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person:"Jordà, Òscar"
subject:"Prognoseverfahren"
~person:"Cai, Zongwu"
~person:"Koopman, Siem Jan"
~person:"Lee, Tae-hwy"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Prognoseverfahren
Estimation theory
58
Schätztheorie
58
Nichtparametrisches Verfahren
19
Nonparametric statistics
19
Regression analysis
16
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16
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15
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Jordà, Òscar
Cai, Zongwu
Koopman, Siem Jan
Lee, Tae-hwy
Kumar, Dilip
10
Swanson, Norman R.
7
Baltagi, Badi H.
6
Demetrescu, Matei
6
Kapetanios, George
6
Lahiri, Kajal
6
Shang, Han Lin
6
Taylor, James W.
6
Fosten, Jack
5
Koop, Gary
5
Lee, Ji Hyung
5
McCracken, Michael W.
5
Rossi, Barbara
5
Sbrana, Giacomo
5
Teräsvirta, Timo
5
Tu, Yundong
5
Ullah, Aman
5
Zhang, Xinyu
5
Baillie, Richard
4
Bauwens, Luc
4
Bratu, Mihaela
4
Chevillon, Guillaume
4
Clements, Adam
4
Clements, Michael P.
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Corradi, Valentina
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Harvey, David I.
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Hendry, David F.
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Kim, Donggyu
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Nolte, Ingmar
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Phillips, Peter C. B.
4
Sekhposyan, Tatevik
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Shi, Yanlin
4
Taylor, Robert
4
Tsay, Ruey S.
4
Andersen, Torben
3
Anderson, Richard G.
3
Ardia, David
3
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Journal of econometrics
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2
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Economics letters
1
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ECONIS (ZBW)
15
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1
A new robust inference for predictive quantile regression
Cai, Zongwu
;
Chen, Haiqiang
;
Liao, Xiaosai
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 227-250
Persistent link: https://www.econbiz.de/10014364804
Saved in:
2
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:
3
Forecasting under structural breaks using improved weighted estimation
Lee, Tae-hwy
;
Parsaeian, Shahnaz
;
Ullah, Aman
- In:
Oxford bulletin of economics and statistics
84
(
2022
)
6
,
pp. 1485-1501
Persistent link: https://www.econbiz.de/10013468610
Saved in:
4
Testing heteroskedasticity for predictive regressions with nonstationary regressors
Hong, Shaoxin
;
Zhang, Zhengyi
;
Cai, Zongwu
- In:
Economics letters
201
(
2021
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012607071
Saved in:
5
Unified tests for a dynamic predictive regression
Yang, Bingduo
;
Liu, Xiaohui
;
Peng, Liang
;
Cai, Zongwu
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 684-699
Persistent link: https://www.econbiz.de/10012588007
Saved in:
6
Partially censored posterior for robust and efficient risk evaluation
Borowska, Agnieszka
;
Hoogerheide, Lennart
;
Koopman, Siem Jan
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 335-355
Persistent link: https://www.econbiz.de/10012482776
Saved in:
7
Evaluation of the survey of professional forecasters in the Greenbook's loss function
Lee, Tae-hwy
;
Wang, Yiyao
- In:
Journal of quantitative economics
17
(
2019
)
2
,
pp. 345-360
Persistent link: https://www.econbiz.de/10012418673
Saved in:
8
In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation-driven models
Blasques, Francisco
;
Koopman, Siem Jan
;
Łasak, Katarzyna
; …
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 875-887
Persistent link: https://www.econbiz.de/10011621857
Saved in:
9
Monte Carlo maximum likelihood estimation for generalized long-memory time series models
Mesters, G.
;
Koopman, Siem Jan
;
Ooms, Marius
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 659-687
Persistent link: https://www.econbiz.de/10011550112
Saved in:
10
Weighted maximum likelihood for dynamic factor analysis and forecasting with mixed frequency data
Blasques, Francisco
;
Koopman, Siem Jan
;
Mallee, Max I. P.
; …
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 405-417
Persistent link: https://www.econbiz.de/10011704989
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