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accessRights:"free"
type_genre:"Forschungsbericht"
~person:"Cai, Zongwu"
~subject:"Forecasting model"
~subject:"Schätzung"
~type_genre:"Graue Literatur"
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Search: subject_exact:"Estimation theory"
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Forecasting model
Schätzung
Estimation theory
30
Schätztheorie
30
Nichtparametrisches Verfahren
18
Nonparametric statistics
18
Estimation
17
Regression analysis
11
Regressionsanalyse
11
Nonparametric estimation
10
Time series analysis
8
Zeitreihenanalyse
8
Causality analysis
7
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7
Prognoseverfahren
7
Statistical test
7
Statistischer Test
7
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5
Risk measure
5
Impact assessment
4
Treatment effect
4
VAR model
4
VAR-Modell
4
Wirkungsanalyse
4
Autocorrelation
3
Autokorrelation
3
Dynamic financial network
3
Functional coefficient models
3
Heterogeneity
3
Modellierung
3
Moment test
3
Panel
3
Panel study
3
Propensity score
3
Scientific modelling
3
Semiparametric estimation
3
VAR modeling
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Forschungsbericht
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22
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22
Working Paper
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22
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Cai, Zongwu
Gao, Jiti
24
Linton, Oliver
21
Kapetanios, George
16
Pesaran, M. Hashem
14
Koop, Gary
12
Koopman, Siem Jan
12
Hsu, Yu-Chin
11
Huber, Florian
11
Hyndman, Rob J.
10
Härdle, Wolfgang
10
Marcellino, Massimiliano
10
Weidner, Martin
10
Hoderlein, Stefan
9
Kitagawa, Toru
9
Berg, Gerard J. van den
8
Croux, Christophe
8
Fang, Ying
8
Lütkepohl, Helmut
8
Phillips, Peter C. B.
8
Nielsen, Morten Ørregaard
7
Schmid, Timo
7
Swanson, Norman R.
7
Athanasopoulos, George
6
Audrino, Francesco
6
Bailey, Natalia
6
Bonhomme, Stéphane
6
Chan, Joshua
6
Giraitis, Liudas
6
Gong, Xiaodong
6
Lechner, Michael
6
Lin, Ming
6
Schorfheide, Frank
6
Taylor, Robert
6
Vahid, Farshid
6
Zadrozny, Peter A.
6
Arai, Yoichi
5
Breunig, Christoph
5
Clark, Todd E.
5
Dijk, Dick van
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Working papers series in theoretical and applied economics
22
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ECONIS (ZBW)
22
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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
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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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