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person:"Lesage, James P."
subject:"Prognoseverfahren"
~person:"Cai, Zongwu"
~person:"Härdle, Wolfgang"
~person:"Taylor, James W."
~subject:"Estimation"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Prognoseverfahren
Estimation
Estimation theory
74
Schätztheorie
74
Regression analysis
24
Regressionsanalyse
24
Nichtparametrisches Verfahren
21
Nonparametric statistics
21
Schätzung
18
Forecasting model
16
Theorie
16
Theory
16
Time series analysis
12
Zeitreihenanalyse
12
Statistical test
10
Statistischer Test
10
Panel
8
Panel study
8
Räumliche Interaktion
8
Spatial interaction
8
Volatility
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Volatilität
8
Regional economics
7
Regionalökonomik
7
Risikomaß
5
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5
Econometrics
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Modellierung
4
Option pricing theory
4
Optionspreistheorie
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Spillover-Effekt
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Statistical distribution
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Statistische Verteilung
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USA
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Ökonometrie
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Article
32
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36
Graue Literatur
36
Non-commercial literature
36
Working Paper
36
Aufsatz in Zeitschrift
32
Conference paper
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English
32
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Lesage, James P.
Cai, Zongwu
Härdle, Wolfgang
Taylor, James W.
Kumbhakar, Subal
15
Gao, Jiti
13
Su, Liangjun
13
Baltagi, Badi H.
12
Kumar, Dilip
12
Phillips, Peter C. B.
12
Tauchen, George Eugene
12
Kapetanios, George
11
Linton, Oliver
11
Koop, Gary
10
Todorov, Viktor
10
Li, Jia
9
Teräsvirta, Timo
9
Tsionas, Efthymios G.
9
Baillie, Richard
8
Demetrescu, Matei
8
Francq, Christian
8
Hsiao, Cheng
8
Hsu, Yu-Chin
8
Lee, Lung-fei
8
Li, Qi
8
Pesaran, M. Hashem
8
Ramírez, Miguel D.
8
Westerlund, Joakim
8
Bollerslev, Tim
7
Jochmans, Koen
7
Kim, Donggyu
7
Swanson, Norman R.
7
Ullah, Aman
7
White, Halbert
7
Zakoïan, Jean-Michel
7
Zhang, Xinyu
7
Bauwens, Luc
6
Caporale, Guglielmo Maria
6
Cheung, Yin-Wong
6
Egger, Peter
6
Lahiri, Kajal
6
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Journal of econometrics
5
International journal of forecasting
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Econometric theory
3
Journal of forecasting
3
Economics letters
2
Econometrics : open access journal
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
European journal of operational research : EJOR
1
International journal of theoretical and applied finance
1
International regional science review
1
Journal of banking & finance
1
Journal of geographical systems : geographical information, analysis, theory, and decision
1
Omega : the international journal of management science
1
Regional science & urban economics
1
The review of regional studies : a joint publ. of the Southern Regional Science Association and the School of Business, University of Alabama in Birmingham
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ECONIS (ZBW)
32
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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
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:
4
Evaluating quantile-bounded and expectile-bounded interval forecasts
Taylor, James W.
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 800-811
Persistent link: https://www.econbiz.de/10012792870
Saved in:
5
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:
6
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:
7
Estimating Value-at-Risk and Expected Shortfall using the intraday low and range data
Meng, Xiaochun
;
Taylor, James W.
- In:
European journal of operational research : EJOR
280
(
2020
)
1
,
pp. 191-202
Persistent link: https://www.econbiz.de/10012132379
Saved in:
8
Cross-sectional dependence model specifications in a static trade panel data setting
Lesage, James P.
;
Fischer, Manfred M.
- In:
Journal of geographical systems : geographical …
22
(
2020
)
1
,
pp. 5-46
Persistent link: https://www.econbiz.de/10012237476
Saved in:
9
Network dependence in multi-indexed data on international trade flows
Fischer, Manfred M.
;
Lesage, James P.
-
2020
Persistent link: https://www.econbiz.de/10012306387
Saved in:
10
What regional scientists need to know about spatial econometrics
Lesage, James P.
- In:
The review of regional studies : a joint publ. of the …
44
(
2014
)
1
,
pp. 13-32
Persistent link: https://www.econbiz.de/10011504898
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