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~isPartOf:"Econometric reviews"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of economic literature"
~isPartOf:"Journal of productivity analysis"
~isPartOf:"Research in economics : an international review of economics"
~language:"eng"
~language:"hrv"
~language:"nld"
~language:"srp"
~person:"Aït-Sahalia, Yacine"
~person:"Heckman, James J."
~person:"Schmidt, Peter"
~subject:"Consumer behaviour"
~subject:"EU countries"
~subject:"Geldpolitik"
~subject:"Lieferkette"
~subject:"Theorie"
~subject:"USA"
~subject:"Unternehmenserfolg"
~subject:"Volatility"
~subject:"Welt"
~subject:"Wirkungsanalyse"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Collection of articles written by one author"
~type_genre:"Sammelwerk"
~type_genre:"Sammlung"
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Consumer behaviour
EU countries
Geldpolitik
Lieferkette
Theorie
USA
Unternehmenserfolg
Volatility
Welt
Wirkungsanalyse
Theory
47
Estimation theory
27
Schätztheorie
27
Technical efficiency
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62
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Aït-Sahalia, Yacine
Heckman, James J.
Schmidt, Peter
Phillips, Peter C. B.
48
McAleer, Michael
35
Maasoumi, Esfandiar
30
Kumbhakar, Subal
26
Pesaran, M. Hashem
26
Sickles, Robin C.
24
Simar, Léopold
23
Bollerslev, Tim
22
Taylor, Robert
22
Gouriéroux, Christian
21
Koop, Gary
21
Yu, Jun
21
Linton, Oliver
20
Ghysels, Eric
19
Lee, Lung-fei
19
Slottje, Daniel Jonathan
18
Swanson, Norman R.
18
Tauchen, George Eugene
18
Todorov, Viktor
18
Baltagi, Badi H.
17
Färe, Rolf
17
Steel, Mark F. J.
17
Diebold, Francis X.
16
Li, Qi
16
Park, Joon Y.
16
Corradi, Valentina
14
Diewert, Walter E.
14
Granger, C. W. J.
14
Teräsvirta, Timo
14
Xiao, Zhijie
14
Cavaliere, Giuseppe
13
Chib, Siddhartha
13
Franses, Philip Hans
13
Hsiao, Cheng
13
Renault, Eric
13
Wilson, Paul W.
13
Barnett, William A.
12
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Econometric reviews
Journal of econometrics
Journal of economic literature
Journal of productivity analysis
Research in economics : an international review of economics
The American economic review
15
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
12
Economics letters
12
Journal of political economy
11
The review of economics and statistics
9
The economic journal : the journal of the Royal Economic Society
7
Journal of labor economics
6
Journal of financial economics
5
The journal of finance : the journal of the American Finance Association
5
Handbooks in economics
4
International economic review
4
Journal of human resources : JHR
4
Economic inquiry : journal of the Western Economic Association International
3
Handbook of econometrics ; Vol. 6B
3
Journal of the European Economic Association
3
Labour economics : official journal of the European Association of Labour Economists
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
Annual review of economics
2
CESifo DICE report : journal for institutional comparisons
2
Evaluation of training and other social programmes
2
Fiscal studies : the journal of the Institute for Fiscal Studies
2
Journal of applied econometrics
2
Journal of consumer policy : consumer issues in law, economics and behavioural sciences
2
Journal of human capital : JHC
2
Journal of the American Statistical Association : JASA
2
Macroeconomic dynamics
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Review of economic dynamics
2
The American economist : journal of Omnicron Delta Epsilon, the International Honor Society in Economics
2
The Scandinavian journal of economics
2
The econometrics of panel data : fundamentals and recent developments in theory and practice ; with 13 figures and 43 tables
2
The public interest
2
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ECONIS (ZBW)
62
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1
Closed-form implied volatility surfaces for stochastic volatility models with jumps
Aït-Sahalia, Yacine
;
Li, Chenxu
;
Li, Chen Xu
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 364-392
Persistent link: https://www.econbiz.de/10012619431
Saved in:
2
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:
3
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:
4
Publishing and promotion in economics : the tyranny of the top five
Heckman, James J.
;
Moktan, Sidharth
- In:
Journal of economic literature
58
(
2020
)
2
,
pp. 419-470
Persistent link: https://www.econbiz.de/10012318423
Saved in:
5
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:
6
A Hausman test for the presence of market microstructure noise in high frequency data
Aït-Sahalia, Yacine
;
Xiu, Dacheng
- In:
Journal of econometrics
211
(
2019
)
1
,
pp. 176-205
Persistent link: https://www.econbiz.de/10012303614
Saved in:
7
Evaluation of the Reggio approach to early education
Biroli, Pietro
;
Del Boca, Daniela
;
Heckman, James J.
; …
- In:
Research in economics : an international review of economics
72
(
2018
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012041713
Saved in:
8
Endogenous environmental variables in stochastic frontier models
Amsler, Christine Elaine
;
Prokhorov, Artem
;
Schmidt, Peter
- In:
Journal of econometrics
199
(
2017
)
2
,
pp. 131-140
Persistent link: https://www.econbiz.de/10011897659
Saved in:
9
Stochastic metafrontiers
Amsler, Christine Elaine
;
O'Donnell, Christopher John
; …
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 1007-1020
Persistent link: https://www.econbiz.de/10011795559
Saved in:
10
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
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