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person:"Heckman, James J."
subject:"Theory"
~isPartOf:"Annual review of economics"
~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:"Discussion papers / Wissenschaftszentrum Berlin für Sozialforschung : Forschungsschwerpunkt Markt und politische Ökonomie"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of the European Economic Association"
~isPartOf:"Oxford economic papers"
~isPartOf:"Review of economic dynamics"
~isPartOf:"The American economist : journal of Omnicron Delta Epsilon, the International Honor Society in Economics"
~isPartOf:"UCD Geary Institute discussion paper series"
~language:"eng"
~person:"Aït-Sahalia, Yacine"
~person:"Moutos, Thomas"
~person:"Yu, Jun"
~subject:"Auction theory"
~subject:"Auktionstheorie"
~subject:"Children"
~subject:"Credit rationing"
~subject:"Decentralized organization"
~subject:"Estimation"
~subject:"Theorie"
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Heckman, James J.
Aït-Sahalia, Yacine
Moutos, Thomas
Yu, Jun
Phillips, Peter C. B.
36
Pesaran, M. Hashem
25
Konrad, Kai A.
23
Koskela, Erkki
23
Gersbach, Hans
17
Koop, Gary
16
Lee, Lung-fei
16
Röller, Lars-Hendrik
16
Swanson, Norman R.
16
Audretsch, David B.
15
Gouriéroux, Christian
15
Kanniainen, Vesa
15
Linton, Oliver
15
Schjelderup, Guttorm
15
Timmermann, Allan
15
Ghysels, Eric
14
Poutvaara, Panu
14
Fehr, Ernst
13
Amir, Rabah
12
Diebold, Francis X.
12
Fuest, Clemens
12
Granger, C. W. J.
12
Hsiao, Cheng
12
Huck, Steffen
12
McAleer, Michael
12
Panteghini, Paolo
12
Ploeg, Frederick van der
12
Schmidt, Peter
12
Schöb, Ronnie
12
Chib, Siddhartha
11
Grossmann, Volker
11
Haufler, Andreas
11
Jin, Jim Y.
11
Keuschnigg, Christian
11
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11
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Annual review of economics
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
Discussion papers / Wissenschaftszentrum Berlin für Sozialforschung : Forschungsschwerpunkt Markt und politische Ökonomie
Journal of econometrics
Journal of the European Economic Association
Oxford economic papers
Review of economic dynamics
The American economist : journal of Omnicron Delta Epsilon, the International Honor Society in Economics
UCD Geary Institute discussion paper series
Working paper / National Bureau of Economic Research, Inc.
61
NBER Working Paper
43
Discussion paper series / IZA
37
NBER working paper series
36
CESifo working papers
22
IZA Discussion Paper
21
Technical working paper / National Bureau of Economic Research
13
Cowles Foundation discussion paper
12
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
10
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
9
Handbooks in economics
9
CEMMAP working papers / Centre for Microdata Methods and Practice
8
CESifo Working Paper Series
8
Journal of political economy
7
The American economic review
7
Econometric reviews
6
NBER technical working paper series
6
The review of economics and statistics
6
Cowles Foundation Discussion Paper
5
The journal of finance : the journal of the American Finance Association
5
The review of financial studies
5
Journal of human resources : JHR
4
The economic journal : the journal of the Royal Economic Society
4
CAFE Research Paper
3
Econometric theory
3
Economic notes : economic review of Banca Monte dei Paschi di Siena
3
International economic review
3
Journal of economic literature
3
Journal of financial economics
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
Scottish journal of political economy : the journal of the Scottish Economic Society
3
The journal of economic perspectives : EP ; a journal of the American Economic Association
3
The review of economic studies
3
Annales d'économie et de statistique
2
CESifo Working Paper
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ECONIS (ZBW)
66
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1
Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 389-415
Persistent link: https://www.econbiz.de/10014339985
Saved in:
2
Posterior-based Wald-type statistics for hypothesis testing
Liu, Xiaobin
;
Li, Yong
;
Yu, Jun
;
Zeng, Tao
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 83-113
Persistent link: https://www.econbiz.de/10013441919
Saved in:
3
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:
4
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:
5
Deviance information criterion for latent variable models and misspecified models
Li, Yong
;
Yu, Jun
;
Zeng, Tao
- In:
Journal of econometrics
216
(
2020
)
2
,
pp. 450-493
Persistent link: https://www.econbiz.de/10012439750
Saved in:
6
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:
7
Random coefficient continuous systems : testing for extreme sample path behavior
Tao, Yubo
;
Phillips, Peter C. B.
;
Yu, Jun
- In:
Journal of econometrics
209
(
2019
)
2
,
pp. 208-237
Persistent link: https://www.econbiz.de/10012302568
Saved in:
8
Inequality in human capital and endogenous credit constraints
Hai, Rong
;
Heckman, James J.
- In:
Review of economic dynamics
25
(
2017
),
pp. 4-36
Persistent link: https://www.econbiz.de/10011893676
Saved in:
9
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:
10
Double asymptotics for explosive continuous time models
Wang, XiaoHu
;
Yu, Jun
- In:
Journal of econometrics
193
(
2016
)
1
,
pp. 35-53
Persistent link: https://www.econbiz.de/10011704761
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