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subject:"Estimation"
subject:"Zeitreihenanalyse"
~accessRights:"restricted"
~isPartOf:"Journal of econometrics"
~person:"Gallant, A. Ronald"
~person:"Heckman, James J."
~person:"Xiu, Dacheng"
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Estimation
Zeitreihenanalyse
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5
Capital income
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Estimation theory
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3
Factor analysis
2
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Gallant, A. Ronald
Heckman, James J.
Xiu, Dacheng
Todorov, Viktor
9
Su, Liangjun
7
Linton, Oliver
6
Phillips, Peter C. B.
6
Tauchen, George Eugene
6
Bollerslev, Tim
5
Gao, Jiti
5
Kim, Donggyu
5
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5
Andersen, Torben
4
Aït-Sahalia, Yacine
4
Callaway, Brantly
4
Li, Kunpeng
4
Sasaki, Yuya
4
Wang, Wendun
4
Baltagi, Badi H.
3
Botosaru, Irene
3
Cai, Zongwu
3
Fan, Jianqing
3
Francq, Christian
3
Ghysels, Eric
3
Gouriéroux, Christian
3
Hoderlein, Stefan
3
Hong, Yongmiao
3
Park, Joon Y.
3
Patton, Andrew J.
3
Shin, Yongcheol
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Taylor, Robert
3
Vogt, Michael
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Wang, Fa
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Wang, Yazhen
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Zakoïan, Jean-Michel
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Ai, Chunrong
2
An, Yonghong
2
Asai, Manabu
2
Bandi, Federico M.
2
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2
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Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
11
Journal of political economy
3
NBER working paper series
2
Discussion papers / CEPR
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
European economic review : EER
1
Handbook of econometrics : volume 6B
1
Handbook of the economics of education : volume 3
1
Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
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Constrained estimation using penalization and MCMC
Gallant, A. Ronald
;
Hong, Han
;
Leung, Michael P.
;
Li, Jessie
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 85-106
Persistent link: https://www.econbiz.de/10013441728
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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
Econometric analysis of multivariate realised QML : estimation of the covariation of equity prices under asynchronous trading
Shephard, Neil G.
;
Xiu, Dacheng
- In:
Journal of econometrics
201
(
2017
)
1
,
pp. 19-42
Persistent link: https://www.econbiz.de/10011917413
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
Dynamic treatment effects
Heckman, James J.
;
Humphries, John Eric
;
Veramendi, Gregory
- In:
Journal of econometrics
191
(
2016
)
2
,
pp. 276-292
Persistent link: https://www.econbiz.de/10011610524
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