José Scheinkman

CFDPs

CFDP 1694 Xiaohong Chen, Lars P. Hansen, José Scheinkman, "Principal Components and Long Run Implications of Multivariate Diffusions," (April 2009) [51pp, Abstract]

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CFPs

CFP 1283 Xiaohong Chen, Lars P. Hansen, José Scheinkman, "Nonlinear Principal Components and Long-run Implications of Multivariate Diffusions," Annals of Statistics, (January 2009), 37(6B): 4279-4312 (See CFDP 1694)