//--> //--> //--> //-->
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
~isPartOf:"Journal of econometrics"
~language:"eng"
~person:"Cai, Zongwu"
~person:"Park, Joon Y."
~type_genre:"Article in journal"
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:
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Estimation theory
23
Schätztheorie
23
Regression analysis
13
Regressionsanalyse
13
Theorie
12
Theory
12
Nichtparametrisches Verfahren
11
Nonparametric statistics
11
Time series analysis
11
Zeitreihenanalyse
11
Statistical test
8
Statistischer Test
8
Estimation
7
Schätzung
7
Einheitswurzeltest
6
Unit root test
6
Statistical distribution
5
Statistische Verteilung
5
Stochastic process
5
Stochastischer Prozess
5
Econometrics
4
Forecasting model
4
Nichtlineare Regression
4
Nonlinear regression
4
Prognoseverfahren
4
Volatility
4
Volatilität
4
Ökonometrie
4
Cointegration
3
Kointegration
3
Modellierung
3
Nonstationarity
3
Predictive regression
3
Scientific modelling
3
USA
3
United States
3
ARCH model
2
ARCH-Modell
2
Asymptotics
2
Bootstrap approach
2
more ...
less ...
Online availability
All
Undetermined
17
Type of publication
All
Article
40
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
42
Collection of articles of several authors
2
Festschrift
2
Sammelwerk
2
Conference paper
1
Conference proceedings
1
Konferenzbeitrag
1
Konferenzschrift
1
more ...
less ...
Language
All
English
Author
All
Cai, Zongwu
Park, Joon Y.
Phillips, Peter C. B.
66
Linton, Oliver
46
Lee, Lung-fei
35
Taylor, Robert
32
Li, Qi
30
Ghysels, Eric
29
Robinson, Peter M.
29
Su, Liangjun
28
Pesaran, M. Hashem
27
Hsiao, Cheng
26
Gao, Jiti
25
Aït-Sahalia, Yacine
24
Gouriéroux, Christian
24
White, Halbert
24
Yu, Jun
24
Bollerslev, Tim
23
Chen, Songnian
23
Chen, Xiaohong
23
Koop, Gary
23
Swanson, Norman R.
23
Renault, Eric
22
Timmermann, Allan
22
McAleer, Michael
21
Schmidt, Peter
21
Todorov, Viktor
21
Xiao, Zhijie
21
Baltagi, Badi H.
20
Dufour, Jean-Marie
20
Lewbel, Arthur
20
Tauchen, George Eugene
20
Bai, Jushan
19
Andrews, Donald W. K.
18
Corradi, Valentina
18
Diebold, Francis X.
18
Horowitz, Joel
18
Ng, Serena
18
Slottje, Daniel Jonathan
18
Dijk, Herman K. van
17
more ...
less ...
Institution
All
International Symposium on Econometrics of Specification Test in 30 Years <2010, Xiamen>
1
Published in...
All
Journal of econometrics
Econometric theory
17
Econometric reviews
7
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
Energy economics
4
Economics letters
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
The econometrics journal
3
China economic review : an international journal
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Journal of economic theory and econometrics : journal of The Korean Econometric Society
2
Journal of management science and engineering
2
Journal of the American Statistical Association : JASA
2
Quantitative economics : QE ; journal of the Econometric Society
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Annals of economics and finance
1
Annals of financial economics
1
Cambridge journal of economics
1
Economic papers
1
International economic review
1
Journal of banking & finance
1
Journal of economic dynamics & control
1
Journal of financial economics
1
The economic journal : the journal of the Royal Economic Society
1
Tijdschrift voor economische en sociale geografie
1
more ...
less ...
Source
All
ECONIS (ZBW)
42
Showing
1
-
10
of
42
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The distribution of rolling regression estimators
Cai, Zongwu
;
Juhl, Ted
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1447-1463
Persistent link: https://www.econbiz.de/10014471400
Saved in:
2
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:
3
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:
4
Nonparametric estimation of jump diffusion models
Park, Joon Y.
;
Wang, Bin
- In:
Journal of econometrics
222
(
2021
)
1,3
,
pp. 688-715
Persistent link: https://www.econbiz.de/10012619778
Saved in:
5
Evaluating trends in time series of distributions : a spatial fingerprint of human effects on climate
Chang, Yoosoon
;
Kaufmann, Robert Kurt
;
Kim, Chang Sik
; …
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 274-294
Persistent link: https://www.econbiz.de/10012438324
Saved in:
6
Testing for stationarity at high frequency
Jiang, Bibo
;
Lu, Ye
;
Park, Joon Y.
- In:
Journal of econometrics
215
(
2020
)
2
,
pp. 341-374
Persistent link: https://www.econbiz.de/10012439463
Saved in:
7
Estimation of longrun variance of continuous time stochastic process using discrete sample
Lu, Ye
;
Park, Joon Y.
- In:
Journal of econometrics
210
(
2019
)
2
,
pp. 236-267
Persistent link: https://www.econbiz.de/10012303516
Saved in:
8
A unified test for predictability of asset returns regardless of properties of predicting variables
Liu, Xiaohui
;
Yang, Bingduo
;
Cai, Zongwu
;
Peng, Liang
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 141-159
Persistent link: https://www.econbiz.de/10012139823
Saved in:
9
Advance in theoretical econometrics : essays in honor of Takeshi Amemiya
Cai, Zongwu
;
Hong, Yongmiao
;
Hsiao, Cheng
- In:
Journal of econometrics
206
(
2018
)
2
,
pp. 279-281
Persistent link: https://www.econbiz.de/10012110380
Saved in:
10
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:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->