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subject:"Estimation"
subject:"Theory"
~person:"Cai, Zongwu"
~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
140
Schätztheorie
140
Nichtparametrisches Verfahren
58
Nonparametric statistics
58
Regression analysis
39
Regressionsanalyse
39
Schätzung
32
Theorie
26
Forecasting model
21
Prognoseverfahren
21
Time series analysis
20
Zeitreihenanalyse
20
Statistical test
18
Statistischer Test
18
Panel
13
Panel study
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Nonparametric estimation
11
Causality analysis
8
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Modellierung
6
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6
Statistical distribution
6
Statistische Verteilung
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Structural break
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Econometrics
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Risikomaß
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English
60
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Cai, Zongwu
Ullah, Aman
Pesaran, M. Hashem
87
Härdle, Wolfgang
78
Phillips, Peter C. B.
68
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
31
Zakoïan, Jean-Michel
31
Angrist, Joshua D.
29
Kohn, Robert
28
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
Journal of econometrics
8
Journal of quantitative economics : official journal of the Indian Econometric Society
6
Economics letters
4
Econometric reviews
3
Discussion papers of interdisciplinary research project 373
2
Econometric theory
2
Anvesak : journal of the Sardar Patel Institute of Economic and Social Research
1
Discussion paper / Center for Economic Research, Tilburg University
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
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ECONIS (ZBW)
60
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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
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:
4
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:
5
A nonparametric dynamic network via multivariate quantile autoregressions
Cai, Zongwu
;
Liu, Xiyuan
-
2022
Persistent link: https://www.econbiz.de/10013283992
Saved in:
6
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:
7
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:
8
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:
9
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:
10
Testing unconfoundedness assumption using auxiliary variables
Cai, Zongwu
;
Fang, Ying
;
Lin, Ming
;
Tang, Shengfang
-
2020
Persistent link: https://www.econbiz.de/10012203144
Saved in:
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