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subject:"Nonparametric statistics"
~person:"Cai, Zongwu"
~person:"Hong, Yongmiao"
~subject:"Estimation"
~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
Estimation
Zeitreihenanalyse
Estimation theory
44
Schätztheorie
44
Nichtparametrisches Verfahren
18
Regression analysis
15
Regressionsanalyse
15
Time series analysis
12
Statistical test
10
Statistischer Test
10
Schätzung
9
Theorie
8
Theory
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7
Prognoseverfahren
7
Modellierung
4
Panel
4
Panel study
4
Scientific modelling
4
Statistical theory
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Statistische Methodenlehre
4
Bootstrap approach
3
Bootstrap-Verfahren
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Endogeneity
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Heteroscedasticity
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Heteroskedastizität
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Nichtlineare Regression
3
Nonlinear regression
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Autocorrelation
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Autokorrelation
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CAPM
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Econometrics
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Functional coefficients
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Generalized F-test
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Nonparametric test
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Article
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English
31
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Cai, Zongwu
Hong, Yongmiao
Linton, Oliver
42
Phillips, Peter C. B.
42
Li, Qi
39
Gao, Jiti
31
Su, Liangjun
29
Kumbhakar, Subal
24
Chen, Xiaohong
21
Racine, Jeffrey
21
Florens, Jean-Pierre
19
Parmeter, Christopher F.
19
Tsionas, Efthymios G.
19
Escanciano, Juan Carlos
18
Leybourne, Stephen James
18
Lütkepohl, Helmut
18
Robinson, Peter M.
18
Chen, Songnian
17
Kapetanios, George
17
Li, Degui
17
Simar, Léopold
17
Sun, Yiguo
17
Ullah, Aman
17
Xiao, Zhijie
17
Baillie, Richard
16
Johansen, Søren
16
Taylor, Robert
16
Teräsvirta, Timo
16
White, Halbert
16
Baltagi, Badi H.
15
Harvey, Andrew C.
15
Perron, Pierre
15
Westerlund, Joakim
15
Fan, Jianqing
14
Henderson, Daniel J.
14
Hsiao, Cheng
14
Tauchen, George Eugene
14
Chambers, Marcus J.
13
Hassler, Uwe
13
Horowitz, Joel
13
Koop, Gary
13
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Journal of econometrics
11
Econometric theory
6
Econometric reviews
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
Economics letters
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ECONIS (ZBW)
31
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1
Penalized time-varying model averaging
Sun, Yuying
;
Hong, Yongmiao
;
Wang, Shouyang
;
Zhang, Xinyu
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1355-1377
Persistent link: https://www.econbiz.de/10014471396
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
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
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