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subject:"Estimation"
subject:"Zeitreihenanalyse"
~person:"Cai, Zongwu"
~person:"Li, Degui"
~person:"Zakoïan, Jean-Michel"
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Estimation
Zeitreihenanalyse
Estimation theory
168
Schätztheorie
168
Nichtparametrisches Verfahren
69
Nonparametric statistics
69
Time series analysis
50
Regression analysis
45
Regressionsanalyse
45
Schätzung
39
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27
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27
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26
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26
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19
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Statistischer Test
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Risk measure
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12
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12
Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
12
Nonparametric estimation
12
Panel
12
Panel study
12
Volatility
12
Volatilität
12
Autocorrelation
9
Autokorrelation
9
Causality analysis
9
Kausalanalyse
9
VAR model
9
VAR-Modell
9
Cointegration
8
Kointegration
8
Semiparametric estimation
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Free
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Cai, Zongwu
Li, Degui
Zakoïan, Jean-Michel
Phillips, Peter C. B.
107
Gao, Jiti
93
Koopman, Siem Jan
59
Pesaran, M. Hashem
56
Linton, Oliver
53
Lütkepohl, Helmut
50
Kapetanios, George
48
Johansen, Søren
45
Franses, Philip Hans
41
Teräsvirta, Timo
41
Nielsen, Morten Ørregaard
38
Diebold, Francis X.
35
Koop, Gary
35
Stock, James H.
31
Harvey, Andrew C.
30
Härdle, Wolfgang
30
Swanson, Norman R.
30
Watson, Mark W.
29
Robinson, Peter M.
28
Engle, Robert F.
27
Sibbertsen, Philipp
27
Lucas, André
26
Marcellino, Massimiliano
26
Nelson, Daniel B.
26
Taylor, Robert
26
Giraitis, Liudas
25
Peng, Bin
25
Gouriéroux, Christian
24
Haldrup, Niels
24
Maravall Herrero, Agustín
24
McAleer, Michael
24
Nielsen, Bent
24
Perron, Pierre
24
Brännäs, Kurt
23
Caporale, Guglielmo Maria
23
Schorfheide, Frank
23
Baltagi, Badi H.
22
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Working papers series in theoretical and applied economics
20
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15
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6
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4
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3
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3
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2
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2
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2
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Handbook of financial time series
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1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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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 combination forecast for nonparametric models with structural breaks
Cai, Zongwu
;
Gunawan
-
2023
Persistent link: https://www.econbiz.de/10014414260
Saved in:
3
Inference of grouped time-varying network vector autoregression models
Li, Degui
;
Peng, Bin
;
Tang, Songqiao
;
Wu, Weibiao
-
2023
Persistent link: https://www.econbiz.de/10014316406
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
Local asymptotic normality of general conditionally heteroskedastic and score-driven time-series models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2022
Persistent link: https://www.econbiz.de/10013162003
Saved in:
8
Estimating dynamic systemic risk measures
Cantin, Loïc
;
Francq, Christian
;
Zakoïan, Jean-Michel
-
2022
Persistent link: https://www.econbiz.de/10013206985
Saved in:
9
Nonparametric estimation of large spot volatility matrices for high-frequency financial data
Bu, Ruijun
;
Li, Degui
;
Linton, Oliver
;
Wang, Hanchao
-
2022
-
This version: March 16, 2022
Persistent link: https://www.econbiz.de/10013263439
Saved in:
10
A nonparametric dynamic network via multivariate quantile autoregressions
Cai, Zongwu
;
Liu, Xiyuan
-
2022
Persistent link: https://www.econbiz.de/10013283992
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