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accessRights:"restricted"
subject:"Bootstrap approach"
~person:"Cai, Zongwu"
~person:"Francq, Christian"
~subject:"Functional coefficients"
~subject:"Schätzung"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation theory"
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Bootstrap approach
Functional coefficients
Schätzung
Zeitreihenanalyse
Estimation theory
29
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29
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10
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10
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9
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Cai, Zongwu
Francq, Christian
Gao, Jiti
17
Linton, Oliver
14
Marcellino, Massimiliano
12
Phillips, Peter C. B.
12
Kapetanios, George
11
Kumbhakar, Subal
10
Li, Jia
10
Nielsen, Morten Ørregaard
10
Sun, Yiguo
10
Su, Liangjun
9
Taylor, Robert
9
Lütkepohl, Helmut
8
Teräsvirta, Timo
8
Todorov, Viktor
8
Westerlund, Joakim
8
Zhu, Ke
8
Baltagi, Badi H.
7
Demetrescu, Matei
7
Koopman, Siem Jan
7
Kumar, Dilip
7
Li, Degui
7
Li, Qi
7
Omay, Tolga
7
Tauchen, George Eugene
7
Tu, Yundong
7
Wang, Shouyang
7
Cavaliere, Giuseppe
6
Hill, Jonathan B.
6
Hong, Yongmiao
6
Kim, Donggyu
6
Lee, Lung-fei
6
Li, Yingying
6
Lucas, André
6
Park, Joon Y.
6
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6
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6
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6
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6
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9
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3
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2
Econometric reviews
1
Journal of banking & finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
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1
Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models
Aknouche, Abdelhakim
;
Francq, Christian
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014471524
Saved in:
2
Local asymptotic normality of general conditionally heteroskedastic and score-driven time-series models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Econometric theory
39
(
2023
)
5
,
pp. 1067-1092
Persistent link: https://www.econbiz.de/10014436596
Saved in:
3
Volatility estimation when the zero-process is nonstationary
Francq, Christian
;
Sucarrat, Genaro
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 53-66
Persistent link: https://www.econbiz.de/10013540630
Saved in:
4
Testing for structural change of predictive regression model to threshold predictive regression model
Zhu, Fukang
;
Liu, Mengya
;
Ling, Shiqing
;
Cai, Zongwu
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 228-240
Persistent link: https://www.econbiz.de/10013540808
Saved in:
5
Testing the existence of moments for GARCH processes
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 47-64
Persistent link: https://www.econbiz.de/10013441622
Saved in:
6
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:
7
Virtual Historical Simulation for estimating the conditional VaR of large portfolios
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 356-380
Persistent link: https://www.econbiz.de/10012482777
Saved in:
8
Inferences for a partially varying coefficient model with endogenous regressors
Cai, Zongwu
;
Fang, Ying
;
Lin, Ming
;
Su, Jia
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
1
,
pp. 158-170
Persistent link: https://www.econbiz.de/10012176567
Saved in:
9
Functional GARCH models : the quasi-likelihood approach and its applications
Cerovecki, Clément
;
Francq, Christian
;
Hörmann, Siegfried
- In:
Journal of econometrics
209
(
2019
)
2
,
pp. 353-375
Persistent link: https://www.econbiz.de/10012302614
Saved in:
10
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
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