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~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Journal of econometrics"
~language:"eng"
~language:"hun"
~person:"Agiakloglou, Christos N."
~person:"Aït-Sahalia, Yacine"
~person:"De Grauwe, Paul"
~person:"Hendry, David F."
~person:"Hodson, Dermot"
~person:"Lyssiotou, Panayiota Flori"
~person:"Murasawa, Yasutomo"
~subject:"EU countries"
~subject:"EU-Staaten"
~subject:"Estimation theory"
~subject:"Konsumentenverhalten"
~subject:"Schock"
~subject:"Theorie"
~subject:"Theory"
~subject:"United Kingdom"
~type_genre:"Article in journal"
~type_genre:"Konferenzschrift"
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Agiakloglou, Christos N.
Aït-Sahalia, Yacine
De Grauwe, Paul
Hendry, David F.
Hodson, Dermot
Lyssiotou, Panayiota Flori
Murasawa, Yasutomo
Phillips, Peter C. B.
64
Linton, Oliver
34
Lee, Lung-fei
32
Baltagi, Badi H.
31
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25
Su, Liangjun
24
Li, Qi
23
Chen, Songnian
22
Pesaran, M. Hashem
22
Yu, Jun
22
Kumbhakar, Subal
21
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21
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20
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20
Gao, Jiti
19
Hsiao, Cheng
19
Koop, Gary
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Park, Joon Y.
19
Swanson, Norman R.
19
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Xiao, Zhijie
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Tsionas, Efthymios G.
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Lewbel, Arthur
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Sun, Yixiao
15
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15
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14
Bai, Jushan
14
Diebold, Francis X.
14
Horowitz, Joel
14
McAleer, Michael
14
Ng, Serena
14
Tauchen, George Eugene
14
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Journal of econometrics
Journal of common market studies : JCMS
13
Intereconomics : review of European economic policy
12
International journal of forecasting
10
Oxford bulletin of economics and statistics
10
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6
European economic review : EER
5
Journal of international money and finance
5
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5
Applied economics letters
4
Econometric reviews
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Economics letters
4
Journal of economic dynamics & control
4
Journal of macroeconomics
4
Empirica : journal of european economics
3
International finance
3
International journal of finance & economics : IJFE
3
Journal of applied econometrics
3
Journal of financial economics
3
Journal of forecasting
3
Journal of policy modeling : JPMOD ; a social science forum of world issues
3
Open economies review
3
Oxford review of economic policy
3
Scottish journal of political economy : the journal of the Scottish Economic Society
3
The econometrics journal
3
The economic and social review
3
The review of financial studies
3
Annales d'économie et de statistique
2
Applied economics
2
CESifo economic studies : CESifo, a joint initiative of the University of Munich's Center for Economic Studies and the Ifo Institute
2
CESifo forum : a bi-monthly journal on European economic issues
2
Cahiers BEI
2
Cogent economics & finance
2
Econometrics : open access journal
2
Economic policy : a European forum
2
European journal of political economy
2
Journal of economic behavior & organization : JEBO
2
Journal of economic literature
2
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ECONIS (ZBW)
40
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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
Measuring public inflation perceptions and expectations in the UK
Murasawa, Yasutomo
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
1
,
pp. 315-344
Persistent link: https://www.econbiz.de/10012253216
Saved in:
4
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:
5
Evidence of spurious results along with spatially autocorrelated errors in the context of geographically weighted regression for two independent SAR(1) processes
Agiakloglou, Christos N.
;
Tsimbos, Cleon
;
Tsimpanos, …
- In:
Empirical economics : a journal of the Institute for …
57
(
2019
)
5
,
pp. 1613-1631
Persistent link: https://www.econbiz.de/10012215851
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
Special issue: annals issue in honor of Jerry A. Hausman
Aït-Sahalia, Yacine
(
ed.
);
Lo, Andrew W.
(
ed.
); …
-
2019
Persistent link: https://www.econbiz.de/10012303793
Saved in:
8
The impact of targeting policy on spouses’ demand for public goods, labor supplies and sharing rule
Lyssiotou, Panayiota Flori
- In:
Empirical economics : a journal of the Institute for …
53
(
2017
)
2
,
pp. 853-878
Persistent link: https://www.econbiz.de/10012019361
Saved in:
9
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:
10
Bandwidth selection and asymptotic properties of local nonparametric estimators in possibly nonstationary continuous-time models
Aït-Sahalia, Yacine
;
Park, Joon Y.
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 119-138
Persistent link: https://www.econbiz.de/10011616006
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