//--> //--> //--> //-->
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:"Nonparametric statistics"
~person:"Cai, Zongwu"
~person:"Hong, Yongmiao"
~person:"Leybourne, Stephen James"
~subject:"Zeitreihenanalyse"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Übersichtsarbeit"
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
| 7 applied filters
Year of publication
From:
To:
Subject
All
Nonparametric statistics
Zeitreihenanalyse
Estimation theory
70
Schätztheorie
70
Time series analysis
30
Nichtparametrisches Verfahren
18
Regression analysis
16
Regressionsanalyse
16
Theorie
16
Theory
16
Statistical test
15
Statistischer Test
15
Estimation
10
Forecasting model
10
Prognoseverfahren
10
Schätzung
10
Structural break
10
Strukturbruch
10
Einheitswurzeltest
7
Unit root test
7
Statistical theory
5
Statistische Methodenlehre
5
Autocorrelation
4
Autokorrelation
4
Bootstrap approach
4
Bootstrap-Verfahren
4
Modellierung
4
Panel
4
Panel study
4
Predictive regression
4
Scientific modelling
4
Unit root
4
Endogeneity
3
Heteroscedasticity
3
Heteroskedastizität
3
Nichtlineare Regression
3
Nonlinear regression
3
Trend break
3
Volatility
3
Volatilität
3
more ...
less ...
Online availability
All
Undetermined
19
Free
1
Type of publication
All
Article
44
Book / Working Paper
1
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Übersichtsarbeit
Article in journal
44
Arbeitspapier
24
Working Paper
24
Graue Literatur
23
Non-commercial literature
23
Aufsatz im Buch
2
Book section
2
Conference paper
1
Konferenzbeitrag
1
Systematic review
1
more ...
less ...
Language
All
English
45
Author
All
Cai, Zongwu
Hong, Yongmiao
Leybourne, Stephen James
Linton, Oliver
42
Phillips, Peter C. B.
39
Li, Qi
36
Gao, Jiti
27
Su, Liangjun
24
Chen, Xiaohong
20
Florens, Jean-Pierre
19
Kumbhakar, Subal
19
Parmeter, Christopher F.
18
Racine, Jeffrey
18
Chen, Songnian
17
Robinson, Peter M.
17
Simar, Léopold
17
Sun, Yiguo
17
Xiao, Zhijie
17
Escanciano, Juan Carlos
16
Li, Degui
16
Lütkepohl, Helmut
16
Taylor, Robert
16
Teräsvirta, Timo
16
Ullah, Aman
16
Perron, Pierre
15
Tsionas, Efthymios G.
15
Harvey, Andrew C.
14
Johansen, Søren
14
Kapetanios, George
14
White, Halbert
14
Chambers, Marcus J.
13
Fan, Jianqing
13
Hassler, Uwe
13
Horowitz, Joel
13
Baillie, Richard
12
Henderson, Daniel J.
12
Hoderlein, Stefan
11
Lewbel, Arthur
11
Newey, Whitney K.
11
Otsu, Taisuke
11
Hsiao, Cheng
10
more ...
less ...
Institution
All
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Published in...
All
Journal of econometrics
17
Econometric theory
8
Econometric reviews
4
Economics letters
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of the American Statistical Association : JASA
2
Discussion papers of interdisciplinary research project 373
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Journal of banking & finance
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of forecasting
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The review of economic studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
45
Showing
1
-
10
of
45
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
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
Testing the order of fractional integration of a time series in the possible presence of a trend break at an unknown point
Iacone, Fabrizio
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Econometric theory
35
(
2019
)
6
,
pp. 1201-1233
Persistent link: https://www.econbiz.de/10012149284
Saved in:
8
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:
9
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:
10
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:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->