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accessRights:"free"
~person:"Cai, Zongwu"
~subject:"Forecasting model"
~type_genre:"Working Paper"
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Forecasting model
Estimation theory
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Cai, Zongwu
Huber, Florian
10
Koop, Gary
10
Hyndman, Rob J.
9
Audrino, Francesco
6
Swanson, Norman R.
6
Athanasopoulos, George
5
Clark, Todd E.
5
Dijk, Dick van
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Gao, Jiti
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Koopman, Siem Jan
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Marcellino, Massimiliano
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Mitchell, James
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Vahid, Farshid
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Armah, Nii Ayi
4
Croux, Christophe
4
Giacomini, Raffaella
4
Linton, Oliver
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Phillips, Peter C. B.
4
Andersen, Torben
3
Cai, Michael
3
Cheng, Tingting
3
Chevillon, Guillaume
3
Craig, Ben R.
3
Czasonis, Megan
3
Del Negro, Marco
3
Guillén, Osmani Teixeira de Carvalho
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Hauzenberger, Niko
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Hendry, David F.
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Herbst, Edward P.
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Hillebrand, Eric
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Issler, João Victor
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Keller, Joachim G.
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Kritzman, Mark
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Lee, Tae-hwy
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Lucas, André
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Magnus, Jan R.
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Matlin, Ethan
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Working papers series in theoretical and applied economics
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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
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2
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:
3
Testing heteroskedasticity for predictive regressions with nonstationary regressors
Hong, Shaoxin
;
Zhang, Zhengyi
;
Cai, Zongwu
-
2021
Persistent link: https://www.econbiz.de/10012425349
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4
Realized volatility forecasting based on dynamic quantile model averaging
Cai, Zongwu
;
Ma, Chaoqun
;
Mi, Xianhua
-
2020
Persistent link: https://www.econbiz.de/10012312856
Saved in:
5
A new robust inference for asset return predictability via quantile regression
Cai, Zongwu
;
Chen, Haiqiang
;
Liao, Xiaosai
-
2020
Persistent link: https://www.econbiz.de/10012203086
Saved in:
6
Testing for structural change of predictive regression model to threshold predictive regression model
Zhu, Fukang
;
Liu, Mengya
;
Ling, Shiqing
;
Cai, Zongwu
-
2020
Persistent link: https://www.econbiz.de/10012425329
Saved in:
7
Unified tests for a dynamic predictive regression
Yang, Bingduo
;
Liu, Xiaohui
;
Peng, Liang
;
Cai, Zongwu
-
2018
Persistent link: https://www.econbiz.de/10011965817
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