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subject:"Monte Carlo simulation"
subject:"Regressionsanalyse"
~person:"Cai, Zongwu"
~subject:"Predictive regression"
~subject:"Volatilität"
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Search: subject_exact:"Estimation theory"
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Monte Carlo simulation
Regressionsanalyse
Predictive regression
Volatilität
Estimation theory
65
Schätztheorie
65
Nichtparametrisches Verfahren
36
Nonparametric statistics
36
Regression analysis
27
Estimation
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
Pesaran, M. Hashem
28
Koopman, Siem Jan
24
Otsu, Taisuke
24
Su, Liangjun
23
Xu, Ke-Li
23
Yang, Lijian
23
Kapetanios, George
22
Weidner, Martin
22
Li, Degui
21
Wang, Hansheng
21
Dufour, Jean-Marie
20
Hansen, Christian Bailey
20
Li, Qi
20
Wang, Qiying
20
Winkelmann, Rainer
20
Xiao, Zhijie
20
Florens, Jean-Pierre
19
Teräsvirta, Timo
19
Todorov, Viktor
19
Arai, Yoichi
18
Horowitz, Joel
18
Koop, Gary
18
Newey, Whitney K.
18
Swanson, Norman R.
18
Fan, Jianqing
17
Li, Jia
17
Schorfheide, Frank
17
Belloni, Alexandre
16
Cattaneo, Matias D.
16
Chen, Songnian
16
Escanciano, Juan Carlos
16
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Working papers series in theoretical and applied economics
12
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
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Econometric reviews
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ECONIS (ZBW)
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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
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:
7
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:
8
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:
9
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:
10
Testing for structural change of predictive regression model to threshold predictive regression model
Zhu, Fukang
;
Liu, Mengya
;
Ling, Shiqing
;
Cai, Zongwu
-
2020
Persistent link: https://www.econbiz.de/10012425329
Saved in:
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