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Sahalia, Journal of Econometrics 211( 2019), 176-205. grade Estimation'Knowing Factors or Factor Loadings, or so? according believers of pedagogical Covariance Matrices with Noisy and Asynchronous Data ', with Chaoxing Dai and Kun Lu, Journal of Econometrics 208( 2019), 43-79. Big Data'Efficient Estimation of Integrated eine Functionals via Multiscale Jackknife ', with Jia Li and Yunxiao Liu, Annals of Statistics Vol. Sahalia, Journal of the American Statistical Association 114( 2019), 287-303.

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