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person:"Engle, Robert F."
type:"book"
~person:"Cai, Zongwu"
~person:"McAleer, Michael"
~type_genre:"Graue Literatur"
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Search: subject_exact:"Estimation theory"
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Estimation theory
68
Schätztheorie
68
Theorie
25
Theory
25
Estimation
19
Schätzung
19
Nichtparametrisches Verfahren
18
Nonparametric statistics
18
Time series analysis
17
Zeitreihenanalyse
17
Regression analysis
12
Regressionsanalyse
12
Nonparametric estimation
10
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9
Prognoseverfahren
9
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8
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8
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8
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8
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6
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6
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4
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4
VAR model
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VAR-Modell
4
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Box-Cox model
3
Dynamic financial network
3
Functional coefficient models
3
Hausman test
3
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3
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3
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48
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Graue Literatur
Arbeitspapier
93
Working Paper
93
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68
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4
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2
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English
68
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Engle, Robert F.
Cai, Zongwu
McAleer, Michael
Härdle, Wolfgang
104
Phillips, Peter C. B.
94
Gao, Jiti
75
Linton, Oliver
67
Chernozhukov, Victor
65
Pesaran, M. Hashem
62
Dette, Holger
57
Imbens, Guido
50
Otsu, Taisuke
48
Newey, Whitney K.
46
Gouriéroux, Christian
42
Kapetanios, George
42
Lütkepohl, Helmut
42
Nielsen, Morten Ørregaard
40
Lechner, Michael
38
Sentana, Enrique
38
Koopman, Siem Jan
37
Swanson, Norman R.
36
Chen, Xiaohong
35
Johansen, Søren
35
Croux, Christophe
34
Weidner, Martin
34
Franses, Philip Hans
33
Marcellino, Massimiliano
33
Magnus, Jan R.
30
Wolf, Michael
30
Fernández-Val, Iván
29
Kleibergen, Frank
29
Kitagawa, Toru
28
Teräsvirta, Timo
28
Andrews, Donald W. K.
27
Horowitz, Joel
27
Kilian, Lutz
27
Lewbel, Arthur
27
Fiorentini, Gabriele
26
Heckman, James J.
26
Nielsen, Bent
26
Scaillet, Olivier
26
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Shakai-Keizai-Kenkyūsho <Osaka>
3
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
University of Western Australia / Department of Economics
1
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Working papers series in theoretical and applied economics
28
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7
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4
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4
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3
Discussion paper / Institute of Social and Economic Research
3
Working paper / National Bureau of Economic Research, Inc.
3
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2
Discussion papers of interdisciplinary research project 373
2
School of Accounting, Finance and Economics & FEMARC working paper series
2
Working papers in economics and econometrics
2
Chung-hua series of lectures by invited eminent economists
1
Department of Economics discussion paper series / University of Oxford
1
Discussion paper / Center for Economic Research, Tilburg University
1
Economics discussion papers
1
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1
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ECONIS (ZBW)
68
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A functional-coefficient VAR model for dynamic quantiles and its application to constructing nonparametric financial network
Cai, Zongwu
;
Liu, Xiyuan
;
Su, Liangjun
-
2024
Persistent link: https://www.econbiz.de/10014521096
Saved in:
2
A combination forecast for nonparametric models with structural breaks
Cai, Zongwu
;
Gunawan
-
2023
Persistent link: https://www.econbiz.de/10014414260
Saved in:
3
A model specification test for nonlinear stochastic diffusions with delay
Cai, Zongwu
;
Mei, Hongwei
;
Wang, Rui
-
2023
Persistent link: https://www.econbiz.de/10014280707
Saved in:
4
Penalized model averaging for high dimensional quantile regressions
Bao, Haowen
;
Cai, Zongwu
;
Sun, Yuying
-
2023
Persistent link: https://www.econbiz.de/10014280711
Saved in:
5
A quasi synthetic control method for nonlinear models
Cai, Zongwu
;
Fang, Ying
;
Lin, Ming
;
Wu, Zixuan
-
2023
Persistent link: https://www.econbiz.de/10014280802
Saved in:
6
Estimating quantile treatment effects for panel data
Cai, Zongwu
;
Fang, Ying
;
Lin, Ming
;
Zhan, Mingfeng
-
2022
Persistent link: https://www.econbiz.de/10012888248
Saved in:
7
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:
8
A nonparametric dynamic network via multivariate quantile autoregressions
Cai, Zongwu
;
Liu, Xiyuan
-
2022
Persistent link: https://www.econbiz.de/10013283992
Saved in:
9
The distribution of rolling regression estimators
Cai, Zongwu
;
Juhl, Ted
-
2022
Persistent link: https://www.econbiz.de/10014280636
Saved in:
10
Testing conditional independence in macroeconomic policy evaluation for time series data
Fang, Ying
;
Lin, Ming
;
Tang, Shengfang
;
Cai, Zongwu
-
2021
Persistent link: https://www.econbiz.de/10012663950
Saved in:
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