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subject:"Prognoseverfahren"
isPartOf:"Faculty & research / Insead : working paper series"
~type_genre:"Graue Literatur"
~isPartOf:"Working papers series in theoretical and applied economics"
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Search: subject_exact:"Estimation theory"
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Prognoseverfahren
Estimation theory
45
Schätztheorie
45
Estimation
20
Schätzung
20
Nichtparametrisches Verfahren
17
Nonparametric statistics
17
Regression analysis
13
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11
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Functional coefficient models
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Graue Literatur
Arbeitspapier
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Working Paper
11
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English
11
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Cai, Zongwu
7
Parsaeian, Shahnaz
2
Bearden, J. Neil
1
Chang, Seong Yeon
1
Chen, Haiqiang
1
Filipowicz, Allan
1
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Hong, Shaoxin
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Jain, Kriti
1
Lee, Tae-hwy
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Liu, Xiaohui
1
Lobo, Miguel Sousa
1
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1
Mi, Xianhua
1
Peng, Liang
1
Ullah, Aman
1
Yang, Bingduo
1
Yao, Dai
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1
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Faculty & research / Insead : working paper series
Working papers series in theoretical and applied economics
Discussion paper / Tinbergen Institute
22
Working paper / Department of Econometrics and Business Statistics, Monash University
20
Working papers / Rutgers University, Department of Economics
11
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10
CREATES research paper
9
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
6
Umeå economic studies
6
Working paper series / European Central Bank
6
Working papers
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Barcelona GSE working paper series : working paper
5
Cowles Foundation discussion paper
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5
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4
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4
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3
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3
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3
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ECONIS (ZBW)
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1
Structural breaks in seemingly unrelated regression models
Parsaeian, Shahnaz
-
2023
Persistent link: https://www.econbiz.de/10014414231
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
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:
4
Forecasting under structural breaks using improved weighted estimation
Lee, Tae-hwy
;
Parsaeian, Shahnaz
;
Ullah, Aman
-
2022
Persistent link: https://www.econbiz.de/10013284029
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
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:
7
Testing for structural change of predictive regression model to threshold predictive regression model
Zhu, Fukang
;
Liu, Mengya
;
Ling, Shiqing
;
Cai, Zongwu
-
2020
Persistent link: https://www.econbiz.de/10012425329
Saved in:
8
Realized volatility forecasting based on dynamic quantile model averaging
Cai, Zongwu
;
Ma, Chaoqun
;
Mi, Xianhua
-
2020
Persistent link: https://www.econbiz.de/10012312856
Saved in:
9
Unified tests for a dynamic predictive regression
Yang, Bingduo
;
Liu, Xiaohui
;
Peng, Liang
;
Cai, Zongwu
-
2018
Persistent link: https://www.econbiz.de/10011965817
Saved in:
10
Do maximizers predict better than satisficers?
Jain, Kriti
;
Bearden, J. Neil
;
Filipowicz, Allan
-
2011
Persistent link: https://www.econbiz.de/10008901966
Saved in:
11
Human judgement is heavy tailed : empirical evidence and implications for the aggregation of estimates and forecasts
Lobo, Miguel Sousa
;
Yao, Dai
-
2010
Persistent link: https://www.econbiz.de/10008807692
Saved in:
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