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subject:"Deutschland"
subject:"Yield curve"
~person:"Cai, Zongwu"
~person:"Croux, Christophe"
~subject:"Estimation theory"
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Search: subject_exact:"Estimation theory"
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Deutschland
Yield curve
Estimation theory
Schätztheorie
130
Regression analysis
51
Regressionsanalyse
51
Nichtparametrisches Verfahren
40
Nonparametric statistics
40
Robust statistics
38
Robustes Verfahren
38
Estimation
29
Schätzung
29
Time series analysis
26
Zeitreihenanalyse
26
Forecasting model
22
Prognoseverfahren
22
Statistical test
16
Statistischer Test
16
VAR model
12
VAR-Modell
12
Correlation
11
Korrelation
11
Nonparametric estimation
11
Theorie
11
Theory
11
Panel
9
Panel study
9
Volatility
9
Volatilität
9
Causality analysis
8
Kausalanalyse
8
Econometrics
5
Modellierung
5
Multivariate Analyse
5
Multivariate analysis
5
Risikomaß
5
Risk measure
5
Scientific modelling
5
Sparse estimation
5
Treatment effect
5
Ökonometrie
5
Autocorrelation
4
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Free
76
Undetermined
23
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Book / Working Paper
89
Article
41
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Graue Literatur
64
Non-commercial literature
64
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Conference proceedings
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English
130
Author
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Cai, Zongwu
Croux, Christophe
Phillips, Peter C. B.
298
Pesaran, M. Hashem
184
Gao, Jiti
162
Härdle, Wolfgang
144
Linton, Oliver
141
Andrews, Donald W. K.
136
Newey, Whitney K.
126
McAleer, Michael
109
Chernozhukov, Victor
106
Baltagi, Badi H.
105
Chen, Xiaohong
98
Kapetanios, George
91
Gouriéroux, Christian
90
Imbens, Guido
90
Heckman, James J.
86
Lütkepohl, Helmut
84
Swanson, Norman R.
84
White, Halbert
84
Otsu, Taisuke
81
Robinson, Peter M.
80
Lee, Lung-fei
77
Koopman, Siem Jan
76
Lechner, Michael
76
Li, Qi
75
Ullah, Aman
75
Wooldridge, Jeffrey M.
75
Bera, Anil K.
73
Franses, Philip Hans
73
Stock, James H.
72
Dette, Holger
71
Simar, Léopold
70
Horowitz, Joel
69
Su, Liangjun
69
Nielsen, Morten Ørregaard
67
Johansen, Søren
66
Dufour, Jean-Marie
65
Sentana, Enrique
65
Sun, Yixiao
65
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Institution
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
International Symposium on Econometrics of Specification Test in 30 Years <2010, Xiamen>
1
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Working papers series in theoretical and applied economics
28
KBI
24
Journal of econometrics
13
Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics
9
Econometric theory
5
Econometric reviews
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Discussion papers of interdisciplinary research project 373
2
Economics letters
2
Journal of the American Statistical Association : JASA
2
Nonparametric econometric methods
2
Discussion paper / Center for Economic Research, Tilburg University
1
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
1
Discussion paper / Tinbergen Institute
1
Discussion paper series / Center for Economic Studies, Leuven
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Energy economics
1
European journal of operational research : EJOR
1
International journal of forecasting
1
Journal of banking & finance
1
Journal of econometric methods
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of forecasting
1
Journal of retailing
1
LSE STICERD Research Paper
1
Metrika : international journal for theoretical and applied statistics
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
1
The econometrics journal
1
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ECONIS (ZBW)
130
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1
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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