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~accessRights:"restricted"
~isPartOf:"CESifo Forum"
~isPartOf:"Environmental modeling & assessment"
~isPartOf:"Journal of econometrics"
~person:"Xiu, Dacheng"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Autokorrelation"
~subject:"Bildungsertrag"
~subject:"Bootstrap approach"
~subject:"EU-Staaten"
~subject:"Estimation"
~subject:"Innovation"
~subject:"Schätzung"
~subject:"Share price"
~subject:"Structural innovations"
~subject:"Welt"
~subject:"Ökonometrisches Modell"
~type_genre:"Article in journal"
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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High-frequency factor models and regressions
Aït-Sahalia, Yacine
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Kalnina, Ilze
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Xiu, Dacheng
- In:
Journal of econometrics
216
(
2020
)
1
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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
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Xiu, Dacheng
- In:
Journal of econometrics
201
(
2017
)
2
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pp. 384-399
Persistent link: https://www.econbiz.de/10011920525
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