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subject:"Nonparametric statistics"
~accessRights:"restricted"
~person:"Cai, Zongwu"
~person:"Hong, Yongmiao"
~subject:"Zeitreihenanalyse"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Übersichtsarbeit"
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Search: subject_exact:"Estimation theory"
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Nonparametric statistics
Zeitreihenanalyse
Estimation theory
24
Schätztheorie
24
Nichtparametrisches Verfahren
11
Regression analysis
11
Regressionsanalyse
11
Time series analysis
7
Estimation
6
Schätzung
6
Statistical test
6
Statistischer Test
6
Forecasting model
5
Prognoseverfahren
5
Panel
4
Panel study
4
Bootstrap approach
3
Bootstrap-Verfahren
3
Autocorrelation
2
Autokorrelation
2
CAPM
2
Endogeneity
2
Functional coefficients
2
Generalized F-test
2
Modellierung
2
Nichtlineare Regression
2
Nonlinear regression
2
Nonparametric test
2
Predictive regression
2
Scientific modelling
2
Stochastic process
2
Stochastischer Prozess
2
Structural change
2
Volatility
2
Volatilität
2
Asymmetric reaction
1
Asymptotic distribution
1
Asymptotic normality
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15
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Cai, Zongwu
Hong, Yongmiao
Linton, Oliver
18
Gao, Jiti
17
Phillips, Peter C. B.
14
Tsionas, Efthymios G.
14
Li, Degui
12
Parmeter, Christopher F.
12
Kumbhakar, Subal
11
Li, Qi
11
Escanciano, Juan Carlos
9
Li, Jia
9
Su, Liangjun
9
Sun, Yiguo
9
Peng, Bin
8
Racine, Jeffrey
8
Zhu, Ke
8
Breunig, Christoph
7
Chen, Songnian
7
Florens, Jean-Pierre
7
Koopman, Siem Jan
7
Lütkepohl, Helmut
7
Peng, Liang
7
Taylor, Robert
7
Teräsvirta, Timo
7
Todorov, Viktor
7
Tu, Yundong
7
Wu, Ximing
7
Xiao, Zhijie
7
Yu, Zhengfei
7
Demetrescu, Matei
6
Dong, Chaohua
6
Hahn, Jinyong
6
Kapetanios, George
6
Kim, Donggyu
6
Lewbel, Arthur
6
Li, Yingying
6
Lucas, André
6
Ma, Jun
6
Nielsen, Morten Ørregaard
6
Shang, Han Lin
6
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Journal of econometrics
6
Econometric reviews
4
Econometric theory
1
Economics letters
1
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic dynamics & control
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ECONIS (ZBW)
15
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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
Fast estimation of a large TVP-VAR model with score-driven volatilities
Zheng, Tingguo
;
Ye, Shiqi
;
Hong, Yongmiao
- In:
Journal of economic dynamics & control
157
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014495380
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
A score statistic for testing the presence of a stochastic trend in conditional variances
Hong, Yongmiao
;
Linton, Oliver
;
McCabe, Brendan Peter Martin
- In:
Economics letters
213
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013442141
Saved in:
5
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:
6
Inferences for a partially varying coefficient model with endogenous regressors
Cai, Zongwu
;
Fang, Ying
;
Lin, Ming
;
Su, Jia
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
1
,
pp. 158-170
Persistent link: https://www.econbiz.de/10012176567
Saved in:
7
The estimation for Lévy processes in high frequency data
Zheng, Jing
;
Gu, Wentao
;
Xu, Baolin
;
Cai, Zongwu
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 1051-1066
Persistent link: https://www.econbiz.de/10012040536
Saved in:
8
Threshold autoregressive models for interval-valued time series data
Sun, Yuying
;
Han, Ai
;
Hong, Yongmiao
;
Wang, Shouyang
- In:
Journal of econometrics
206
(
2018
)
2
,
pp. 414-446
Persistent link: https://www.econbiz.de/10012110403
Saved in:
9
A semiparametric quantile panel data model with an application to estimating the growth effect of FDI
Cai, Zongwu
;
Chen, Linna
;
Fang, Ying
- In:
Journal of econometrics
206
(
2018
)
2
,
pp. 531-553
Persistent link: https://www.econbiz.de/10012110412
Saved in:
10
An efficient integrated nonparametric entropy estimator of serial dependence
Hong, Yongmiao
;
Wang, Xia
;
Zhang, Wenjie
;
Wang, Shouyang
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 728-780
Persistent link: https://www.econbiz.de/10011795488
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