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person:"Heckman, James J."
subject:"Theory"
~accessRights:"restricted"
~isPartOf:"CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute"
~isPartOf:"Discussion paper / Social Science Research Center Berlin (WZB), Research Area Markets and Choice, Research Professorship & Project The Future of Fiscal Federalism"
~isPartOf:"Journal of econometrics"
~isPartOf:"The American economist : journal of Omnicron Delta Epsilon, the International Honor Society in Economics"
~isPartOf:"The journal of economic perspectives : EP ; a journal of the American Economic Association"
~isPartOf:"UCD Geary Institute discussion paper series"
~language:"eng"
~person:"Aït-Sahalia, Yacine"
~person:"Li, Qi"
~person:"Moutos, Thomas"
~subject:"Auction theory"
~subject:"Auktionstheorie"
~subject:"Children"
~subject:"Credit rationing"
~subject:"Decentralized organization"
~subject:"EU-Staaten"
~subject:"Estimation"
~subject:"Theorie"
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Heckman, James J.
Aït-Sahalia, Yacine
Li, Qi
Moutos, Thomas
Linton, Oliver
6
Yu, Jun
6
Phillips, Peter C. B.
5
Tsionas, Efthymios G.
5
Barigozzi, Matteo
4
Casarin, Roberto
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Chen, Rong
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Diebold, Francis X.
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Galvão Júnior, Antônio Fialho
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Asai, Manabu
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Billio, Monica
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Chan, Joshua
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Fan, Jianqing
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CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
Discussion paper / Social Science Research Center Berlin (WZB), Research Area Markets and Choice, Research Professorship & Project The Future of Fiscal Federalism
Journal of econometrics
The American economist : journal of Omnicron Delta Epsilon, the International Honor Society in Economics
The journal of economic perspectives : EP ; a journal of the American Economic Association
UCD Geary Institute discussion paper series
Working paper / National Bureau of Economic Research, Inc.
15
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4
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ECONIS (ZBW)
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1
High frequency traders and the price process
Aït-Sahalia, Yacine
;
Brunetti, Celso
- In:
Journal of econometrics
217
(
2020
)
1
,
pp. 20-45
Persistent link: https://www.econbiz.de/10012482736
Saved in:
2
High-frequency factor models and regressions
Aït-Sahalia, Yacine
;
Kalnina, Ilze
;
Xiu, Dacheng
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 86-105
Persistent link: https://www.econbiz.de/10012439640
Saved in:
3
The term structure of equity and variance risk premia
Aït-Sahalia, Yacine
;
Karamann, Mustafa
;
Mancini, Loriano
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 204-230
Persistent link: https://www.econbiz.de/10012483319
Saved in:
4
Using principal component analysis to estimate a high dimensional factor model with high-frequency data
Aït-Sahalia, Yacine
;
Xiu, Dacheng
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 384-399
Persistent link: https://www.econbiz.de/10011920525
Saved in:
5
Efficiency of thin and thick markets
Gan, Li
;
Li, Qi
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 40-54
Persistent link: https://www.econbiz.de/10011610655
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