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subject:"Monte-Carlo-Simulation"
subject:"Panel study"
~person:"Bun, Maurice J. G."
~person:"Cai, Zongwu"
~person:"Liu, Long"
~subject:"Estimation"
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Search: subject_exact:"Estimation theory"
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Monte-Carlo-Simulation
Panel study
Estimation
Estimation theory
107
Schätztheorie
107
Nichtparametrisches Verfahren
38
Nonparametric statistics
38
Panel
37
Regression analysis
33
Regressionsanalyse
33
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24
Statistical test
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Statistischer Test
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Method of moments
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Time series analysis
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Instrumental variables
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Risikomaß
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Risk measure
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Scientific modelling
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Bun, Maurice J. G.
Cai, Zongwu
Liu, Long
Pesaran, M. Hashem
94
Baltagi, Badi H.
78
Gao, Jiti
72
Kapetanios, George
39
Hayakawa, Kazuhiko
36
Hsiao, Cheng
35
Linton, Oliver
35
Phillips, Peter C. B.
35
Su, Liangjun
35
Lechner, Michael
34
Weidner, Martin
32
Chudik, Alexander
30
Kao, Chihwa
29
Westerlund, Joakim
29
Schorfheide, Frank
26
Marcellino, Massimiliano
25
Moon, Hyungsik Roger
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Bai, Jushan
24
Koopman, Siem Jan
24
Lee, Lung-fei
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24
Zhou, Qiankun
24
Peng, Bin
23
Sarafidis, Vasilis
23
Diebold, Francis X.
22
Jochmans, Koen
20
Bresson, Georges
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Dufour, Jean-Marie
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Hsu, Yu-Chin
19
Koop, Gary
19
Hoderlein, Stefan
18
Kitagawa, Toru
18
Kumbhakar, Subal
18
Sun, Yiguo
18
Fernández-Val, Iván
17
Graham, Bryan S.
17
Hahn, Jinyong
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Pirotte, Alain
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ECONIS (ZBW)
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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
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:
4
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:
5
Identification robust inference for moments-based analysis of linear dynamic panel data models
Bun, Maurice J. G.
;
Kleibergen, Frank
- In:
Econometric theory
38
(
2022
)
4
,
pp. 689-751
Persistent link: https://www.econbiz.de/10013366924
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
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
Saved in:
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