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person:"Chen, Xiaohong"
type_genre:"Working Paper"
~person:"Cai, Zongwu"
~person:"Simar, Léopold"
~subject:"Prognoseverfahren"
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Search: subject_exact:"Estimation theory"
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Prognoseverfahren
Estimation theory
97
Schätztheorie
97
Nichtparametrisches Verfahren
60
Nonparametric statistics
60
Estimation
21
Schätzung
21
Regression analysis
19
Regressionsanalyse
19
Technical efficiency
15
Technische Effizienz
15
Time series analysis
15
Zeitreihenanalyse
15
Bootstrap approach
14
Bootstrap-Verfahren
14
Production function
13
Produktionsfunktion
13
Statistical test
13
Statistischer Test
13
Nonparametric estimation
12
Theorie
11
Theory
11
Causality analysis
7
Data envelopment analysis
7
Data-Envelopment-Analyse
7
Forecasting model
7
Kausalanalyse
7
Modellierung
7
Scientific modelling
7
IV-Schätzung
6
Instrumental variables
6
Method of moments
6
Momentenmethode
6
VAR model
6
VAR-Modell
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Risikomaß
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Risk measure
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Statistical distribution
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Statistische Verteilung
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Efficiency
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Working Paper
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Graue Literatur
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Chen, Xiaohong
Cai, Zongwu
Simar, Léopold
Marcellino, Massimiliano
14
Swanson, Norman R.
13
Huber, Florian
11
Koop, Gary
11
Hyndman, Rob J.
9
Athanasopoulos, George
7
Clark, Todd E.
7
Corradi, Valentina
7
Vahid, Farshid
7
Audrino, Francesco
6
Dijk, Dick van
6
Jordà, Òscar
6
Koopman, Siem Jan
6
Rossi, Barbara
6
Diebold, Francis X.
5
Gao, Jiti
5
Guillén, Osmani Teixeira de Carvalho
5
Issler, João Victor
5
Mitchell, James
5
Armah, Nii Ayi
4
Chevillon, Guillaume
4
Craig, Ben R.
4
Croux, Christophe
4
Giacomini, Raffaella
4
Hendry, David F.
4
Keller, Joachim G.
4
Knüppel, Malte
4
Linton, Oliver
4
Magnus, Jan R.
4
McCracken, Michael W.
4
Phillips, Peter C. B.
4
Sekhposyan, Tatevik
4
White, Halbert
4
Andersen, Torben
3
Cai, Michael
3
Cheng, Tingting
3
Crespo Cuaresma, Jesús
3
Del Negro, Marco
3
Dijk, Herman K. van
3
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Working papers series in theoretical and applied economics
7
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ECONIS (ZBW)
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1
A combination forecast for nonparametric models with structural breaks
Cai, Zongwu
;
Gunawan
-
2023
Persistent link: https://www.econbiz.de/10014414260
Saved in:
2
A new test on asset return predictability with structural breaks
Cai, Zongwu
;
Chang, Seong Yeon
-
2022
Persistent link: https://www.econbiz.de/10012888261
Saved in:
3
Testing heteroskedasticity for predictive regressions with nonstationary regressors
Hong, Shaoxin
;
Zhang, Zhengyi
;
Cai, Zongwu
-
2021
Persistent link: https://www.econbiz.de/10012425349
Saved in:
4
A new robust inference for asset return predictability via quantile regression
Cai, Zongwu
;
Chen, Haiqiang
;
Liao, Xiaosai
-
2020
Persistent link: https://www.econbiz.de/10012203086
Saved in:
5
Testing for structural change of predictive regression model to threshold predictive regression model
Zhu, Fukang
;
Liu, Mengya
;
Ling, Shiqing
;
Cai, Zongwu
-
2020
Persistent link: https://www.econbiz.de/10012425329
Saved in:
6
Realized volatility forecasting based on dynamic quantile model averaging
Cai, Zongwu
;
Ma, Chaoqun
;
Mi, Xianhua
-
2020
Persistent link: https://www.econbiz.de/10012312856
Saved in:
7
Unified tests for a dynamic predictive regression
Yang, Bingduo
;
Liu, Xiaohui
;
Peng, Liang
;
Cai, Zongwu
-
2018
Persistent link: https://www.econbiz.de/10011965817
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