference for Nonparametric High-Frequency Estimators with an Application to Time Variation in Betas
published2022 · Journal of Business and Economic Statistics · 16 citations
Journal of Business and Economic Statistics
High-frequency factor models and regressions
published2020 · Journal of Econometrics · 82 citations · first circulated 2019
with Yacine Aït-Sahalia, Dacheng Xiu
Journal of Econometrics
Nonparametric Estimation of the Leverage Effect: A Trade-Off Between Robustness and Efficiency
published2016 · Journal of the American Statistical Association · 19 citations
with Dacheng Xiu
Journal of the American Statistical Association
Subsampling high frequency data
published2010 · Journal of Econometrics · 39 citations
Journal of Econometrics
Estimating quadratic variation consistently in the presence of endogenous and diurnal measurement error
published2008 · Journal of Econometrics · 129 citations
with Oliver Linton
Journal of Econometrics

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.