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subject:"Germany"
subject:"Zins"
~person:"Cai, Zongwu"
~subject:"Regression analysis"
~subject:"VAR model"
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Search: subject_exact:"Estimation theory"
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Germany
Zins
Regression analysis
VAR model
Estimation theory
65
Schätztheorie
65
Nichtparametrisches Verfahren
36
Nonparametric statistics
36
Regressionsanalyse
27
Estimation
23
Schätzung
23
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16
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15
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15
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12
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5
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5
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Moment test
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VAR-Modell
4
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3
Bootstrap-Verfahren
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Dynamic financial network
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Econometrics
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English
30
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Cai, Zongwu
Phillips, Peter C. B.
88
Lütkepohl, Helmut
58
Härdle, Wolfgang
53
Gao, Jiti
43
Dette, Holger
40
Croux, Christophe
31
Linton, Oliver
31
Kilian, Lutz
30
Winkelmann, Rainer
30
Pesaran, M. Hashem
29
Chernozhukov, Victor
28
Winker, Peter
27
Kapetanios, George
25
Su, Liangjun
24
Yang, Lijian
24
Staszewska-Bystrova, Anna
23
Otsu, Taisuke
22
Inoue, Atsushi
21
Lechner, Michael
21
Wang, Hansheng
21
Wang, Qiying
20
Weidner, Martin
20
Escanciano, Juan Carlos
19
Florens, Jean-Pierre
19
Xiao, Zhijie
19
Arai, Yoichi
18
Koop, Gary
18
Li, Degui
18
Xu, Ke-Li
18
Hansen, Christian Bailey
17
Li, Qi
17
Sun, Yixiao
17
Cattaneo, Matias D.
16
Chen, Songnian
16
Johansen, Søren
16
Newey, Whitney K.
16
Nielsen, Bent
16
Dufour, Jean-Marie
15
Feng, Yuanhua
15
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Working papers series in theoretical and applied economics
14
Journal of econometrics
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of the American Statistical Association : JASA
2
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
1
Econometric theory
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Economics letters
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Journal of banking & finance
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ECONIS (ZBW)
30
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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
Penalized model averaging for high dimensional quantile regressions
Bao, Haowen
;
Cai, Zongwu
;
Sun, Yuying
-
2023
Persistent link: https://www.econbiz.de/10014280711
Saved in:
3
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:
4
A nonparametric dynamic network via multivariate quantile autoregressions
Cai, Zongwu
;
Liu, Xiyuan
-
2022
Persistent link: https://www.econbiz.de/10013283992
Saved in:
5
The distribution of rolling regression estimators
Cai, Zongwu
;
Juhl, Ted
-
2022
Persistent link: https://www.econbiz.de/10014280636
Saved in:
6
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:
7
Testing heteroskedasticity for predictive regressions with nonstationary regressors
Hong, Shaoxin
;
Zhang, Zhengyi
;
Cai, Zongwu
-
2021
Persistent link: https://www.econbiz.de/10012425349
Saved in:
8
The distribution of rolling regression estimators
Cai, Zongwu
;
Juhl, Ted
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1447-1463
Persistent link: https://www.econbiz.de/10014471400
Saved in:
9
A new robust inference for predictive quantile regression
Cai, Zongwu
;
Chen, Haiqiang
;
Liao, Xiaosai
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 227-250
Persistent link: https://www.econbiz.de/10014364804
Saved in:
10
Testing for structural change of predictive regression model to threshold predictive regression model
Zhu, Fukang
;
Liu, Mengya
;
Ling, Shiqing
;
Cai, Zongwu
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 228-240
Persistent link: https://www.econbiz.de/10013540808
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