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~isPartOf:"CESifo Forum"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"Environmental modeling & assessment"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of financial economics"
~person:"Agudze, Komla M."
~person:"Andersen, Torben"
~person:"Bandi, Federico M."
~person:"Blasques, Francisco"
~person:"Heckman, James J."
~person:"Kelly, Bryan T."
~person:"Li, Yong"
~person:"Linton, Oliver"
~person:"Pelger, Markus"
~person:"Scaillet, Olivier"
~subject:"ARCH-Modell"
~subject:"Autokorrelation"
~subject:"CCAPM"
~subject:"EU-Staaten"
~subject:"Estimation"
~subject:"High-dimensional data"
~subject:"Innovation"
~subject:"Markov chain"
~subject:"Portfolio selection"
~subject:"Schätzung"
~subject:"Structural innovations"
~subject:"Theorie"
~subject:"Welt"
~subject:"Zeitreihenanalyse"
~subject:"Ökonometrisches Modell"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
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Agudze, Komla M.
Andersen, Torben
Bandi, Federico M.
Blasques, Francisco
Heckman, James J.
Kelly, Bryan T.
Li, Yong
Linton, Oliver
Pelger, Markus
Scaillet, Olivier
Phillips, Peter C. B.
61
Andrews, Donald W. K.
33
Newey, Whitney K.
24
Horowitz, Joel
20
Robinson, Peter M.
20
Aït-Sahalia, Yacine
19
Gouriéroux, Christian
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Lee, Lung-fei
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Lewbel, Arthur
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Pesaran, M. Hashem
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Dufour, Jean-Marie
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Koop, Gary
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Renault, Eric
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Swanson, Norman R.
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White, Halbert
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Yu, Jun
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Bai, Jushan
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Diebold, Francis X.
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Ghysels, Eric
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Hong, Yongmiao
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Imbens, Guido
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Park, Joon Y.
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Duffie, Darrell
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Granger, C. W. J.
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Gul, Faruk
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12
Timmermann, Allan
12
Xiao, Zhijie
12
Zame, William R.
12
Bollerslev, Tim
11
Chen, Xiaohong
11
Gallant, A. Ronald
11
Hausman, Jerry A.
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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
Environmental modeling & assessment
Journal of econometrics
Journal of financial economics
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16
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8
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8
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7
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7
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5
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5
International journal of forecasting
5
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5
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5
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4
Cambridge working papers in economics
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Economic modelling
3
Finance and stochastics
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3
Journal of economic literature
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Journal of the European Economic Association
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
The journal of economic perspectives : EP ; a journal of the American Economic Association
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The journal of finance : the journal of the American Finance Association
3
The quarterly journal of economics
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Applied economics letters
2
Cambridge-INET working papers
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Evaluation of training and other social programmes
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Finance : revue de l'Association Française de Finance
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Finance research letters
2
Journal of business venturing
2
Journal of mathematical finance
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 review of financial studies
2
... Congrès annuel de l'Association Française de Science Economique
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Advances in futures and options research : a research annual
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ECONIS (ZBW)
68
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1
Factors and risk premia in individual international stock returns
Chaieb, Ines
;
Langlois, Hugues
;
Scaillet, Olivier
- In:
Journal of financial economics
141
(
2021
)
2
,
pp. 669-692
Persistent link: https://www.econbiz.de/10013259849
Saved in:
2
When will the Covid-19 pandemic peak?
Li, Shaoran
;
Linton, Oliver
- In:
Journal of econometrics
220
(
2021
)
1
,
pp. 130-157
Persistent link: https://www.econbiz.de/10012618476
Saved in:
3
The empirical content of the Roy model
Heckman, James J.
- In:
Econometrica : journal of the Econometric Society, an …
58
(
1990
)
5
,
pp. 1121-1149
Persistent link: https://www.econbiz.de/10001094788
Saved in:
4
Estimating continuous-time stochastic volatility models of the short-term interest rate
Andersen, Torben
- In:
Journal of econometrics
77
(
1997
)
2
,
pp. 343-377
Persistent link: https://www.econbiz.de/10001212838
Saved in:
5
Second order approximation in the partially linear regression model
Linton, Oliver
- In:
Econometrica : journal of the Econometric Society, an …
63
(
1995
)
5
,
pp. 1079-1112
Persistent link: https://www.econbiz.de/10001190389
Saved in:
6
Characterizing selection bias using experimental data
Heckman, James J.
;
Ichimura, Hidehiko
;
Smith, Jeffrey A.
; …
- In:
Econometrica : journal of the Econometric Society, an …
66
(
1998
)
5
,
pp. 1017-1098
Persistent link: https://www.econbiz.de/10001249590
Saved in:
7
Instrumental models and indirect encompassing
Dhaene, Geert
- In:
Econometrica : journal of the Econometric Society, an …
66
(
1998
)
3
,
pp. 673-688
Persistent link: https://www.econbiz.de/10001240756
Saved in:
8
A Bayesian chi-squared test for hypothesis testing
Li, Yong
;
Liu, Xiao-Bin
;
Yu, Jun
- In:
Journal of econometrics
189
(
2015
)
1
,
pp. 54-69
Persistent link: https://www.econbiz.de/10011502408
Saved in:
9
Large-dimensional factor modeling based on high-frequency observations
Pelger, Markus
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 23-42
Persistent link: https://www.econbiz.de/10012139775
Saved in:
10
Time-varying risk premium in large cross-sectional equity data sets
Gagliardini, Patrick
;
Ossola, Elisa
;
Scaillet, Olivier
- In:
Econometrica : journal of the Econometric Society, an …
84
(
2016
)
3
,
pp. 985-1046
Persistent link: https://www.econbiz.de/10011579614
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