Econometric methods for high frequency data

研究总体上进行得很顺利。与我的同事Per Mykland一起，我们能够根据当地的估计完成项目。该论文发表在Journal of Business and Economic Statistics上。与我的同事Simon Clinet一起，我们还完成了从计量经济学角度解释市场微观结构噪音的相关工作。我们能够发表两个新的相关论文关于这个项目，一个在商业和经济统计杂志，另一个在统计数学研究所年鉴。最后，我们还完成了高频数据协整的项目，并在《电子统计杂志》上发表了一篇论文。所有这些成果也在研讨会、会议上介绍，并与该领域的主要专家进行了讨论。

The research went well overall. With my coworker Per Mykland, we were able to finalize the project on local estimation. The paper is now published in Journal of Business and Economic Statistics. With my coworker Simon Clinet, we also finished our work related to explaining the market microstructure noise from an econometrics view-point. We were able to publish two new related papers about this project, one in Journal of Business and Economic Statistics and another one in Annals of the Institute of Statistical Mathematics. Finally, we have also completed our project on cointegration with high frequency data, with the publication of a paper in Electronic Journal of Statistics. All of these results have also been presented in seminars, conferences and discussed with leading experts in the field.