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subject:"Volatility"
type_genre:"Article in journal"
~person:"Cai, Zongwu"
~subject:"Statistical test"
~type:"article"
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Search: subject_exact:"Estimation theory"
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Volatility
Statistical test
Estimation theory
29
Schätztheorie
29
Nichtparametrisches Verfahren
16
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16
Regression analysis
13
Regressionsanalyse
13
Statistischer Test
8
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Cai, Zongwu
Kumar, Dilip
16
Maheswaran, S.
14
Todorov, Viktor
12
Bera, Anil K.
11
Li, Jia
11
Francq, Christian
10
Shi, Xiaoxia
10
Tauchen, George Eugene
10
Baltagi, Badi H.
9
Dufour, Jean-Marie
9
Phillips, Peter C. B.
9
Sun, Yixiao
9
Teräsvirta, Timo
9
Chen, Yi-ting
8
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8
Su, Liangjun
8
White, Halbert
8
Andersen, Torben
7
Andrews, Donald W. K.
7
Demetrescu, Matei
7
Escanciano, Juan Carlos
7
Ghysels, Eric
7
Guggenberger, Patrik
7
Kim, Donggyu
7
Kleibergen, Frank
7
Li, Yingying
7
Liu, Zhi
7
Mykland, Per A.
7
Zakoïan, Jean-Michel
7
Canay, Ivan A.
6
Doğan, Osman
6
Fan, Jianqing
6
Hsu, Yu-Chin
6
Jin, Sainan
6
Kao, Chihwa
6
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Journal of econometrics
3
Econometric reviews
2
Economics letters
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
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1
Testing capital asset pricing models using functional-coefficient panel data models with cross-sectional dependence
Cai, Zongwu
;
Fang, Ying
;
Xu, Qiuhua
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 114-133
Persistent link: https://www.econbiz.de/10013441628
Saved in:
2
Testing heteroskedasticity for predictive regressions with nonstationary regressors
Hong, Shaoxin
;
Zhang, Zhengyi
;
Cai, Zongwu
- In:
Economics letters
201
(
2021
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012607071
Saved in:
3
Semiparametric inferences for panel data models with fixed effects via nearest neighbor difference transformation
Xu, Qiuhua
;
Cai, Zongwu
;
Fang, Ying
- In:
Econometric reviews
40
(
2021
)
10
,
pp. 919-943
Persistent link: https://www.econbiz.de/10012624566
Saved in:
4
Unified tests for a dynamic predictive regression
Yang, Bingduo
;
Liu, Xiaohui
;
Peng, Liang
;
Cai, Zongwu
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 684-699
Persistent link: https://www.econbiz.de/10012588007
Saved in:
5
An alternative test for conditional unconfoundedness using auxiliary variables
Fang, Ying
;
Tang, Shengfang
;
Cai, Zongwu
;
Lin, Ming
- In:
Economics letters
194
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012509265
Saved in:
6
The estimation for Lévy processes in high frequency data
Zheng, Jing
;
Gu, Wentao
;
Xu, Baolin
;
Cai, Zongwu
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 1051-1066
Persistent link: https://www.econbiz.de/10012040536
Saved in:
7
A new semiparametric test for superior predictive ability
Cai, Zongwu
;
Jiang, Jiancheng
;
Zhang, Jingshuang
; …
- In:
Empirical economics : a journal of the Institute for …
48
(
2015
)
1
,
pp. 389-405
Persistent link: https://www.econbiz.de/10011287553
Saved in:
8
Testing predictive regression models with nonstationary regressors
Cai, Zongwu
;
Wang, Yunfei
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 4-14
Persistent link: https://www.econbiz.de/10010254993
Saved in:
9
Misspecification test methods in econometrics : editoral
Cai, Zongwu
;
Hong, Yongmiao
;
Li, Qi
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10010254997
Saved in:
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