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subject:"Theory"
subject:"World"
~person:"Cai, Zongwu"
~person:"Li, Qi"
~subject:"Regressionsanalyse"
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Search: subject_exact:"Estimation theory"
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Theory
World
Regressionsanalyse
Estimation theory
135
Schätztheorie
135
Nichtparametrisches Verfahren
72
Nonparametric statistics
72
Regression analysis
44
Estimation
32
Schätzung
32
Theorie
29
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20
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20
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19
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19
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16
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15
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15
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15
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15
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9
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8
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6
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73
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Cai, Zongwu
Li, Qi
Phillips, Peter C. B.
139
Härdle, Wolfgang
102
Pesaran, M. Hashem
79
Newey, Whitney K.
56
Gouriéroux, Christian
50
Andrews, Donald W. K.
49
Linton, Oliver
47
Franses, Philip Hans
45
Imbens, Guido
43
Dette, Holger
42
McAleer, Michael
42
Swanson, Norman R.
42
Chernozhukov, Victor
41
Gao, Jiti
41
Horowitz, Joel
40
Robinson, Peter M.
40
Baltagi, Badi H.
38
Giles, David E. A.
37
Ullah, Aman
36
Winkelmann, Rainer
36
Dufour, Jean-Marie
34
Kohn, Robert
33
Bera, Anil K.
31
Heckman, James J.
31
King, Maxwell L.
31
Wooldridge, Jeffrey M.
31
Croux, Christophe
30
Diebold, Francis X.
29
White, Halbert
29
Kapetanios, George
28
Krämer, Walter
28
Stock, James H.
28
Florens, Jean-Pierre
27
Hahn, Jinyong
27
Ohtani, Kazuhiro
27
Granger, C. W. J.
26
Koop, Gary
26
Mammen, Enno
26
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
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Journal of econometrics
17
Working papers series in theoretical and applied economics
11
Economics letters
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Econometric theory
5
Department of Economics working paper series / McMaster University, Department of Economics
2
Discussion papers of interdisciplinary research project 373
2
Econometric reviews
2
International economic review
2
Journal of the American Statistical Association : JASA
2
The Oxford handbook of panel data
2
Annales d'économie et de statistique
1
Annals of economics and finance
1
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1
Discussion paper series / University of Guelph, Department of Economics
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
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Journal of quantitative economics : official journal of the Indian Econometric Society
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ECONIS (ZBW)
73
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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
Optimal model averaging of mixed-data kernel-weighted spline regressions
Racine, Jeffrey
;
Li, Qi
;
Yu, Dalei
;
Zheng, Li
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1251-1261
Persistent link: https://www.econbiz.de/10014448627
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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