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subject:"Schätzung"
subject:"Zeitreihenanalyse"
~person:"Cai, Zongwu"
~person:"Newey, Whitney K."
~subject:"Regression analysis"
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Search: subject_exact:"Estimation theory"
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Schätzung
Zeitreihenanalyse
Regression analysis
Estimation theory
191
Schätztheorie
191
Nichtparametrisches Verfahren
76
Nonparametric statistics
76
Theorie
45
Theory
45
Regressionsanalyse
43
Estimation
28
IV-Schätzung
20
Instrumental variables
20
Time series analysis
20
Statistical test
17
Statistischer Test
17
Method of moments
16
Momentenmethode
16
Forecasting model
15
Prognoseverfahren
15
Heteroscedasticity
13
Heteroskedastizität
13
Causality analysis
12
Kausalanalyse
12
Modellierung
12
Scientific modelling
12
Nonparametric estimation
11
Panel
11
Panel study
11
semiparametric estimation
11
Treatment effect
7
CAPM
6
Identification
6
Impact assessment
6
Mehrgleichungsmodell
6
Multiple equation model
6
Sampling
6
Statistical error
6
Statistischer Fehler
6
Stichprobenerhebung
6
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Online availability
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Free
40
Undetermined
17
Type of publication
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Book / Working Paper
49
Article
30
Type of publication (narrower categories)
All
Arbeitspapier
40
Working Paper
40
Graue Literatur
39
Non-commercial literature
39
Article in journal
30
Aufsatz in Zeitschrift
30
Conference paper
1
Konferenzbeitrag
1
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Language
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English
79
Author
All
Cai, Zongwu
Newey, Whitney K.
Phillips, Peter C. B.
175
Gao, Jiti
114
Härdle, Wolfgang
73
Linton, Oliver
72
Pesaran, M. Hashem
70
Koopman, Siem Jan
59
Kapetanios, George
58
Lütkepohl, Helmut
50
Johansen, Søren
49
Dette, Holger
46
Franses, Philip Hans
43
Teräsvirta, Timo
43
Croux, Christophe
42
Stock, James H.
39
Nielsen, Morten Ørregaard
38
Su, Liangjun
38
Swanson, Norman R.
38
Koop, Gary
37
Li, Degui
37
Robinson, Peter M.
37
Diebold, Francis X.
35
Xiao, Zhijie
35
Watson, Mark W.
33
Chen, Xiaohong
32
Chernozhukov, Victor
32
Harvey, Andrew C.
32
Baltagi, Badi H.
31
Li, Qi
31
Perron, Pierre
31
Nielsen, Bent
30
Sibbertsen, Philipp
29
Sun, Yixiao
29
Taylor, Robert
29
Weidner, Martin
29
Escanciano, Juan Carlos
28
McAleer, Michael
28
Engle, Robert F.
27
Giraitis, Liudas
27
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Institution
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National Bureau of Economic Research
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Published in...
All
Working papers series in theoretical and applied economics
25
Journal of econometrics
10
Econometric theory
6
CEMMAP working papers / Centre for Microdata Methods and Practice
5
Working paper / Massachusetts Institute of Technology, Department of Economics
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Journal of the American Statistical Association : JASA
2
CREATES research paper
1
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
1
Discussion paper / University of Bristol, Department of Economics
1
Discussion papers of interdisciplinary research project 373
1
Econometric reviews
1
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics letters
1
Journal of banking & finance
1
LSE STICERD Research Paper
1
NBER Working Paper
1
NBER technical working paper series
1
Quantitative economics : QE ; journal of the Econometric Society
1
Technical working paper / National Bureau of Economic Research
1
The review of economic studies
1
The review of economics and statistics
1
Working paper / Federal Reserve Bank of Dallas, Research Department
1
Working papers / Rutgers University, Department of Economics
1
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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
A combination forecast for nonparametric models with structural breaks
Cai, Zongwu
;
Gunawan
-
2023
Persistent link: https://www.econbiz.de/10014414260
Saved in:
3
Penalized model averaging for high dimensional quantile regressions
Bao, Haowen
;
Cai, Zongwu
;
Sun, Yuying
-
2023
Persistent link: https://www.econbiz.de/10014280711
Saved in:
4
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:
5
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:
6
Nonlinear budget set regressions for the random utility model
Blomquist, Nils Sören
;
Kumar, Anil
;
Liang, Che-yuan
; …
-
2022
Persistent link: https://www.econbiz.de/10013415358
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
The distribution of rolling regression estimators
Cai, Zongwu
;
Juhl, Ted
-
2022
Persistent link: https://www.econbiz.de/10014280636
Saved in:
9
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:
10
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:
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