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accessRights:"free"
person:"Nielsen, Jens Perch"
~person:"Cai, Zongwu"
~subject:"Nonparametric statistics"
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Nonparametric statistics
Estimation theory
40
Schätztheorie
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Nichtparametrisches Verfahren
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Estimation
19
Schätzung
19
Regression analysis
15
Regressionsanalyse
15
Nonparametric estimation
10
Time series analysis
10
Zeitreihenanalyse
10
Forecasting model
9
Prognoseverfahren
9
Causality analysis
7
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Statistical test
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Statistischer Test
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Risk measure
5
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4
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4
Panel study
4
Statistical distribution
4
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4
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VAR model
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VAR-Modell
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Wirkungsanalyse
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Autocorrelation
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Autokorrelation
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Dynamic financial network
3
Functional coefficient models
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Heterogeneity
3
Modellierung
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Scientific modelling
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Nielsen, Jens Perch
Cai, Zongwu
Gao, Jiti
57
Linton, Oliver
47
Chen, Xiaohong
46
Härdle, Wolfgang
26
Otsu, Taisuke
26
Newey, Whitney K.
25
Dette, Holger
21
Li, Degui
20
Phillips, Peter C. B.
20
Hoderlein, Stefan
19
Horowitz, Joel
19
Ichimura, Hidehiko
19
Linton, Oliver B.
19
Chernozhukov, Victor
18
Kristensen, Dennis
15
Lee, Sokbae
15
Neumeyer, Natalie
14
Florens, Jean-Pierre
13
Hu, Yingyao
13
Mammen, Enno
13
Peng, Bin
13
Rothe, Christoph
13
Van Keilegom, Ingrid
13
Breunig, Christoph
12
Feng, Yuanhua
12
Pouzo, Demian
12
Simar, Léopold
12
Chen, Jia
11
Claeskens, Gerda
11
Escanciano, Juan Carlos
11
Fang, Ying
11
Graham, Bryan S.
11
Klein, Roger W.
11
Vella, Francis
11
Bouezmarni, Taoufik
10
Cheng, Tingting
10
Frölich, Markus
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Hallin, Marc
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Lewbel, Arthur
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Working papers series in theoretical and applied economics
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Discussion paper series / IZA
1
Discussion papers of interdisciplinary research project 373
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LSE STICERD Research Paper
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Working papers / Institute for Evaluation of Labour Market and Education Policy
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ECONIS (ZBW)
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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
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2
A combination forecast for nonparametric models with structural breaks
Cai, Zongwu
;
Gunawan
-
2023
Persistent link: https://www.econbiz.de/10014414260
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3
A quasi synthetic control method for nonlinear models
Cai, Zongwu
;
Fang, Ying
;
Lin, Ming
;
Wu, Zixuan
-
2023
Persistent link: https://www.econbiz.de/10014280802
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 nonparametric dynamic network via multivariate quantile autoregressions
Cai, Zongwu
;
Liu, Xiyuan
-
2022
Persistent link: https://www.econbiz.de/10013283992
Saved in:
6
The distribution of rolling regression estimators
Cai, Zongwu
;
Juhl, Ted
-
2022
Persistent link: https://www.econbiz.de/10014280636
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
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
Saved in:
10
Testing unconfoundedness assumption using auxiliary variables
Cai, Zongwu
;
Fang, Ying
;
Lin, Ming
;
Tang, Shengfang
-
2020
Persistent link: https://www.econbiz.de/10012203144
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