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subject:"Panel"
subject:"Stochastic process"
~person:"Cai, Zongwu"
~person:"Linton, Oliver"
~subject:"Forecasting model"
~subject:"Regression analysis"
~type_genre:"Non-commercial literature"
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Search: subject_exact:"Estimation theory"
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Panel
Stochastic process
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Regression analysis
Estimation theory
97
Schätztheorie
97
Nichtparametrisches Verfahren
61
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61
Estimation
39
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39
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24
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21
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21
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11
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11
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Cai, Zongwu
Linton, Oliver
Phillips, Peter C. B.
43
Härdle, Wolfgang
40
Dette, Holger
38
Pesaran, M. Hashem
38
Gao, Jiti
37
Weidner, Martin
26
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22
Marcellino, Massimiliano
19
Fernández-Val, Iván
18
Croux, Christophe
17
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15
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15
Arai, Yoichi
14
Baltagi, Badi H.
14
Koop, Gary
13
Hansen, Christian Bailey
12
Huber, Florian
12
Koopman, Siem Jan
12
Otsu, Taisuke
12
Jochmans, Koen
11
Kiviet, J. F.
11
Neumeyer, Natalie
11
Van Keilegom, Ingrid
11
Čížek, Pavel
11
Belloni, Alexandre
10
Hyndman, Rob J.
10
Newey, Whitney K.
10
Sperlich, Stefan
10
Yang, Lijian
10
Bun, Maurice J. G.
9
Chaturvedi, Anoop
9
Corradi, Valentina
9
Graham, Bryan S.
9
Imbens, Guido
9
Moon, Hyungsik Roger
9
Peng, Bin
9
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9
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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A combination forecast for nonparametric models with structural breaks
Cai, Zongwu
;
Gunawan
-
2023
Persistent link: https://www.econbiz.de/10014414260
Saved in:
2
A model specification test for nonlinear stochastic diffusions with delay
Cai, Zongwu
;
Mei, Hongwei
;
Wang, Rui
-
2023
Persistent link: https://www.econbiz.de/10014280707
Saved in:
3
Penalized model averaging for high dimensional quantile regressions
Bao, Haowen
;
Cai, Zongwu
;
Sun, Yuying
-
2023
Persistent link: https://www.econbiz.de/10014280711
Saved in:
4
Estimating quantile treatment effects for panel data
Cai, Zongwu
;
Fang, Ying
;
Lin, Ming
;
Zhan, Mingfeng
-
2022
Persistent link: https://www.econbiz.de/10012888248
Saved in:
5
A new test on asset return predictability with structural breaks
Cai, Zongwu
;
Chang, Seong Yeon
-
2022
Persistent link: https://www.econbiz.de/10012888261
Saved in:
6
CCE estimation of high-dimensional panel data models with interactive fixed effects
Vogt, Michael
;
Walsh, Christopher
;
Linton, Oliver
-
2022
Persistent link: https://www.econbiz.de/10013485021
Saved in:
7
Nonparametric estimation of large spot volatility matrices for high-frequency financial data
Bu, Ruijun
;
Li, Degui
;
Linton, Oliver
;
Wang, Hanchao
-
2022
-
This version: March 16, 2022
Persistent link: https://www.econbiz.de/10013263439
Saved in:
8
A nonparametric dynamic network via multivariate quantile autoregressions
Cai, Zongwu
;
Liu, Xiyuan
-
2022
Persistent link: https://www.econbiz.de/10013283992
Saved in:
9
The distribution of rolling regression estimators
Cai, Zongwu
;
Juhl, Ted
-
2022
Persistent link: https://www.econbiz.de/10014280636
Saved in:
10
Estimating time-varying networks for high-dimensional time series
Chen, Jia
;
Li, Degui
;
Li, Yuning
;
Linton, Oliver
-
2022
-
Version: December 13, 2022
Persistent link: https://www.econbiz.de/10013503856
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