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~isPartOf:"Journal of econometrics"
~person:"Christensen, Bent Jesper"
~person:"Li, Jia"
~subject:"Schätztheorie"
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Christensen, Bent Jesper
Li, Jia
Phillips, Peter C. B.
21
Linton, Oliver
14
Li, Qi
10
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10
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9
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5
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5
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1
The SR approach : a new
estimation
procedure for non-linear and non-Gaussian dynamic term structure models
Andreasen, Martin Møller
;
Christensen, Bent Jesper
- In:
Journal of econometrics
184
(
2015
)
2
,
pp. 420-451
Persistent link: https://www.econbiz.de/10011339282
Saved in:
2
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
Saved in:
3
Inference
theory
for volatility functional dependencies
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Journal of econometrics
193
(
2016
)
1
,
pp. 17-34
Persistent link: https://www.econbiz.de/10011704756
Saved in:
4
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:
5
Occupation density
estimation
for noisy high-frequency data
Zhang, Congshan
;
Li, Jia
;
Bollerslev, Tim
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 189-211
Persistent link: https://www.econbiz.de/10013441646
Saved in:
6
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:
7
Uniform nonparametric inference for time series
Li, Jia
;
Liao, Zhipeng
- In:
Journal of econometrics
219
(
2020
)
1
,
pp. 38-51
Persistent link: https://www.econbiz.de/10012483186
Saved in:
8
Medium band least squares
estimation
of fractional cointegration in the presence of low-frequency contamination
Christensen, Bent Jesper
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
197
(
2017
)
2
,
pp. 218-244
Persistent link: https://www.econbiz.de/10011818356
Saved in:
9
Estimating dynamic equilibrium models using mixed frequency macro and financial data
Christensen, Bent Jesper
;
Posch, Olaf
;
Wel, Michel van der
- In:
Journal of econometrics
194
(
2016
)
1
,
pp. 116-137
Persistent link: https://www.econbiz.de/10011705052
Saved in:
10
Optimal nonparametric range-based volatility
estimation
Bollerslev, Tim
;
Li, Jia
;
Li, Qiyuan
- In:
Journal of econometrics
238
(
2024
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10015073787
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