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~person:"Brännäs, Kurt"
~person:"Cai, Zongwu"
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Search: subject:"Schätztheorie"
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Schätztheorie
108
Estimation theory
105
Nichtparametrisches Verfahren
37
Nonparametric statistics
36
Zeitreihenanalyse
34
Schätzung
33
Time series analysis
33
Estimation
32
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108
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Brännäs, Kurt
Cai, Zongwu
Phillips, Peter C. B.
298
Pesaran, M. Hashem
185
Gao, Jiti
162
Härdle, Wolfgang
145
Linton, Oliver
144
Andrews, Donald W. K.
136
Newey, Whitney K.
130
Chernozhukov, Victor
114
McAleer, Michael
109
Baltagi, Badi H.
106
Chen, Xiaohong
103
Kapetanios, George
96
Swanson, Norman R.
96
Imbens, Guido
91
Gouriéroux, Christian
90
Heckman, James J.
89
White, Halbert
87
Lütkepohl, Helmut
84
Otsu, Taisuke
82
Lechner, Michael
81
Dette, Holger
80
Robinson, Peter M.
80
Wooldridge, Jeffrey M.
79
Koopman, Siem Jan
77
Lee, Lung-fei
77
Li, Qi
75
Ullah, Aman
75
Franses, Philip Hans
74
Bera, Anil K.
73
Stock, James H.
72
Horowitz, Joel
71
Nielsen, Morten Ørregaard
71
Simar, Léopold
71
Su, Liangjun
69
Dufour, Jean-Marie
67
Teräsvirta, Timo
67
Croux, Christophe
66
Johansen, Søren
66
Diebold, Francis X.
65
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Umeå universitet
11
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5
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
International Symposium on Econometrics of Specification Test in 30 Years <2010, Xiamen>
1
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28
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24
Journal of econometrics
13
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5
Econometric reviews
4
Economics letters
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Count data autoregression modelling
2
Discussion paper / Tinbergen Institute
2
Discussion papers of interdisciplinary research project 373
2
Journal of the American Statistical Association : JASA
2
Nonparametric econometric methods
2
SFB 373 Discussion Paper
2
Applied financial economics
1
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
1
Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit
1
Discussion paper series / IZA
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
IZA Discussion Papers
1
International journal of forecasting
1
Journal of banking & finance
1
Journal of forecasting
1
LSE STICERD Research Paper
1
Labour : review of labour economics and industrial relations
1
Meddelanden från Svenska Handelshögskolan
1
Proceedings of the Second Würzburg-Umeå Conference in Statistics : Bayerische Julius-Maximilians-Universität Würzburg, May 18 - 21, 1992
1
Statistical Research Report
1
Statistical papers
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ECONIS (ZBW)
105
EconStor
3
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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
A combination forecast for nonparametric models with structural breaks
Cai, Zongwu
;
Gunawan
-
2023
Persistent link: https://www.econbiz.de/10014414260
Saved in:
3
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:
4
Penalized model averaging for high dimensional quantile regressions
Bao, Haowen
;
Cai, Zongwu
;
Sun, Yuying
-
2023
Persistent link: https://www.econbiz.de/10014280711
Saved in:
5
A quasi synthetic control method for nonlinear models
Cai, Zongwu
;
Fang, Ying
;
Lin, Ming
;
Wu, Zixuan
-
2023
Persistent link: https://www.econbiz.de/10014280802
Saved in:
6
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:
7
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:
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
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:
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