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  • Search: subject:"functional coefficient models"
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Year of publication
Subject
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Schätztheorie 9 Schätzung 8 Functional coefficient models 7 Estimation theory 6 Estimation 5 Feldstein-Horioka puzzle 5 Nichtparametrisches Verfahren 5 Nonparametric estimation 5 Nonparametric statistics 5 functional coefficient models 5 VAR model 4 VAR-Modell 4 Dynamic financial network 3 Risikomaß 3 Risk measure 3 Saving-investment relation 3 VAR modeling 3 Welt 3 heteroskedasticity 3 Bandwidth selection 2 Bootstrap 2 Boundary effects 2 Conditional quantile models 2 Feldstein-Horioka-Paradoxon 2 Fisher hypothesis 2 Fixed design 2 Functional-coefficient models 2 Local linear fitting 2 Misspecification test 2 Nichtparametrische Schätzung 2 Panel cointegration analysis 2 Theorie 2 Zeitreihenanalyse 2 Asymptotic optimality 1 Bayes-Statistik 1 Bayesian inference 1 Bootstrap-Verfahren 1 Business network 1 Cluster analysis 1 Clusteranalyse 1
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Online availability
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Free 16 CC license 1
Type of publication
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Book / Working Paper 14 Article 1 Other 1
Type of publication (narrower categories)
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Working Paper 10 Arbeitspapier 6 Graue Literatur 6 Non-commercial literature 6 Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 15 Undetermined 1
Author
All
Cai, Zongwu 7 Herwartz, Helmut 6 Liu, Xiyuan 4 Xu, Fang 4 Reimers, Hans-Eggert 2 Chen, Jia 1 Fang Xu 1 Ge, Tao 1 Ge, Yating 1 Hong, Shaoxin 1 Ji, Jianhua 1 Li, Degui 1 Lin, Shuowan 1 Su, Liangjun 1 Sun, Yuying 1 Wei, Lingling 1 Zhang, Wenyang 1
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Institution
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Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel 3 Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 1
Published in...
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Working papers series in theoretical and applied economics 5 Economics Working Paper 3 Economics Working Papers / Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel 3 Discussion papers in economics 1 Energy strategy reviews 1 SFB 373 Discussion Paper 1 SFB 373 Discussion Papers 1
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Source
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ECONIS (ZBW) 7 EconStor 4 RePEc 4 BASE 1
Showing 1 - 10 of 16
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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
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Optimal local model averaging for divergent-dimensional functional-coefficient regressions
Sun, Yuying; Hong, Shaoxin; Cai, Zongwu - 2023
Persistent link: https://www.econbiz.de/10014414241
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Do energy intensity reduction targets promote renewable energy development? : evidence from partially linear functional-coefficient models
Ge, Tao; Ge, Yating; Lin, Shuowan; Ji, Jianhua - In: Energy strategy reviews 49 (2023), pp. 1-10
Energy intensity reduction targets can reduce fossil fuel consumption and excessive pollution emissions by developing renewable energy, as some existing studies suggest. Nonetheless, the contradiction that China's ecological environment has still been severely damaged after setting energy...
Persistent link: https://www.econbiz.de/10014546105
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A nonparametric dynamic network via multivariate quantile autoregressions
Cai, Zongwu; Liu, Xiyuan - 2022
Persistent link: https://www.econbiz.de/10013283992
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Solving the price puzzle via a functional coefficient factor-augmented VAR model
Cai, Zongwu; Liu, Xiyuan - 2021
Persistent link: https://www.econbiz.de/10012602647
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A functional-coefficient VAR model for dynamic quantiles with constructing financial network
Cai, Zongwu; Liu, Xiyuan - 2020
Persistent link: https://www.econbiz.de/10012312878
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Nonparametric homogeneity pursuit in functional-coefficient models
Chen, Jia; Li, Degui; Wei, Lingling; Zhang, Wenyang - 2019
Persistent link: https://www.econbiz.de/10011978838
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A functional coefficient model view of the saving-investment relation
Fang Xu - 2007
contribution of this study is to develop a new variant of functional coefficient models to analyse a wide range of determinants of …, factor based bootstrap approach is proposed for inferential issues in functional coefficient models. This approach can cope …
Persistent link: https://www.econbiz.de/10009429004
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A functional coefficient model view of the Feldstein-Horioka puzzle
Herwartz, Helmut; Xu, Fang - 2007
new variant of functional coefficient models that allow to separate long and short to medium run parameter dependence. We …
Persistent link: https://www.econbiz.de/10010296278
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A new approach to bootstrap inference in functional coefficient models
Herwartz, Helmut; Xu, Fang - 2007
functional coefficient models. Modeling the functional coefficient parametrically, the bootstrap approximation of an F statistic …
Persistent link: https://www.econbiz.de/10010296279
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