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subject:"Schätzung"
subject:"Zeitreihenanalyse"
~isPartOf:"Econometric theory"
~person:"Cai, Zongwu"
~person:"Nelson, Daniel B."
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Schätzung
Zeitreihenanalyse
Estimation theory
7
Schätztheorie
7
Estimation
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Theorie
2
Theory
2
Time series analysis
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Cai, Zongwu
Nelson, Daniel B.
Phillips, Peter C. B.
7
Johansen, Søren
5
Chan, Ngai Hang
4
Leybourne, Stephen James
4
Cavaliere, Giuseppe
3
Chambers, Marcus J.
3
Gao, Jiti
3
Grégoir, Stéphane
3
Linton, Oliver
3
Lütkepohl, Helmut
3
Nielsen, Morten Ørregaard
3
Park, Joon Y.
3
Peng, Liang
3
Politis, Dimitris N.
3
Robinson, Peter M.
3
Saikkonen, Pentti
3
Seo, Won-Ki
3
Taylor, Robert
3
Velasco, Carlos
3
Zhang, Rongmao
3
Breitung, Jörg
2
Chen, Xiaohong
2
Choi, In
2
Georgiev, Iliyan
2
Ghysels, Eric
2
Harris, David
2
Hidalgo, Javier
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Hong, Yongmiao
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Jong, Robert M. de
2
Kanaya, Shin
2
Kuersteiner, Guido M.
2
Li, Deyuan
2
Li, Jia
2
Lieberman, Offer
2
McCabe, Brendan Peter Martin
2
Perron, Pierre
2
Poskitt, Donald Stephen
2
Pötscher, Benedikt M.
2
Ren, Yu
2
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Econometric theory
Working papers series in theoretical and applied economics
20
Journal of econometrics
7
Working paper series economics and econometrics
7
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
NBER Working Paper
3
NBER technical working paper series
3
Technical working paper / National Bureau of Economic Research
3
Discussion paper / Department of Economics, University of California San Diego
1
Discussion papers of interdisciplinary research project 373
1
Econometric reviews
1
Handbook of econometrics : volume 4
1
Handbook of econometrics ; Vol. 4
1
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
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A consistent nonparametric test on semiparametric smooth coefficient models with integrated time series
Sun, Yiguo
;
Cai, Zongwu
;
Li, Qi
- In:
Econometric theory
32
(
2016
)
4
,
pp. 988-1022
Persistent link: https://www.econbiz.de/10011644226
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2
Pricing kernel estimation : a local estimating equation approach
Cai, Zongwu
;
Ren, Yu
;
Sun, Linman
- In:
Econometric theory
31
(
2015
)
3
,
pp. 560-580
Persistent link: https://www.econbiz.de/10011341909
Saved in:
3
Pricing kernel estimation : a local estimating equation approach
Cai, Zongwu
;
Ren, Yu
;
Sun, Linman
- In:
Econometric theory
31
(
2015
)
3
,
pp. 560-580
Persistent link: https://www.econbiz.de/10011290889
Saved in:
4
Stationarity and persistence in the GARCH (1,1) model
Nelson, Daniel B.
- In:
Econometric theory
6
(
1990
)
3
,
pp. 318-334
Persistent link: https://www.econbiz.de/10001118101
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