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subject:"Panel"
subject:"Stochastic process"
~person:"Cai, Zongwu"
~person:"Linton, Oliver"
~subject:"Forecasting model"
~subject:"Regression analysis"
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Search: subject_exact:"Estimation theory"
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Panel
Stochastic process
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Estimation theory
206
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206
Nichtparametrisches Verfahren
118
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118
Regressionsanalyse
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Cai, Zongwu
Linton, Oliver
Phillips, Peter C. B.
121
Pesaran, M. Hashem
93
Gao, Jiti
81
Baltagi, Badi H.
79
Härdle, Wolfgang
54
Su, Liangjun
51
Dette, Holger
42
Swanson, Norman R.
39
Weidner, Martin
39
Hayakawa, Kazuhiko
37
Kapetanios, George
36
Chernozhukov, Victor
31
Croux, Christophe
30
Kao, Chihwa
30
Westerlund, Joakim
29
Moon, Hyungsik Roger
28
Chudik, Alexander
27
Li, Degui
27
Hsiao, Cheng
26
Winkelmann, Rainer
26
Fernández-Val, Iván
25
Ullah, Aman
25
Zhou, Qiankun
25
Corradi, Valentina
24
Marcellino, Massimiliano
24
Hansen, Christian Bailey
23
Wang, Hansheng
23
Jochmans, Koen
22
Koop, Gary
22
Koopman, Siem Jan
22
Li, Qi
22
Otsu, Taisuke
22
Peng, Bin
22
Sarafidis, Vasilis
22
Yang, Lijian
22
Chen, Songnian
21
Wang, Qiying
21
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Journal of econometrics
16
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8
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7
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7
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ECONIS (ZBW)
81
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1
A combination forecast for nonparametric models with structural breaks
Cai, Zongwu
;
Gunawan
-
2023
Persistent link: https://www.econbiz.de/10014414260
Saved in:
2
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:
3
Penalized model averaging for high dimensional quantile regressions
Bao, Haowen
;
Cai, Zongwu
;
Sun, Yuying
-
2023
Persistent link: https://www.econbiz.de/10014280711
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 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
CCE estimation of high-dimensional panel data models with interactive fixed effects
Vogt, Michael
;
Walsh, Christopher
;
Linton, Oliver
-
2022
Persistent link: https://www.econbiz.de/10013485021
Saved in:
7
Nonparametric estimation of large spot volatility matrices for high-frequency financial data
Bu, Ruijun
;
Li, Degui
;
Linton, Oliver
;
Wang, Hanchao
-
2022
-
This version: March 16, 2022
Persistent link: https://www.econbiz.de/10013263439
Saved in:
8
A nonparametric dynamic network via multivariate quantile autoregressions
Cai, Zongwu
;
Liu, Xiyuan
-
2022
Persistent link: https://www.econbiz.de/10013283992
Saved in:
9
The distribution of rolling regression estimators
Cai, Zongwu
;
Juhl, Ted
-
2022
Persistent link: https://www.econbiz.de/10014280636
Saved in:
10
Estimating time-varying networks for high-dimensional time series
Chen, Jia
;
Li, Degui
;
Li, Yuning
;
Linton, Oliver
-
2022
-
Version: December 13, 2022
Persistent link: https://www.econbiz.de/10013503856
Saved in:
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