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subject:"Productivity"
subject:"Schätzung"
~isPartOf:"CESifo Working Paper Series"
~isPartOf:"Journal of econometrics"
~person:"Li, Jia"
~subject:"Time series analysis"
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Productivity
Schätzung
Time series analysis
Börsenkurs
5
Estimation
5
Estimation theory
5
Schätztheorie
5
Share price
5
Volatility
5
Volatilität
5
Zeitreihenanalyse
5
High-frequency data
4
Nichtparametrisches Verfahren
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Nonparametric statistics
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Stochastic process
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Stochastischer Prozess
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Adaptive estimation
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Bootstrap
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High frequency data
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Induktive Statistik
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Informed trading
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Li, Jia
Caporale, Guglielmo Maria
28
Pesaran, M. Hashem
17
Gil-Alana, Luis A.
14
Todorov, Viktor
14
Cheung, Yin-Wong
9
Feld, Lars P.
9
Rault, Christophe
9
Tauchen, George Eugene
9
Woessmann, Ludger
9
Bollerslev, Tim
8
Linton, Oliver
8
Phillips, Peter C. B.
8
Su, Liangjun
8
Egger, Peter H.
7
Baltagi, Badi H.
6
Becker, Sascha O.
6
Dreher, Axel
6
Koop, Gary
6
Andersen, Torben
5
Aït-Sahalia, Yacine
5
Gao, Jiti
5
Ghysels, Eric
5
Hanushek, Eric A.
5
Kim, Donggyu
5
Lu, Xun
5
Potrafke, Niklas
5
Schneider, Friedrich
5
Smith, L. Vanessa
5
Weber, Michael
5
Zakoïan, Jean-Michel
5
Buch, Claudia M.
4
Callaway, Brantly
4
Chudik, Alexander
4
Fairlie, Robert W.
4
Falck, Oliver
4
Francq, Christian
4
Gouriéroux, Christian
4
Heckman, James J.
4
Hsiao, Cheng
4
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CESifo Working Paper Series
Journal of econometrics
Econometric theory
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Chicago Booth Research Paper
1
Finance research letters
1
Journal of the Asia Pacific economy
1
Quantitative economics : QE ; journal of the Econometric Society
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The review of economic studies
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The review of economics and statistics
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ECONIS (ZBW)
5
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1
Occupation density estimation for noisy high-frequency data
Zhang, Congshan
;
Li, Jia
;
Bollerslev, Tim
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 189-211
Persistent link: https://www.econbiz.de/10013441646
Saved in:
2
Variation and efficiency of high-frequency betas
Zhang, Congshan
;
Li, Jia
;
Todorov, Viktor
;
Tauchen, …
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 156-175
Persistent link: https://www.econbiz.de/10013441735
Saved in:
3
Mixed-scale jump regressions with bootstrap inference
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
;
Chen, Rui
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 417-432
Persistent link: https://www.econbiz.de/10011920538
Saved in:
4
Adaptive estimation of continuous-time regression models using high-frequency data
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Journal of econometrics
200
(
2017
)
1
,
pp. 36-47
Persistent link: https://www.econbiz.de/10011897689
Saved in:
5
Inference theory for volatility functional dependencies
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Journal of econometrics
193
(
2016
)
1
,
pp. 17-34
Persistent link: https://www.econbiz.de/10011704756
Saved in:
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