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subject:"Seasonal variations"
subject:"Zeitreihenanalyse"
~person:"Cai, Zongwu"
~subject:"Schätzung"
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Seasonal variations
Zeitreihenanalyse
Schätzung
Estimation theory
65
Schätztheorie
65
Nichtparametrisches Verfahren
36
Nonparametric statistics
36
Regression analysis
27
Regressionsanalyse
27
Estimation
23
Statistical test
16
Statistischer Test
16
Forecasting model
15
Prognoseverfahren
15
Time series analysis
12
Nonparametric estimation
11
Causality analysis
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Kausalanalyse
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Panel
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Panel study
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Modellierung
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Risikomaß
5
Risk measure
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Scientific modelling
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Autocorrelation
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Moment test
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Predictive regression
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VAR model
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VAR-Modell
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Wirkungsanalyse
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Bootstrap approach
3
Bootstrap-Verfahren
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CAPM
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Dynamic financial network
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Econometrics
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Cai, Zongwu
Phillips, Peter C. B.
107
Gao, Jiti
93
Koopman, Siem Jan
59
Pesaran, M. Hashem
56
Linton, Oliver
53
Lütkepohl, Helmut
50
Kapetanios, George
48
Johansen, Søren
45
Franses, Philip Hans
44
Teräsvirta, Timo
41
Nielsen, Morten Ørregaard
38
Diebold, Francis X.
35
Koop, Gary
35
Harvey, Andrew C.
32
Stock, James H.
32
Härdle, Wolfgang
30
Swanson, Norman R.
30
Watson, Mark W.
29
Robinson, Peter M.
28
Engle, Robert F.
27
Sibbertsen, Philipp
27
Lucas, André
26
Marcellino, Massimiliano
26
Nelson, Daniel B.
26
Taylor, Robert
26
Giraitis, Liudas
25
Li, Degui
25
Maravall Herrero, Agustín
25
Peng, Bin
25
Gouriéroux, Christian
24
Haldrup, Niels
24
Nielsen, Bent
24
Perron, Pierre
24
Brännäs, Kurt
23
Caporale, Guglielmo Maria
23
Hassler, Uwe
23
McAleer, Michael
23
Schorfheide, Frank
23
Zakoïan, Jean-Michel
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Working papers series in theoretical and applied economics
20
Journal of econometrics
5
Econometric theory
3
Discussion papers of interdisciplinary research project 373
1
Econometric reviews
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Journal of banking & finance
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ECONIS (ZBW)
31
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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
A nonparametric dynamic network via multivariate quantile autoregressions
Cai, Zongwu
;
Liu, Xiyuan
-
2022
Persistent link: https://www.econbiz.de/10013283992
Saved in:
7
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:
8
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:
9
Testing heteroskedasticity for predictive regressions with nonstationary regressors
Hong, Shaoxin
;
Zhang, Zhengyi
;
Cai, Zongwu
-
2021
Persistent link: https://www.econbiz.de/10012425349
Saved in:
10
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
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