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subject:"Panel"
subject:"Stochastic process"
~person:"Cai, Zongwu"
~subject:"Monte-Carlo-Simulation"
~subject:"Prognoseverfahren"
~subject:"Schätzung"
~subject:"Volatilität"
~type:"article"
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Search: subject_exact:"Estimation theory"
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Panel
Stochastic process
Monte-Carlo-Simulation
Prognoseverfahren
Schätzung
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Estimation theory
31
Schätztheorie
31
Nichtparametrisches Verfahren
18
Nonparametric statistics
18
Regression analysis
13
Regressionsanalyse
13
Statistical test
8
Statistischer Test
8
Forecasting model
7
Estimation
6
Panel study
4
Time series analysis
4
Zeitreihenanalyse
4
Predictive regression
3
CAPM
2
Econometrics
2
Endogeneity
2
Functional coefficients
2
Generalized F-test
2
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Bootstrap-Verfahren
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Causality analysis
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Conditional capital asset pricing model
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16
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Cai, Zongwu
Baltagi, Badi H.
46
Su, Liangjun
28
Gao, Jiti
23
Phillips, Peter C. B.
22
Westerlund, Joakim
22
Lee, Lung-fei
21
Bai, Jushan
18
Kumbhakar, Subal
18
Pesaran, M. Hashem
18
Hsiao, Cheng
17
Kumar, Dilip
16
Tsionas, Efthymios G.
16
Kapetanios, George
15
Li, Qi
15
Maheswaran, S.
15
Sun, Yiguo
15
Ullah, Aman
15
Kao, Chihwa
14
Tauchen, George Eugene
14
Teräsvirta, Timo
14
Swanson, Norman R.
13
Yu, Jihai
13
Francq, Christian
12
Linton, Oliver
12
Todorov, Viktor
12
Zhou, Qiankun
12
Hayakawa, Kazuhiko
11
Lesage, James P.
11
Li, Jia
11
Pirotte, Alain
11
Yang, Zhenlin
11
Dufour, Jean-Marie
10
Ghysels, Eric
10
Hafner, Christian M.
10
Han, Chirok
10
Koop, Gary
10
Liu, Long
10
Moon, Hyungsik Roger
10
Parmeter, Christopher F.
10
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Journal of econometrics
5
Econometric reviews
3
Econometric theory
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Journal of banking & finance
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ECONIS (ZBW)
16
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1
A new robust inference for predictive quantile regression
Cai, Zongwu
;
Chen, Haiqiang
;
Liao, Xiaosai
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 227-250
Persistent link: https://www.econbiz.de/10014364804
Saved in:
2
Testing for structural change of predictive regression model to threshold predictive regression model
Zhu, Fukang
;
Liu, Mengya
;
Ling, Shiqing
;
Cai, Zongwu
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 228-240
Persistent link: https://www.econbiz.de/10013540808
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
Testing heteroskedasticity for predictive regressions with nonstationary regressors
Hong, Shaoxin
;
Zhang, Zhengyi
;
Cai, Zongwu
- In:
Economics letters
201
(
2021
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012607071
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
Unified tests for a dynamic predictive regression
Yang, Bingduo
;
Liu, Xiaohui
;
Peng, Liang
;
Cai, Zongwu
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 684-699
Persistent link: https://www.econbiz.de/10012588007
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
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:
9
A semiparametric conditional capital asset pricing model
Cai, Zongwu
;
Ren, Yu
;
Yang, Bingduo
- In:
Journal of banking & finance
61
(
2015
),
pp. 117-126
Persistent link: https://www.econbiz.de/10011545159
Saved in:
10
Testing instability in a predictive regression model with nonstationary regressors
Cai, Zongwu
;
Wang, Yunfei
;
Wang, Yonggang
- In:
Econometric theory
31
(
2015
)
5
,
pp. 953-980
Persistent link: https://www.econbiz.de/10011545495
Saved in:
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