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source:"econis"
~isPartOf:"Journal of econometrics"
~person:"Aït-Sahalia, Yacine"
~subject:"Schätzung"
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Schätzung
Capital income
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Kapitaleinkommen
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Aït-Sahalia, Yacine
Todorov, Viktor
8
Bollerslev, Tim
5
Andersen, Torben
3
Tauchen, George Eugene
3
Xiu, Dacheng
3
Bandi, Federico M.
2
Li, Jia
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Li, Yingying
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Meddahi, Nour
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Paolella, Marc S.
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Patton, Andrew J.
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Polak, Pawel
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Asai, Manabu
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Bekaert, Geert
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Bibinger, Markus
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Bonomo, Marco Antonio
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Bouezmarni, Taoufik
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Breidt, F. Jay
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Caginalp, Gunduz
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Cederburg, Scott
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Chan, Thomas W. C.
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Crato, Nuno
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DeLima, Pedro J. F.
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Ergemen, Yunus Emre
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Journal of econometrics
CEA_372Cass working paper series
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ECONIS (ZBW)
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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
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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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