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person:"Fitzenberger, Bernd"
type_genre:"Sammlung"
~person:"Cai, Zongwu"
~person:"Dette, Holger"
~person:"Fiorentini, Gabriele"
~person:"Franses, Philip Hans"
~person:"Krämer, Walter"
~subject:"Schätztheorie"
~subject:"Zeitreihenanalyse"
~type_genre:"Arbeitspapier"
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Search: subject_exact:"Estimation theory"
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Schätztheorie
Zeitreihenanalyse
Estimation theory
185
Regression analysis
58
Regressionsanalyse
58
Theorie
55
Theory
55
Time series analysis
44
Nichtparametrisches Verfahren
41
Nonparametric statistics
41
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25
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25
Estimation
22
Schätzung
22
Forecasting model
11
Prognoseverfahren
11
Autokorrelation
10
Nonparametric estimation
10
ARCH model
9
ARCH-Modell
9
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9
Maximum likelihood estimation
9
Maximum-Likelihood-Schätzung
9
VAR model
9
VAR-Modell
9
Causality analysis
7
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Modellierung
7
Scientific modelling
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Hessian matrix
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Robust statistics
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Saisonale Schwankungen
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6
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6
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5
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134
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Working Paper
184
Graue Literatur
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167
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94
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English
184
German
1
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Fitzenberger, Bernd
Cai, Zongwu
Dette, Holger
Fiorentini, Gabriele
Franses, Philip Hans
Krämer, Walter
Härdle, Wolfgang
114
Phillips, Peter C. B.
98
Pesaran, M. Hashem
77
Gao, Jiti
76
Chernozhukov, Victor
65
Imbens, Guido
60
Linton, Oliver
58
McAleer, Michael
53
Newey, Whitney K.
48
Gouriéroux, Christian
45
Lütkepohl, Helmut
44
Kapetanios, George
43
Sentana, Enrique
42
Lechner, Michael
41
Nielsen, Morten Ørregaard
40
Koopman, Siem Jan
37
Chen, Xiaohong
36
Swanson, Norman R.
36
Johansen, Søren
34
Scaillet, Olivier
34
Weidner, Martin
34
Marcellino, Massimiliano
33
Wolf, Michael
33
Kleibergen, Frank
32
Magnus, Jan R.
32
Simar, Léopold
31
Kilian, Lutz
30
Andrews, Donald W. K.
29
Fernández-Val, Iván
29
Heckman, James J.
29
Horowitz, Joel
29
Smith, Richard J.
29
Kitagawa, Toru
28
Kiviet, J. F.
28
Lucas, André
28
Croux, Christophe
27
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European University Institute / Department of Economics
3
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2
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
Econometrisch Instituut <Rotterdam>
1
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
1
Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
1
Zentrum für Europäische Wirtschaftsforschung
1
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
70
Working papers series in theoretical and applied economics
28
Report / Econometric Institute, Erasmus University Rotterdam
16
CEMFI working paper
13
Discussion paper / Tinbergen Institute
9
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
9
Econometric Institute research papers
7
Discussion paper / Tinbergen Institute / Tinbergen Institute
6
Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
3
EUI working paper / ECO
3
Rotterdams Instituut voor Bedrijfseconomische Studies : RIBES
3
A discusión : trabajos en curso ; working papers
2
DISIA working paper
2
Discussion paper / Centre for Economic Policy Research
2
Discussion papers / CEPR
2
Discussion papers of interdisciplinary research project 373
2
Documento de trabajo / Centro de Estudios Monetarios y Financieros
2
ERIM report series research in management
2
Report / Econometric Institute, Erasmus University, Rotterdam / Econometric Institute, Erasmus University Rotterdam
2
Report / Erasmus Center for Financial Research, Erasmus University
2
Working papers
2
ZEW discussion papers
2
CEMMAP working papers / Centre for Microdata Methods and Practice
1
CESifo working papers
1
Discussion paper / Center for Economic Research, Tilburg University
1
Discussion paper series / LSE Financial Markets Group
1
Discussion papers / Institut für Volkswirtschaftslehre und Statistik ; Department of Economics, Universität Mannheim
1
Diskussionspapier / Forschungsschwerpunkt "Internationale Arbeitsmarktforschung", Fakultät für Wirtschaftswissenschaften und Statistik, Universität Konstanz
1
Diskussionspapiere / Fachbereich Wirtschaftswissenschaften, Universität Hannover
1
Econometrics discussion papers
1
Forschungsbericht / Universität Dortmund, Fachbereich Statistik
1
Oxford Financial Research Centre economics series
1
Rotterdams Instituut voor Bedrijfseconomische Studies
1
SFB 649 discussion paper
1
TRACE discussion papers / Tinbergen Institute
1
Working paper / Centro de Estudios Monetarios y Financieros / Centro de Estudios Monetarios y Financieros
1
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ECONIS (ZBW)
185
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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
Specification tests for non-Gaussian structural vector autoregressions
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2022
Persistent link: https://www.econbiz.de/10013540674
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