//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Volatility"
type_genre:"Article in journal"
~person:"Cai, Zongwu"
~subject:"Estimation"
~subject:"Statistical test"
~type:"article"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Estimation
Statistical test
Estimation theory
29
Schätztheorie
29
Nichtparametrisches Verfahren
16
Nonparametric statistics
16
Regression analysis
13
Regressionsanalyse
13
Statistischer Test
8
Forecasting model
7
Prognoseverfahren
7
Schätzung
6
Panel
4
Panel study
4
Time series analysis
4
Zeitreihenanalyse
4
Predictive regression
3
CAPM
2
Endogeneity
2
Functional coefficients
2
Generalized F-test
2
Nichtlineare Regression
2
Nonlinear regression
2
Nonparametric test
2
Auslandsinvestition
1
Autocorrelation
1
Autokorrelation
1
Autoregressive errors
1
Auxiliary regressor
1
Bootstrap approach
1
Bootstrap method
1
Bootstrap-Verfahren
1
Causality analysis
1
Conditional capital asset pricing model
1
Conditional unconfoundedness
1
Correlated random effect
1
Cramér-von Mises test statistic
1
Cross-section analysis
1
Cross-sectional dependence
1
Data snooping
1
more ...
less ...
Online availability
All
Undetermined
9
Type of publication
All
Article
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
14
Conference paper
1
Konferenzbeitrag
1
Language
All
English
14
Author
All
Cai, Zongwu
Su, Liangjun
18
Kumar, Dilip
16
Phillips, Peter C. B.
16
Maheswaran, S.
15
Baltagi, Badi H.
14
Bera, Anil K.
14
Kumbhakar, Subal
14
Tauchen, George Eugene
13
Francq, Christian
12
Gao, Jiti
12
Hsu, Yu-Chin
12
Linton, Oliver
12
Todorov, Viktor
12
Hsiao, Cheng
11
Li, Jia
11
Li, Qi
11
Shi, Xiaoxia
11
White, Halbert
11
Dufour, Jean-Marie
10
Escanciano, Juan Carlos
10
Chen, Yi-ting
9
Demetrescu, Matei
9
Ghysels, Eric
9
Kao, Chihwa
9
Kapetanios, George
9
Lee, Lung-fei
9
Perron, Pierre
9
Pesaran, M. Hashem
9
Sun, Yixiao
9
Teräsvirta, Timo
9
Zakoïan, Jean-Michel
9
Koop, Gary
8
Kristensen, Dennis
8
Park, Joon Y.
8
Ramírez, Miguel D.
8
Tsionas, Efthymios G.
8
Westerlund, Joakim
8
Andersen, Torben
7
Andrews, Donald W. K.
7
more ...
less ...
Published in...
All
Journal of econometrics
5
Econometric reviews
2
Econometric theory
2
Economics letters
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Testing capital asset pricing models using functional-coefficient panel data models with cross-sectional dependence
Cai, Zongwu
;
Fang, Ying
;
Xu, Qiuhua
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 114-133
Persistent link: https://www.econbiz.de/10013441628
Saved in:
2
Testing heteroskedasticity for predictive regressions with nonstationary regressors
Hong, Shaoxin
;
Zhang, Zhengyi
;
Cai, Zongwu
- In:
Economics letters
201
(
2021
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012607071
Saved in:
3
Semiparametric inferences for panel data models with fixed effects via nearest neighbor difference transformation
Xu, Qiuhua
;
Cai, Zongwu
;
Fang, Ying
- In:
Econometric reviews
40
(
2021
)
10
,
pp. 919-943
Persistent link: https://www.econbiz.de/10012624566
Saved in:
4
Unified tests for a dynamic predictive regression
Yang, Bingduo
;
Liu, Xiaohui
;
Peng, Liang
;
Cai, Zongwu
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 684-699
Persistent link: https://www.econbiz.de/10012588007
Saved in:
5
An alternative test for conditional unconfoundedness using auxiliary variables
Fang, Ying
;
Tang, Shengfang
;
Cai, Zongwu
;
Lin, Ming
- In:
Economics letters
194
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012509265
Saved in:
6
The estimation for Lévy processes in high frequency data
Zheng, Jing
;
Gu, Wentao
;
Xu, Baolin
;
Cai, Zongwu
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 1051-1066
Persistent link: https://www.econbiz.de/10012040536
Saved in:
7
A semiparametric quantile panel data model with an application to estimating the growth effect of FDI
Cai, Zongwu
;
Chen, Linna
;
Fang, Ying
- In:
Journal of econometrics
206
(
2018
)
2
,
pp. 531-553
Persistent link: https://www.econbiz.de/10012110412
Saved in:
8
A semiparametric conditional capital asset pricing model
Cai, Zongwu
;
Ren, Yu
;
Yang, Bingduo
- In:
Journal of banking & finance
61
(
2015
),
pp. 117-126
Persistent link: https://www.econbiz.de/10011545159
Saved in:
9
Optimal smoothing in nonparametric conditional quantile derivative function estimation
Lin, Wei
;
Cai, Zongwu
;
Li, Zheng
;
Su, Li
- In:
Journal of econometrics
188
(
2015
)
2
,
pp. 502-513
Persistent link: https://www.econbiz.de/10011503661
Saved in:
10
Pricing kernel estimation : a local estimating equation approach
Cai, Zongwu
;
Ren, Yu
;
Sun, Linman
- In:
Econometric theory
31
(
2015
)
3
,
pp. 560-580
Persistent link: https://www.econbiz.de/10011341909
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->