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isPartOf:"The journal of real estate finance and economics"
subject:"Theory"
~isPartOf:"Journal of econometrics"
~person:"Koop, Gary"
~person:"Xiu, Dacheng"
~subject:"Volatility"
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Koop, Gary
Xiu, Dacheng
Todorov, Viktor
13
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The journal of real estate finance and economics
Journal of econometrics
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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
Saved in:
2
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
Saved in:
3
Large time-varying parameter VARs
Koop, Gary
;
Korobilis, Dimitris
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 185-198
Persistent link: https://www.econbiz.de/10010254877
Saved in:
4
Quasi-maximum likelihood estimation of volatility with high frequency data
Xiu, Dacheng
- In:
Journal of econometrics
159
(
2010
)
1
,
pp. 235-250
Persistent link: https://www.econbiz.de/10008839925
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5
Alternative efficiency measures for multiple-output production
Fernández, Carmen
;
Koop, Gary
;
Steel, Mark F. J.
- In:
Journal of econometrics
126
(
2005
)
2
,
pp. 411-444
Persistent link: https://www.econbiz.de/10002647874
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6
A Bayesian analysis of multiple-output production frontiers
Fernández, Carmen
;
Koop, Gary
;
Steel, Mark F. J.
- In:
Journal of econometrics
98
(
2000
)
1
,
pp. 47-79
Persistent link: https://www.econbiz.de/10001497678
Saved in:
7
Bayesian efficiency analysis through individual effects : hospital cost frontiers
Koop, Gary
- In:
Journal of econometrics
76
(
1997
)
1
,
pp. 77-105
Persistent link: https://www.econbiz.de/10001211369
Saved in:
8
Parameter uncertainty and impulse response analysis
Koop, Gary
- In:
Journal of econometrics
72
(
1996
)
1
,
pp. 135-149
Persistent link: https://www.econbiz.de/10001198021
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