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subject:"Capital income"
subject:"Estimation"
~person:"Li, Jia"
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Search: subject_exact:"Estimation theory"
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Capital income
Estimation
Estimation theory
20
Schätztheorie
20
Volatility
17
Volatilität
17
Time series analysis
12
Zeitreihenanalyse
12
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10
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Li, Jia
Pesaran, M. Hashem
43
Gao, Jiti
41
Linton, Oliver
37
Kapetanios, George
30
Diebold, Francis X.
29
Cai, Zongwu
24
Marcellino, Massimiliano
20
Koop, Gary
19
Hsu, Yu-Chin
18
Koopman, Siem Jan
18
Winkelmann, Rainer
17
Chudik, Alexander
16
Härdle, Wolfgang
16
Kumbhakar, Subal
16
Lütkepohl, Helmut
16
Phillips, Peter C. B.
16
Tauchen, George Eugene
16
Baltagi, Badi H.
15
Heckman, James J.
15
Hsiao, Cheng
15
Lechner, Michael
15
Su, Liangjun
15
Todorov, Viktor
15
Hoderlein, Stefan
14
Kim, Donggyu
14
Pei, Zhuan
14
Brandt, Michael W.
13
Jochmans, Koen
13
Schorfheide, Frank
13
Weber, Andrea
13
Weidner, Martin
13
Bekaert, Geert
12
Dufour, Jean-Marie
12
Fernández-Villaverde, Jesús
12
Hautsch, Nikolaus
12
Swanson, Norman R.
12
Taylor, Robert
12
Bailey, Natalia
11
Berg, Gerard J. van den
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Journal of econometrics
5
Econometric theory
2
Chicago Booth Research Paper
1
Cowles Foundation discussion paper
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
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ECONIS (ZBW)
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1
Weak identification of long memory with implications for inference
Li, Jia
;
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013326614
Saved in:
2
Weak identification of long memory with implications for inference
Li, Jia
;
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013542193
Saved in:
3
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:
4
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:
5
Efficient Estimation of Integrated Volatility Functionals via Multiscale Jackknife
Li, Jia
-
2018
We propose semi-parametrically efficient estimators for general integrated volatility functionals of multivariate semimartingale processes. It is known that a plug-in method that uses nonparametric estimates of spot volatilities induces high-order biases which need to be corrected to obey a...
Persistent link: https://www.econbiz.de/10012934363
Saved in:
6
Efficient estimation of integrated volatility functionals under general volatility dynamics
Li, Jia
;
Liu, Yunxiao
- In:
Econometric theory
37
(
2021
)
4
,
pp. 664-707
Persistent link: https://www.econbiz.de/10012618196
Saved in:
7
Generalized jump regressions for local moments
Bollerslev, Tim
;
Li, Jia
;
Chaves, Leonardo Salim Saker
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 1015-1025
Persistent link: https://www.econbiz.de/10012653221
Saved in:
8
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:
9
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:
10
Jump regressions
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
1
,
pp. 173-195
Persistent link: https://www.econbiz.de/10011738476
Saved in:
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