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person:"Heckman, James J."
subject:"Theory"
~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"
~subject:"Time series analysis"
~type_genre:"Aufsatz in Zeitschrift"
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Theory
Auction theory
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Heckman, James J.
Aït-Sahalia, Yacine
Li, Qi
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
Diebold, Francis X.
13
Ghysels, Eric
13
Chib, Siddhartha
11
Granger, C. W. J.
11
McAleer, Michael
11
Renault, Eric
11
Schmidt, Peter
11
Steel, Mark F. J.
11
Thaler, Richard H.
11
Xiao, Zhijie
11
Corradi, Valentina
10
Hsiao, Cheng
10
Timmermann, Allan
10
Dufour, Jean-Marie
9
Hong, Yongmiao
9
Robinson, Peter M.
9
Taylor, Robert
9
Tsionas, Efthymios G.
9
Whang, Yoon-jae
9
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
Ng, Serena
8
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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
Economics letters
11
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
10
Econometric reviews
9
Journal of political economy
7
The American economic review
7
The review of economics and statistics
7
Econometric theory
5
International economic review
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
Annales d'économie et de statistique
3
Economic notes : economic review of Banca Monte dei Paschi di Siena
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 review of economic studies
3
The review of financial studies
3
Annals of economics and finance
2
Economic modelling
2
European journal of political economy
2
Evaluation of training and other social programmes
2
Games and economic behavior
2
Greek economic review
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of economic theory
2
Review of economic dynamics
2
The Scandinavian journal of economics
2
The quarterly journal of economics
2
Advances in econometrics
1
Annual review of economics
1
Applied economics
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
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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
Saved in:
6
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:
7
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:
8
Nonlinear and nonparametric methods in econometrics : [this special issue ... is based upon an international conference held 2005 in Beijing. The theme of the conference was "nonli...
Chen, Songnian
(
contributor
);
Li, Qi
(
contributor
)
-
2010
Persistent link: https://www.econbiz.de/10008661942
Saved in:
9
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:
10
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
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