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subject:"Nonparametric statistics"
~person:"Cai, Zongwu"
~person:"Hong, Yongmiao"
~subject:"Panel study"
~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
Panel study
Zeitreihenanalyse
Estimation theory
44
Schätztheorie
44
Nichtparametrisches Verfahren
18
Regression analysis
15
Regressionsanalyse
15
Time series analysis
12
Statistical test
10
Statistischer Test
10
Estimation
9
Schätzung
9
Theorie
8
Theory
8
Forecasting model
7
Prognoseverfahren
7
Modellierung
4
Panel
4
Scientific modelling
4
Statistical theory
4
Statistische Methodenlehre
4
Bootstrap approach
3
Bootstrap-Verfahren
3
Endogeneity
3
Heteroscedasticity
3
Heteroskedastizität
3
Nichtlineare Regression
3
Nonlinear regression
3
Predictive regression
3
Autocorrelation
2
Autokorrelation
2
CAPM
2
Econometrics
2
Functional coefficients
2
Generalized F-test
2
Nonparametric test
2
Option pricing theory
2
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2
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Article
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26
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27
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Cai, Zongwu
Hong, Yongmiao
Phillips, Peter C. B.
45
Linton, Oliver
42
Baltagi, Badi H.
39
Li, Qi
37
Su, Liangjun
37
Gao, Jiti
33
Kumbhakar, Subal
25
Westerlund, Joakim
23
Chen, Xiaohong
20
Florens, Jean-Pierre
19
Robinson, Peter M.
19
Chen, Songnian
18
Hsiao, Cheng
18
Leybourne, Stephen James
18
Parmeter, Christopher F.
18
Racine, Jeffrey
18
Li, Degui
17
Simar, Léopold
17
Sun, Yiguo
17
Ullah, Aman
17
Xiao, Zhijie
17
Bai, Jushan
16
Escanciano, Juan Carlos
16
Kapetanios, George
16
Lee, Lung-fei
16
Lütkepohl, Helmut
16
Pesaran, M. Hashem
16
Taylor, Robert
16
Teräsvirta, Timo
16
Perron, Pierre
15
Tsionas, Efthymios G.
15
Ai, Chunrong
14
Hahn, Jinyong
14
Harvey, Andrew C.
14
Jochmans, Koen
14
Johansen, Søren
14
White, Halbert
14
Chambers, Marcus J.
13
Fan, Jianqing
13
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
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Journal of econometrics
10
Econometric reviews
4
Econometric theory
4
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
1
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
27
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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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