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person:"Jordà, Òscar"
subject:"Prognoseverfahren"
~person:"Cai, Zongwu"
~person:"Rossi, Barbara"
~subject:"VAR model"
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Search: subject_exact:"Estimation theory"
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Prognoseverfahren
VAR model
Estimation theory
119
Schätztheorie
119
Nichtparametrisches Verfahren
40
Nonparametric statistics
40
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38
Estimation
32
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Jordà, Òscar
Cai, Zongwu
Rossi, Barbara
Lütkepohl, Helmut
53
Swanson, Norman R.
32
Kilian, Lutz
31
Staszewska-Bystrova, Anna
24
Winker, Peter
24
Inoue, Atsushi
23
Marcellino, Massimiliano
22
Koop, Gary
20
Corradi, Valentina
18
Kapetanios, George
18
Pesaran, M. Hashem
18
Clark, Todd E.
16
Gao, Jiti
16
McCracken, Michael W.
16
Chevillon, Guillaume
15
Croux, Christophe
14
Huber, Florian
14
Hyndman, Rob J.
13
Koopman, Siem Jan
13
Phillips, Peter C. B.
13
Teräsvirta, Timo
12
Vahid, Farshid
12
Athanasopoulos, George
11
Diebold, Francis X.
11
Hendry, David F.
11
Sentana, Enrique
11
West, Kenneth D.
11
Chan, Joshua
10
Chudik, Alexander
10
Knüppel, Malte
10
Kumar, Dilip
10
Sekhposyan, Tatevik
10
Xu, Ke-Li
10
Audrino, Francesco
9
Baltagi, Badi H.
9
Bruns, Martin
9
Cubadda, Gianluca
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ECONIS (ZBW)
46
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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 new test on asset return predictability with structural breaks
Cai, Zongwu
;
Chang, Seong Yeon
-
2022
Persistent link: https://www.econbiz.de/10012888261
Saved in:
4
A nonparametric dynamic network via multivariate quantile autoregressions
Cai, Zongwu
;
Liu, Xiyuan
-
2022
Persistent link: https://www.econbiz.de/10013283992
Saved in:
5
Solving the price puzzle via a functional coefficient factor-augmented VAR model
Cai, Zongwu
;
Liu, Xiyuan
-
2021
Persistent link: https://www.econbiz.de/10012602647
Saved in:
6
Testing heteroskedasticity for predictive regressions with nonstationary regressors
Hong, Shaoxin
;
Zhang, Zhengyi
;
Cai, Zongwu
-
2021
Persistent link: https://www.econbiz.de/10012425349
Saved in:
7
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:
8
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:
9
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:
10
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:
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