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subject:"Estimation"
subject:"Theory"
~person:"Cai, Zongwu"
~person:"Kohn, Robert"
~person:"Ullah, Aman"
~subject:"Mean Reversion"
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Search: subject_exact:"Estimation theory"
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Estimation
Theory
Mean Reversion
Estimation theory
189
Schätztheorie
189
Nichtparametrisches Verfahren
67
Nonparametric statistics
67
Theorie
51
Regression analysis
47
Regressionsanalyse
47
Schätzung
37
Time series analysis
30
Zeitreihenanalyse
30
Forecasting model
21
Prognoseverfahren
21
Statistical test
18
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18
Bayes-Statistik
14
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14
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13
Panel study
13
Nonparametric estimation
11
Statistical distribution
9
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9
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8
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8
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8
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8
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6
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English
88
Author
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Cai, Zongwu
Kohn, Robert
Ullah, Aman
Pesaran, M. Hashem
87
Härdle, Wolfgang
78
Phillips, Peter C. B.
69
Gouriéroux, Christian
58
Linton, Oliver
50
Franses, Philip Hans
46
Andrews, Donald W. K.
45
Newey, Whitney K.
45
Heckman, James J.
44
Baltagi, Badi H.
43
Gao, Jiti
42
Diebold, Francis X.
41
McAleer, Michael
40
Swanson, Norman R.
40
Giles, David E. A.
36
Robinson, Peter M.
36
Imbens, Guido
35
Kapetanios, George
35
Hsiao, Cheng
34
Horowitz, Joel
33
Li, Qi
33
Winkelmann, Rainer
33
Koop, Gary
32
Lechner, Michael
32
Lütkepohl, Helmut
32
Zakoïan, Jean-Michel
31
Angrist, Joshua D.
29
Lee, Lung-fei
28
Marcellino, Massimiliano
28
Brännäs, Kurt
27
King, Maxwell L.
27
Bera, Anil K.
26
Dufour, Jean-Marie
26
Granger, C. W. J.
26
Hahn, Jinyong
26
Monfort, Alain
26
Ohtani, Kazuhiro
26
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
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Working papers series in theoretical and applied economics
19
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17
Journal of econometrics
13
Journal of quantitative economics : official journal of the Indian Econometric Society
6
Econometric reviews
4
Economics letters
4
Discussion papers of interdisciplinary research project 373
2
Econometric theory
2
Working paper / Department of Econometrics and Business Statistics, Monash University
2
Anvesak : journal of the Sardar Patel Institute of Economic and Social Research
1
Discussion paper / Center for Economic Research, Tilburg University
1
Discussion paper / School of Economics, The University of New South Wales
1
Economics discussion paper
1
Handbook of applied econometrics and statistical inference
1
Handbook of empirical economics and finance
1
Journal of applied econometrics
1
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Panel data econometrics : theoretical contributions and empirical applications
1
Statistics : textbooks and monographs
1
Studies in empirical economics
1
The Canadian journal of economics
1
The Oxford handbook of applied nonparametric and semiparametric econometrics and statistics
1
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ECONIS (ZBW)
88
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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
Penalized model averaging for high dimensional quantile regressions
Bao, Haowen
;
Cai, Zongwu
;
Sun, Yuying
-
2023
Persistent link: https://www.econbiz.de/10014280711
Saved in:
3
A nonparametric dynamic network via multivariate quantile autoregressions
Cai, Zongwu
;
Liu, Xiyuan
-
2022
Persistent link: https://www.econbiz.de/10013283992
Saved in:
4
Forecasting under structural breaks using improved weighted estimation
Lee, Tae-hwy
;
Parsaeian, Shahnaz
;
Ullah, Aman
-
2022
Persistent link: https://www.econbiz.de/10013284029
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
Efficient combined estimation under structural breaks
Lee, Tae-hwy
;
Parsaeian, Shahnaz
;
Ullah, Aman
-
2020
Persistent link: https://www.econbiz.de/10012602650
Saved in:
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