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subject:"Estimation"
subject:"Statistical theory"
~person:"Cai, Zongwu"
~subject:"Cointegration"
~subject:"Stochastischer Prozess"
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Estimation
Statistical theory
Cointegration
Stochastischer Prozess
Estimation theory
65
Schätztheorie
65
Nichtparametrisches Verfahren
36
Nonparametric statistics
36
Regression analysis
27
Regressionsanalyse
27
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23
Statistical test
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Bootstrap-Verfahren
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Cai, Zongwu
Phillips, Peter C. B.
78
Gao, Jiti
63
Pesaran, M. Hashem
57
Linton, Oliver
37
Kapetanios, George
32
Koopman, Siem Jan
26
Johansen, Søren
24
Marcellino, Massimiliano
24
Angrist, Joshua D.
23
Diebold, Francis X.
23
Lütkepohl, Helmut
23
Watson, Mark W.
23
Hsiao, Cheng
22
Koop, Gary
22
McAleer, Michael
22
Nielsen, Morten Ørregaard
22
Su, Liangjun
20
Wagner, Martin
20
Dufour, Jean-Marie
19
Ghysels, Eric
19
Härdle, Wolfgang
19
Hsu, Yu-Chin
18
Baltagi, Badi H.
17
Heckman, James J.
17
Kristensen, Dennis
17
Kumbhakar, Subal
17
Swanson, Norman R.
17
Tauchen, George Eugene
17
Todorov, Viktor
17
White, Halbert
17
Winkelmann, Rainer
17
Bera, Anil K.
16
Chudik, Alexander
16
Gouriéroux, Christian
16
Hoderlein, Stefan
16
Kao, Chihwa
16
Lechner, Michael
16
Park, Joon Y.
16
Taylor, Robert
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Working papers series in theoretical and applied economics
18
Journal of econometrics
3
Econometric theory
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1
Journal of banking & finance
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ECONIS (ZBW)
25
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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 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:
3
Penalized model averaging for high dimensional quantile regressions
Bao, Haowen
;
Cai, Zongwu
;
Sun, Yuying
-
2023
Persistent link: https://www.econbiz.de/10014280711
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
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:
6
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:
7
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:
8
Semiparametric estimation and model selection for conditional mixture copula models
Liu, Guannan
;
Long, Wei
;
Yang, Bingduo
;
Cai, Zongwu
-
2021
Persistent link: https://www.econbiz.de/10012425393
Saved in:
9
Testing conditional independence in macroeconomic policy evaluation for time series data
Fang, Ying
;
Lin, Ming
;
Tang, Shengfang
;
Cai, Zongwu
-
2021
Persistent link: https://www.econbiz.de/10012663950
Saved in:
10
Testing capital asset pricing models using functional-coefficient panel data models with cross-sectional dependence
Cai, Zongwu
;
Fang, Ying
;
Xu, Qiuhua
-
2020
Persistent link: https://www.econbiz.de/10012312745
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