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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:"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:"Jin, Jim Y."
~person:"Moutos, Thomas"
~subject:"Auction theory"
~subject:"Causality analysis"
~subject:"Credit rationing"
~subject:"Decentralized organization"
~subject:"Estimation"
~subject:"Impact assessment"
~subject:"Theorie"
~subject:"Wirkungsanalyse"
~type_genre:"Aufsatz in Zeitschrift"
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Theory
Auction theory
Causality analysis
Credit rationing
Decentralized organization
Estimation
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Theorie
Wirkungsanalyse
Schätzung
6
Volatility
6
Volatilität
6
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5
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4
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Heckman, James J.
Aït-Sahalia, Yacine
Jin, Jim Y.
Moutos, Thomas
Phillips, Peter C. B.
36
Koop, Gary
16
Lee, Lung-fei
16
Yu, Jun
16
Gouriéroux, Christian
15
Swanson, Norman R.
15
Linton, Oliver
14
Pesaran, M. Hashem
14
Ghysels, Eric
13
Diebold, Francis X.
12
Chib, Siddhartha
11
Granger, C. W. J.
11
McAleer, Michael
11
Renault, Eric
11
Schmidt, Peter
11
Steel, Mark F. J.
11
Xiao, Zhijie
11
Corradi, Valentina
10
Hsiao, Cheng
10
Timmermann, Allan
10
Dufour, Jean-Marie
9
Hong, Yongmiao
9
Li, Qi
9
Ng, Serena
9
Robinson, Peter M.
9
Taylor, Robert
9
Tsionas, Efthymios G.
9
Whang, Yoon-jae
9
Bai, Jushan
8
Baltagi, Badi H.
8
Barnett, William A.
8
Hidalgo, Javier
8
Horowitz, Joel
8
Kohn, Robert
8
Kumbhakar, Subal
8
Lewbel, Arthur
8
Lütkepohl, Helmut
8
Magnus, Jan R.
8
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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
The American economist : journal of Omnicron Delta Epsilon, the International Honor Society in Economics
UCD Geary Institute discussion paper series
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
9
Journal of political economy
7
The American economic review
7
The review of economics and statistics
6
Journal of economics
5
The journal of finance : the journal of the American Finance Association
5
Journal of human resources : JHR
4
Oxford economic papers
4
The economic journal : the journal of the Royal Economic Society
4
Econometric reviews
3
Economic notes : economic review of Banca Monte dei Paschi di Siena
3
International journal of industrial organization
3
Journal of economic literature
3
Journal of financial economics
3
Journal of the European Economic Association
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
The review of financial studies
3
Annales d'économie et de statistique
2
Economics letters
2
European journal of political economy
2
Evaluation of training and other social programmes
2
Greek economic review
2
International economic review
2
Journal of economic behavior & organization : JEBO
2
Journal of public economic theory
2
Review of economic dynamics
2
The Scandinavian journal of economics
2
The quarterly journal of economics
2
Annals of finance
1
CESifo DICE report : journal for institutional comparisons
1
CESifo economic studies : CESifo, a joint initiative of the University of Munich's Center for Economic Studies and the Ifo Institute
1
Cambridge journal of economics
1
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
1
Econometrics of imperfect competition
1
Economic inquiry : journal of the Western Economic Association International
1
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ECONIS (ZBW)
19
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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
Bayesian exploratory factor analysis
Conti, Gabriella
;
Frühwirth-Schnatter, Sylvia
; …
- In:
Journal of econometrics
183
(
2014
)
1
,
pp. 31-57
Persistent link: https://www.econbiz.de/10010506092
Saved in:
6
Introduction to internally consistent modeling, aggregation, inference, and policy
Heckman, James J.
;
Serletis, Apostolos
- In:
Journal of econometrics
183
(
2014
)
1
,
pp. 1-4
Persistent link: https://www.econbiz.de/10010506102
Saved in:
7
The economics of human development and social mobility
Heckman, James J.
;
Mosso, Stefano
- In:
Annual review of economics
6
(
2014
),
pp. 689-733
Persistent link: https://www.econbiz.de/10011380214
Saved in:
8
Testing the correlated random coefficient model
Heckman, James J.
;
Schmierer, Daniel
;
Urzua, Sergio
- In:
Journal of econometrics
158
(
2010
)
2
,
pp. 177-203
Persistent link: https://www.econbiz.de/10008839973
Saved in:
9
Ultra high frequency volatility estimation with dependent microstructure noise
Aït-Sahalia, Yacine
;
Mykland, Per A.
;
Zhang, Lan
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 160-175
Persistent link: https://www.econbiz.de/10009242527
Saved in:
10
Out of sample forecasts of quadratic variation
Aït-Sahalia, Yacine
;
Mancini, Loriano
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 17-33
Persistent link: https://www.econbiz.de/10003783780
Saved in:
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