//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Estimation theory"
~accessRights:"restricted"
~person:"Cai, Zongwu"
~person:"Sentana, Enrique"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Estimation theory
Schätztheorie
32
Regression analysis
11
Regressionsanalyse
11
Nichtparametrisches Verfahren
10
Nonparametric statistics
10
Statistical test
10
Statistischer Test
10
Estimation
9
Schätzung
9
Forecasting model
7
Prognoseverfahren
7
CAPM
5
Volatility
5
Volatilität
5
Maximum likelihood estimation
4
Maximum-Likelihood-Schätzung
4
Method of moments
4
Momentenmethode
4
Panel
4
Panel study
4
Stochastic process
4
Stochastischer Prozess
4
Time series analysis
4
Zeitreihenanalyse
4
Gaussian process
3
Gauß-Prozess
3
Misspecification
3
Modellierung
3
Multivariate Verteilung
3
Multivariate distribution
3
Scientific modelling
3
Capital income
2
Consistency
2
Copula
2
Correlation
2
Discounting
2
Diskontierung
2
Economic growth
2
Financial forecasting
2
more ...
less ...
Online availability
All
Undetermined
Free
64
Type of publication
All
Article
25
Book / Working Paper
7
Type of publication (narrower categories)
All
Article in journal
23
Aufsatz in Zeitschrift
23
Arbeitspapier
7
Working Paper
7
Graue Literatur
6
Non-commercial literature
6
Aufsatz im Buch
2
Book section
2
Conference paper
1
Konferenzbeitrag
1
more ...
less ...
Language
All
English
32
Author
All
Cai, Zongwu
Sentana, Enrique
Tsionas, Efthymios G.
42
Gao, Jiti
28
Lee, Lung-fei
27
Phillips, Peter C. B.
27
Linton, Oliver
24
Parmeter, Christopher F.
23
Zhang, Xinyu
23
Baltagi, Badi H.
22
Su, Liangjun
22
Kumbhakar, Subal
20
Tu, Yundong
18
Ullah, Aman
17
Marcellino, Massimiliano
16
Wooldridge, Jeffrey M.
16
Bera, Anil K.
15
Chen, Songnian
15
Kapetanios, George
15
Li, Qi
15
Li, Degui
14
Peng, Bin
14
Sun, Yiguo
14
Westerlund, Joakim
14
Escanciano, Juan Carlos
13
Hsiao, Cheng
13
Kilian, Lutz
13
Zhou, Qiankun
13
Bai, Jushan
12
Francq, Christian
12
Inoue, Atsushi
12
Jin, Fei
12
Li, Kunpeng
12
Otsu, Taisuke
12
Peng, Liang
12
Simar, Léopold
12
Dufour, Jean-Marie
11
Florens, Jean-Pierre
11
Hahn, Jinyong
11
Imbens, Guido
11
more ...
less ...
Published in...
All
Journal of econometrics
8
Discussion papers / CEPR
4
Discussion paper / Centre for Economic Policy Research
3
Econometric reviews
3
Economics letters
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Econometric theory
2
Essays in honor of Joon Y. Park : econometric methodology in empirical applications
1
Essays in honor of M. Hashem Pesaran : panel modeling, micro applications, and econometric methodology
1
Journal of banking & finance
1
Journal of economic dynamics & control
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
32
Showing
1
-
10
of
32
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The distribution of rolling regression estimators
Cai, Zongwu
;
Juhl, Ted
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1447-1463
Persistent link: https://www.econbiz.de/10014471400
Saved in:
2
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:
3
Aggregate output measurements : a common trend approach
Almuzara, Martín
;
Fiorentini, Gabriele
;
Sentana, Enrique
- In:
Essays in honor of Joon Y. Park : econometric …
,
(pp. 3-33)
.
2023
Persistent link: https://www.econbiz.de/10014313827
Saved in:
4
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:
5
Empirical evaluation of overspecified asset pricing models
Manresa, Elena
;
Peñaranda, Francisco
;
Sentana, Enrique
- In:
Journal of financial economics
147
(
2023
)
2
,
pp. 338-351
Persistent link: https://www.econbiz.de/10013546675
Saved in:
6
Gaussian rank correlation and regression
Amengual, Dante
;
Sentana, Enrique
;
Tian, Zhanyuan
- In:
Essays in honor of M. Hashem Pesaran : panel modeling, …
,
(pp. 269-306)
.
2022
Persistent link: https://www.econbiz.de/10013194599
Saved in:
7
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:
8
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:
9
New testing approaches for mean-variance predictability
Fiorentini, Gabriele
;
Sentana, Enrique
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 516-538
Persistent link: https://www.econbiz.de/10012619733
Saved in:
10
Semiparametric inferences for panel data models with fixed effects via nearest neighbor difference transformation
Xu, Qiuhua
;
Cai, Zongwu
;
Fang, Ying
- In:
Econometric reviews
40
(
2021
)
10
,
pp. 919-943
Persistent link: https://www.econbiz.de/10012624566
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->