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subject:"Probability theory"
subject:"Time series analysis"
~person:"Cai, Zongwu"
~person:"Li, Degui"
~subject:"Discrete regressors"
~subject:"Prognoseverfahren"
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Search: subject_exact:"Estimation theory"
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Probability theory
Time series analysis
Discrete regressors
Prognoseverfahren
Estimation theory
118
Schätztheorie
118
Nichtparametrisches Verfahren
69
Nonparametric statistics
69
Regression analysis
44
Regressionsanalyse
44
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36
Estimation
29
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29
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Kausalanalyse
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Cointegration
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Kointegration
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Stochastischer Prozess
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Nichtlineare Regression
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Nonlinear regression
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Structural change
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VAR-Modell
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Volatility
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Volatilität
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Induktive Statistik
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Cai, Zongwu
Li, Degui
Phillips, Peter C. B.
106
Gao, Jiti
78
Koopman, Siem Jan
56
Swanson, Norman R.
44
Franses, Philip Hans
43
Johansen, Søren
43
Teräsvirta, Timo
43
Lütkepohl, Helmut
42
Nielsen, Morten Ørregaard
38
Kapetanios, George
35
Koop, Gary
34
Linton, Oliver
34
Pesaran, M. Hashem
33
Hendry, David F.
31
Harvey, Andrew C.
29
Stock, James H.
29
Taylor, Robert
28
Leybourne, Stephen James
27
Engle, Robert F.
26
Lucas, André
26
Nelson, Daniel B.
26
Sibbertsen, Philipp
26
West, Kenneth D.
26
Gouriéroux, Christian
25
Perron, Pierre
25
Watson, Mark W.
25
Corradi, Valentina
24
Maravall Herrero, Agustín
24
Nielsen, Bent
24
Diebold, Francis X.
23
Marcellino, Massimiliano
23
McAleer, Michael
23
Robinson, Peter M.
23
Xiao, Zhijie
23
Brännäs, Kurt
22
Caporale, Guglielmo Maria
22
Chambers, Marcus J.
22
Haldrup, Niels
22
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
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Working papers series in theoretical and applied economics
11
Journal of econometrics
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Econometric theory
3
Working paper / Department of Econometrics and Business Statistics, Monash University
3
Cambridge working papers in economics
2
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ECONIS (ZBW)
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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
Inference of grouped time-varying network vector autoregression models
Li, Degui
;
Peng, Bin
;
Tang, Songqiao
;
Wu, Weibiao
-
2023
Persistent link: https://www.econbiz.de/10014316406
Saved in:
3
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:
4
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:
5
A nonparametric dynamic network via multivariate quantile autoregressions
Cai, Zongwu
;
Liu, Xiyuan
-
2022
Persistent link: https://www.econbiz.de/10013283992
Saved in:
6
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:
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
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
A new robust inference for predictive quantile regression
Cai, Zongwu
;
Chen, Haiqiang
;
Liao, Xiaosai
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 227-250
Persistent link: https://www.econbiz.de/10014364804
Saved in:
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