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subject:"Estimation"
subject:"Volatilität"
~person:"Cai, Zongwu"
~source:"econis"
~subject:"Statistical test"
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Estimation
Volatilität
Statistical test
Estimation theory
65
Schätztheorie
65
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36
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36
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27
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Cai, Zongwu
Phillips, Peter C. B.
54
Pesaran, M. Hashem
52
Gao, Jiti
47
Linton, Oliver
41
Kapetanios, George
37
Dufour, Jean-Marie
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Sentana, Enrique
31
Diebold, Francis X.
29
Härdle, Wolfgang
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Koopman, Siem Jan
27
Hsu, Yu-Chin
25
Shi, Xiaoxia
24
Su, Liangjun
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Baltagi, Badi H.
23
Koop, Gary
23
Swanson, Norman R.
23
Kristensen, Dennis
22
Marcellino, Massimiliano
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Andrews, Donald W. K.
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Sun, Yixiao
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Hsiao, Cheng
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Teräsvirta, Timo
20
Amengual, Dante
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Todorov, Viktor
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White, Halbert
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Chudik, Alexander
18
Hafner, Christian M.
18
Kao, Chihwa
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Li, Jia
18
Tauchen, George Eugene
18
Bera, Anil K.
17
Canay, Ivan A.
17
Fernández-Villaverde, Jesús
17
Fiorentini, Gabriele
17
Hoderlein, Stefan
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Lechner, Michael
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Lütkepohl, Helmut
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Nielsen, Morten Ørregaard
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International Symposium on Econometrics of Specification Test in 30 Years <2010, Xiamen>
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ECONIS (ZBW)
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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 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:
3
Penalized model averaging for high dimensional quantile regressions
Bao, Haowen
;
Cai, Zongwu
;
Sun, Yuying
-
2023
Persistent link: https://www.econbiz.de/10014280711
Saved in:
4
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:
5
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:
6
A nonparametric dynamic network via multivariate quantile autoregressions
Cai, Zongwu
;
Liu, Xiyuan
-
2022
Persistent link: https://www.econbiz.de/10013283992
Saved in:
7
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:
8
Solving the price puzzle via a functional coefficient factor-augmented VAR model
Cai, Zongwu
;
Liu, Xiyuan
-
2021
Persistent link: https://www.econbiz.de/10012602647
Saved in:
9
Testing heteroskedasticity for predictive regressions with nonstationary regressors
Hong, Shaoxin
;
Zhang, Zhengyi
;
Cai, Zongwu
-
2021
Persistent link: https://www.econbiz.de/10012425349
Saved in:
10
Semiparametric estimation and model selection for conditional mixture copula models
Liu, Guannan
;
Long, Wei
;
Yang, Bingduo
;
Cai, Zongwu
-
2021
Persistent link: https://www.econbiz.de/10012425393
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