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subject:"Forecasting model"
~isPartOf:"Working papers series in theoretical and applied economics"
~subject:"Maximum likelihood estimation"
~subject:"Nichtparametrisches Verfahren"
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Search: subject_exact:"Estimation theory"
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Forecasting model
Maximum likelihood estimation
Nichtparametrisches Verfahren
Estimation theory
36
Schätztheorie
36
Estimation
19
Schätzung
19
Nonparametric statistics
17
Regression analysis
13
Regressionsanalyse
13
Nonparametric estimation
10
Prognoseverfahren
9
Time series analysis
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Zeitreihenanalyse
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Causality analysis
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Statistischer Test
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Risk measure
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Strukturbruch
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Impact assessment
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Treatment effect
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VAR model
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VAR-Modell
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Wirkungsanalyse
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Autocorrelation
3
Autokorrelation
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Dynamic financial network
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Functional coefficient models
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Heterogeneity
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Modellierung
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Moment test
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Panel
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Panel study
3
Propensity score
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Scientific modelling
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Semiparametric estimation
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Structural breaks
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VAR modeling
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26
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Cai, Zongwu
24
Fang, Ying
9
Lin, Ming
8
Tang, Shengfang
5
Liu, Xiyuan
4
Juhl, Ted
2
Parsaeian, Shahnaz
2
Yang, Bingduo
2
Zhan, Mingfeng
2
Chang, Seong Yeon
1
Chen, Haiqiang
1
Gunawan
1
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1
Lee, Tae-hwy
1
Liao, Xiaosai
1
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1
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1
Liu, Mengya
1
Liu, Xiaohui
1
Long, Wei
1
Ma, Chaoqun
1
Mi, Xianhua
1
Peng, Liang
1
Shi, Meng
1
Su, Liangjun
1
Ullah, Aman
1
Wu, Wuqing
1
Wu, Zixuan
1
Xu, Qiuhua
1
Zhang, Zhengyi
1
Zhao, Yue
1
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Working papers series in theoretical and applied economics
Journal of econometrics
454
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
172
CEMMAP working papers / Centre for Microdata Methods and Practice
132
Economics letters
125
Econometric theory
120
International journal of forecasting
116
Econometric reviews
106
Journal of the American Statistical Association : JASA
96
The econometrics journal
77
Journal of forecasting
75
Discussion paper / Tinbergen Institute
69
Working paper / Department of Econometrics and Business Statistics, Monash University
61
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
53
Discussion papers of interdisciplinary research project 373
45
Cowles Foundation discussion paper
43
Discussion paper series / IZA
43
European journal of operational research : EJOR
41
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
40
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
39
Quantitative economics : QE ; journal of the Econometric Society
39
CREATES research paper
36
Insurance / Mathematics & economics
35
SFB 649 discussion paper
35
Cowles Foundation Discussion Paper
32
Econometrics : open access journal
31
Econometrics papers
31
Série des documents de travail / Centre de Recherche en Économie et Statistique
30
Computational economics
28
NBER Working Paper
28
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
27
Economic modelling
27
Working paper
27
Discussion paper / Center for Economic Research, Tilburg University
26
NBER working paper series
26
Applied economics
24
Discussion paper
24
Journal of applied econometrics
24
Working papers / TSE : WP
24
Applied economics letters
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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
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:
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
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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