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person:"Nielsen, Jens Perch"
~person:"Andrews, Donald W. K."
~person:"Cai, Zongwu"
~type:"book"
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Search: subject_exact:"Estimation theory"
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Estimation theory
138
Schätztheorie
138
Induktive Statistik
33
Statistical inference
33
Method of moments
32
Momentenmethode
32
Nichtparametrisches Verfahren
29
Nonparametric statistics
29
Theorie
23
Theory
23
Statistical test
22
Statistischer Test
22
Estimation
21
Regression analysis
21
Regressionsanalyse
21
Schätzung
21
Time series analysis
20
Zeitreihenanalyse
20
Modellierung
16
Scientific modelling
16
Bootstrap approach
13
Bootstrap-Verfahren
13
Forecasting model
11
Prognoseverfahren
11
Nonparametric estimation
10
Autocorrelation
9
Autokorrelation
9
Causality analysis
7
Kausalanalyse
7
Core
6
Statistical distribution
6
Statistische Verteilung
6
Heteroscedasticity
5
Heteroskedastizität
5
IV-Schätzung
5
Instrumental variables
5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Panel
5
Panel study
5
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100
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91
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72
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72
Graue Literatur
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Collection of articles of several authors
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English
138
Author
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Nielsen, Jens Perch
Andrews, Donald W. K.
Cai, Zongwu
Phillips, Peter C. B.
205
Pesaran, M. Hashem
142
Gao, Jiti
127
Härdle, Wolfgang
123
Linton, Oliver
84
Chernozhukov, Victor
82
McAleer, Michael
74
Newey, Whitney K.
72
Chen, Xiaohong
69
Dette, Holger
67
Imbens, Guido
66
Kapetanios, George
66
Heckman, James J.
64
Koopman, Siem Jan
61
Swanson, Norman R.
60
Otsu, Taisuke
58
Croux, Christophe
55
Franses, Philip Hans
55
Imbens, Guido W.
54
Lütkepohl, Helmut
54
Angrist, Joshua D.
53
Lechner, Michael
53
Gouriéroux, Christian
50
Nielsen, Morten Ørregaard
50
Diebold, Francis X.
49
Stock, James H.
48
Linton, Oliver B.
45
Sentana, Enrique
45
Schorfheide, Frank
44
Wolf, Michael
44
Johansen, Søren
43
White, Halbert
43
Winkelmann, Rainer
43
Peng, Bin
41
Weidner, Martin
41
Sun, Yixiao
40
Teräsvirta, Timo
40
Bera, Anil K.
39
Kohn, Robert
39
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Institution
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Centre for Analytical Finance <Århus>
2
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
International Symposium on Econometrics of Specification Test in 30 Years <2010, Xiamen>
1
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Cowles Foundation discussion paper
40
Cowles Foundation Discussion Paper
29
Working papers series in theoretical and applied economics
28
Working paper
7
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
3
Cowles Foundation paper
2
Discussion papers of interdisciplinary research project 373
2
LSE STICERD Research Paper
2
Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
1
Discussion paper / Department of Economics, University of California San Diego
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
1
Discussion paper series / IZA
1
Econometrica
1
Econometrics papers
1
Journal of econometrics
1
NBER Working Paper
1
Research paper series / Swiss Finance Institute
1
Swiss Finance Institute Research Paper
1
Working papers / Institute for Evaluation of Labour Market and Education Policy
1
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ECONIS (ZBW)
138
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1
Inference in a stationary/nonstationary autoregressive time-varying-parameter model
Andrews, Donald W. K.
;
Li, Ming
-
2024
Persistent link: https://www.econbiz.de/10014538994
Saved in:
2
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:
3
A model specification test for nonlinear stochastic diffusions with delay
Cai, Zongwu
;
Mei, Hongwei
;
Wang, Rui
-
2023
Persistent link: https://www.econbiz.de/10014280707
Saved in:
4
Penalized model averaging for high dimensional quantile regressions
Bao, Haowen
;
Cai, Zongwu
;
Sun, Yuying
-
2023
Persistent link: https://www.econbiz.de/10014280711
Saved in:
5
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:
6
A combination forecast for nonparametric models with structural breaks
Cai, Zongwu
;
Gunawan
-
2023
Persistent link: https://www.econbiz.de/10014414260
Saved in:
7
A nonparametric dynamic network via multivariate quantile autoregressions
Cai, Zongwu
;
Liu, Xiyuan
-
2022
Persistent link: https://www.econbiz.de/10013283992
Saved in:
8
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:
9
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:
10
The distribution of rolling regression estimators
Cai, Zongwu
;
Juhl, Ted
-
2022
Persistent link: https://www.econbiz.de/10014280636
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