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~isPartOf:"Journal of consumer research : JCR ; an interdisciplinary bimonthly"
~isPartOf:"Journal of econometrics"
~language:"bul"
~language:"eng"
~language:"hun"
~language:"msa"
~language:"spa"
~person:"Laran, Juliano"
~person:"Tauchen, George Eugene"
~person:"Xiu, Dacheng"
~subject:"Estimation theory"
~subject:"High-frequency data"
~subject:"Konsumentenverhalten"
~subject:"Schätzung"
~subject:"Time series analysis"
~subject:"Volatility"
~type_genre:"Amtsdruckschrift"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
~type_genre:"Bibliographie enthalten"
~type_genre:"Conference paper"
~type_genre:"Konferenzbeitrag"
~type_genre:"Ratgeber"
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Estimation theory
High-frequency data
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23
Estimation
13
Schätztheorie
12
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Bibliografie
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36
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Laran, Juliano
Tauchen, George Eugene
Xiu, Dacheng
Phillips, Peter C. B.
50
Linton, Oliver
31
Robinson, Peter M.
24
Su, Liangjun
24
Taylor, Robert
23
Lee, Lung-fei
22
Bollerslev, Tim
21
Aït-Sahalia, Yacine
19
Chen, Songnian
19
Park, Joon Y.
19
Todorov, Viktor
19
Chen, Xiaohong
18
Gao, Jiti
18
Gouriéroux, Christian
18
Li, Qi
18
Fan, Yanqin
16
Yu, Jun
16
Ghysels, Eric
15
Koop, Gary
15
Pesaran, M. Hashem
14
Swanson, Norman R.
14
Xiao, Zhijie
14
Andersen, Torben
13
Cai, Zongwu
13
Chib, Siddhartha
13
Hallin, Marc
13
Hsiao, Cheng
13
White, Halbert
13
Bai, Jushan
12
Francq, Christian
12
Renault, Eric
12
Zakoïan, Jean-Michel
12
Andrews, Donald W. K.
11
Baltagi, Badi H.
11
Florens, Jean-Pierre
11
Gallant, A. Ronald
11
Hong, Yongmiao
11
Janiszewski, Chris A.
11
Leybourne, Stephen James
11
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Journal of consumer research : JCR ; an interdisciplinary bimonthly
Journal of econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
6
Econometric theory
2
Economics letters
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
The review of economics and statistics
2
The review of financial studies
2
Computation and estimation in finance and economics
1
Econometrics : open access journal
1
Journal of financial economics
1
Journal of marketing
1
Journal of marketing research : JMR
1
Journal of political economy
1
Macroeconomic dynamics
1
Nonparametric dynamic modelling
1
Quantitative economics : QE ; journal of the Econometric Society
1
Review of finance : journal of the European Finance Association
1
The quarterly journal of finance
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ECONIS (ZBW)
36
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1
New directions in nonlinear structural estimation : Bayes and Frequentist: editorial
Tauchen, George Eugene
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10013441706
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
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
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:
5
Knowing factors or factor loadings, or neither? : evaluating estimators of large covariance matrices with noisy and asynchronous data
Dai, Chaoxing
;
Lu, Kun
;
Xiu, Dacheng
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 43-79
Persistent link: https://www.econbiz.de/10012139780
Saved in:
6
Exact Bayesian moment based inference for the distribution of the small-time movements of an Itô semimartingale
Gallant, A. Ronald
;
Tauchen, George Eugene
- In:
Journal of econometrics
205
(
2018
)
1
,
pp. 140-155
Persistent link: https://www.econbiz.de/10012110246
Saved in:
7
Resolution of policy uncertainty and sudden declines in volatility
Amengual, Dante
;
Xiu, Dacheng
- In:
Journal of econometrics
203
(
2018
)
2
,
pp. 297-315
Persistent link: https://www.econbiz.de/10011974676
Saved in:
8
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:
9
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:
10
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
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