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subject:"Estimation"
subject:"Prognoseverfahren"
~isPartOf:"Working papers series in theoretical and applied economics"
~subject:"Autokorrelation"
~subject:"Scientific modelling"
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Estimation
Prognoseverfahren
Autokorrelation
Scientific modelling
Estimation theory
36
Schätztheorie
36
Schätzung
19
Nichtparametrisches Verfahren
17
Nonparametric statistics
17
Regression analysis
13
Regressionsanalyse
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Dynamic financial network
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Modellierung
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Cai, Zongwu
22
Fang, Ying
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Lin, Ming
6
Tang, Shengfang
5
Liu, Xiyuan
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Parsaeian, Shahnaz
3
Lee, Tae-hwy
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Ullah, Aman
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Long, Wei
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Ma, Chaoqun
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Mi, Xianhua
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Peng, Liang
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Shi, Meng
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Tian, Dingshi
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Wu, Wuqing
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Xu, Qiuhua
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Zhan, Mingfeng
1
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Working papers series in theoretical and applied economics
Journal of econometrics
369
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
194
Economics letters
172
International journal of forecasting
119
Econometric reviews
103
Journal of forecasting
82
Discussion paper / Tinbergen Institute
80
Econometric theory
80
CEMMAP working papers / Centre for Microdata Methods and Practice
70
Applied economics letters
68
Discussion paper series / IZA
66
Economic modelling
65
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
65
NBER Working Paper
64
The econometrics journal
60
NBER working paper series
59
Working paper / Department of Econometrics and Business Statistics, Monash University
55
Applied economics
51
Journal of applied econometrics
46
CESifo working papers
45
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Journal of the American Statistical Association : JASA
44
Discussion paper
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Econometrics : open access journal
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Working paper
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Journal of empirical finance
39
Quantitative economics : QE ; journal of the Econometric Society
39
Working paper / National Bureau of Economic Research, Inc.
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IZA Discussion Paper
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Journal of banking & finance
37
CREATES research paper
35
Discussion papers / CEPR
33
Cowles Foundation discussion paper
32
Empirical economics : a quarterly journal of the Institute for Advanced Studies
32
European journal of operational research : EJOR
32
Insurance / Mathematics & economics
32
Computational economics
31
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
31
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
26
Journal of financial econometrics
26
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ECONIS (ZBW)
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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
Structural breaks in seemingly unrelated regression models
Parsaeian, Shahnaz
-
2023
Persistent link: https://www.econbiz.de/10014414231
Saved in:
3
A combination forecast for nonparametric models with structural breaks
Cai, Zongwu
;
Gunawan
-
2023
Persistent link: https://www.econbiz.de/10014414260
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
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:
6
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:
7
A nonparametric dynamic network via multivariate quantile autoregressions
Cai, Zongwu
;
Liu, Xiyuan
-
2022
Persistent link: https://www.econbiz.de/10013283992
Saved in:
8
Forecasting under structural breaks using improved weighted estimation
Lee, Tae-hwy
;
Parsaeian, Shahnaz
;
Ullah, Aman
-
2022
Persistent link: https://www.econbiz.de/10013284029
Saved in:
9
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:
10
Solving the price puzzle via a functional coefficient factor-augmented VAR model
Cai, Zongwu
;
Liu, Xiyuan
-
2021
Persistent link: https://www.econbiz.de/10012602647
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