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subject:"Monte Carlo simulation"
subject:"Regressionsanalyse"
~person:"Cai, Zongwu"
~subject:"Modellierung"
~subject:"Volatilität"
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Search: subject_exact:"Estimation theory"
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Monte Carlo simulation
Regressionsanalyse
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Estimation theory
65
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65
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36
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36
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27
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23
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23
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Cai, Zongwu
Phillips, Peter C. B.
91
Härdle, Wolfgang
58
Gao, Jiti
43
Dette, Holger
40
Linton, Oliver
39
Croux, Christophe
33
Chernozhukov, Victor
30
Swanson, Norman R.
30
Pesaran, M. Hashem
28
Weidner, Martin
28
Koopman, Siem Jan
27
Su, Liangjun
27
Newey, Whitney K.
25
Otsu, Taisuke
25
Xu, Ke-Li
23
Yang, Lijian
23
Andrews, Donald W. K.
22
Kapetanios, George
22
Li, Qi
22
Hansen, Christian Bailey
21
Li, Degui
21
McAleer, Michael
21
Wang, Hansheng
21
Dufour, Jean-Marie
20
Florens, Jean-Pierre
20
Schorfheide, Frank
20
Teräsvirta, Timo
20
Wang, Qiying
20
Winkelmann, Rainer
20
Xiao, Zhijie
20
Zhang, Xinyu
20
Fan, Jianqing
19
Horowitz, Joel
19
Koop, Gary
19
Racine, Jeffrey
19
Todorov, Viktor
19
White, Halbert
19
Arai, Yoichi
18
Corradi, Valentina
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International Symposium on Econometrics of Specification Test in 30 Years <2010, Xiamen>
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ECONIS (ZBW)
32
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1
Penalized model averaging for high dimensional quantile regressions
Bao, Haowen
;
Cai, Zongwu
;
Sun, Yuying
-
2023
Persistent link: https://www.econbiz.de/10014280711
Saved in:
2
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:
3
A nonparametric dynamic network via multivariate quantile autoregressions
Cai, Zongwu
;
Liu, Xiyuan
-
2022
Persistent link: https://www.econbiz.de/10013283992
Saved in:
4
The distribution of rolling regression estimators
Cai, Zongwu
;
Juhl, Ted
-
2022
Persistent link: https://www.econbiz.de/10014280636
Saved in:
5
Testing heteroskedasticity for predictive regressions with nonstationary regressors
Hong, Shaoxin
;
Zhang, Zhengyi
;
Cai, Zongwu
-
2021
Persistent link: https://www.econbiz.de/10012425349
Saved in:
6
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
Saved in:
7
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:
8
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:
9
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
Saved in:
10
A new robust inference for asset return predictability via quantile regression
Cai, Zongwu
;
Chen, Haiqiang
;
Liao, Xiaosai
-
2020
Persistent link: https://www.econbiz.de/10012203086
Saved in:
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