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person:"Lesage, James P."
subject:"Prognoseverfahren"
~person:"Cai, Zongwu"
~person:"Härdle, Wolfgang"
~subject:"Estimation"
~subject:"Multivariate analysis"
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Search: subject_exact:"Estimation theory"
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Prognoseverfahren
Estimation
Multivariate analysis
Estimation theory
235
Schätztheorie
235
Regression analysis
80
Regressionsanalyse
80
Theorie
79
Theory
79
Nichtparametrisches Verfahren
76
Nonparametric statistics
76
Schätzung
48
Time series analysis
33
Zeitreihenanalyse
33
Statistical test
22
Statistischer Test
22
Forecasting model
19
Panel
15
Panel study
15
Volatility
13
Volatilität
13
Bootstrap approach
12
Bootstrap-Verfahren
12
Nonparametric estimation
11
Option pricing theory
11
Optionspreistheorie
11
Deutschland
9
Germany
9
Multivariate Analyse
9
Risikomaß
9
Risk measure
9
Räumliche Interaktion
9
Spatial interaction
9
Causality analysis
8
Kausalanalyse
8
Regional economics
8
Regionalökonomik
8
Statistical distribution
8
Statistische Verteilung
8
Stochastic process
8
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Free
43
Undetermined
17
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Book / Working Paper
45
Article
28
Type of publication (narrower categories)
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Arbeitspapier
43
Graue Literatur
43
Non-commercial literature
43
Working Paper
43
Article in journal
26
Aufsatz in Zeitschrift
26
Aufsatz im Buch
2
Book section
2
Conference paper
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English
73
Author
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Lesage, James P.
Cai, Zongwu
Härdle, Wolfgang
Gao, Jiti
49
Pesaran, M. Hashem
48
Kapetanios, George
39
Linton, Oliver
35
Swanson, Norman R.
33
Diebold, Francis X.
28
Koop, Gary
28
Marcellino, Massimiliano
26
Phillips, Peter C. B.
26
Koopman, Siem Jan
23
Baltagi, Badi H.
20
Corradi, Valentina
20
Lütkepohl, Helmut
20
Winkelmann, Rainer
20
Hsu, Yu-Chin
19
Chudik, Alexander
18
Croux, Christophe
17
Kumbhakar, Subal
17
Su, Liangjun
17
Hsiao, Cheng
16
McCracken, Michael W.
16
Sentana, Enrique
16
Tauchen, George Eugene
16
Teräsvirta, Timo
16
Audrino, Francesco
15
Heckman, James J.
15
Huber, Florian
15
Lechner, Michael
15
Rossi, Barbara
15
White, Halbert
15
Xu, Ke-Li
15
Clark, Todd E.
14
Hafner, Christian M.
14
Hoderlein, Stefan
14
Hyndman, Rob J.
14
Kim, Donggyu
14
Pei, Zhuan
14
Todorov, Viktor
14
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Institution
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
4
Published in...
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Working papers series in theoretical and applied economics
22
SFB 649 discussion paper
12
Journal of econometrics
5
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
4
Discussion papers of interdisciplinary research project 373
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Econometric theory
3
Economics letters
2
Working papers in regional science
2
Applied quantitative finance
1
Econometrics : open access journal
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International journal of forecasting
1
International journal of theoretical and applied finance
1
International regional science review
1
Journal of banking & finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of forecasting
1
Journal of geographical systems : geographical information, analysis, theory, and decision
1
Regional science & urban economics
1
Spatial econometric interaction modelling
1
The review of regional studies : a joint publ. of the Southern Regional Science Association and the School of Business, University of Alabama in Birmingham
1
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ECONIS (ZBW)
73
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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
Penalized model averaging for high dimensional quantile regressions
Bao, Haowen
;
Cai, Zongwu
;
Sun, Yuying
-
2023
Persistent link: https://www.econbiz.de/10014280711
Saved in:
3
A combination forecast for nonparametric models with structural breaks
Cai, Zongwu
;
Gunawan
-
2023
Persistent link: https://www.econbiz.de/10014414260
Saved in:
4
A nonparametric dynamic network via multivariate quantile autoregressions
Cai, Zongwu
;
Liu, Xiyuan
-
2022
Persistent link: https://www.econbiz.de/10013283992
Saved in:
5
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:
6
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:
7
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:
8
Testing heteroskedasticity for predictive regressions with nonstationary regressors
Hong, Shaoxin
;
Zhang, Zhengyi
;
Cai, Zongwu
-
2021
Persistent link: https://www.econbiz.de/10012425349
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 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
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