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subject:"Probability theory"
subject:"Statistische Methodenlehre"
~person:"Cai, Zongwu"
~person:"Fahrmeir, Ludwig"
~person:"McAleer, Michael"
~person:"White, Halbert"
~subject:"Kausalanalyse"
~subject:"Monte-Carlo-Simulation"
~subject:"Regression analysis"
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Search: subject_exact:"Estimation theory"
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Probability theory
Statistische Methodenlehre
Kausalanalyse
Monte-Carlo-Simulation
Regression analysis
Estimation theory
269
Schätztheorie
269
Theorie
58
Theory
58
Nichtparametrisches Verfahren
56
Nonparametric statistics
56
Regressionsanalyse
51
Time series analysis
39
Zeitreihenanalyse
39
Estimation
38
Schätzung
37
Statistical test
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Statistischer Test
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Forecasting model
22
Modellierung
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Prognoseverfahren
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Scientific modelling
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Statistical theory
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Statistical distribution
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Statistische Verteilung
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Causality analysis
13
Stochastic process
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ARCH model
12
ARCH-Modell
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Nonparametric estimation
11
Nichtlineare Regression
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Nonlinear regression
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Panel
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Ökonometrie
10
Autocorrelation
9
Autokorrelation
9
Maximum-Likelihood-Schätzung
9
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9
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Cai, Zongwu
Fahrmeir, Ludwig
McAleer, Michael
White, Halbert
Phillips, Peter C. B.
96
Härdle, Wolfgang
49
Gao, Jiti
44
Dette, Holger
42
Imbens, Guido
39
Linton, Oliver
37
Pesaran, M. Hashem
36
Lechner, Michael
32
Chernozhukov, Victor
31
Otsu, Taisuke
29
Wooldridge, Jeffrey M.
29
Croux, Christophe
27
Dufour, Jean-Marie
26
Su, Liangjun
26
Horowitz, Joel
25
Newey, Whitney K.
25
Florens, Jean-Pierre
23
Hsu, Yu-Chin
23
Li, Qi
23
Słoczyński, Tymon
23
Weidner, Martin
23
Xiao, Zhijie
23
Angrist, Joshua D.
22
Imbens, Guido W.
22
Kapetanios, George
22
Winkelmann, Rainer
22
Yang, Lijian
22
Bera, Anil K.
21
Hansen, Christian Bailey
21
Stock, James H.
21
Wang, Hansheng
21
Huber, Martin
20
Wang, Qiying
20
Arai, Yoichi
18
Kitagawa, Toru
18
Li, Degui
18
Racine, Jeffrey
18
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Shakai-Keizai-Kenkyūsho <Osaka>
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Working papers series in theoretical and applied economics
18
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11
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8
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6
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4
Econometric theory
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of the American Statistical Association : JASA
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Working papers in quantitative economics and econometrics
3
Boston College working papers in economics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
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1
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1
Essays in honor of Jerry Hausman
1
International economic review
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Journal of banking & finance
1
Journal of quantitative economics : official journal of the Indian Econometric Society
1
LSE STICERD Research Paper
1
Maximum likelihood estimation of misspecified models : twenty years later
1
Technical report series / Stanford Institute for Theoretical Economics, Stanford University
1
The Japanese economic review : the journal of the Japanese Economic Association
1
Tinbergen Institute Discussion Paper 2017-105/III
1
Working Papers in Economics and Econometrics, the Australian National University, Faculty of Economics and Research School of Social Sciences / Working Paper
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Working Papers in Economics, Department of Poilitical Economy, the Johns Hopkins University
1
Working papers / University of Tokyo, Graduate School of Arts and Sciences, Department of Advanced Social and International Studies
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ECONIS (ZBW)
92
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1
Penalized model averaging for high dimensional quantile regressions
Bao, Haowen
;
Cai, Zongwu
;
Sun, Yuying
-
2023
Persistent link: https://www.econbiz.de/10014280711
Saved in:
2
A quasi synthetic control method for nonlinear models
Cai, Zongwu
;
Fang, Ying
;
Lin, Ming
;
Wu, Zixuan
-
2023
Persistent link: https://www.econbiz.de/10014280802
Saved in:
3
A nonparametric dynamic network via multivariate quantile autoregressions
Cai, Zongwu
;
Liu, Xiyuan
-
2022
Persistent link: https://www.econbiz.de/10013283992
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
The distribution of rolling regression estimators
Cai, Zongwu
;
Juhl, Ted
-
2022
Persistent link: https://www.econbiz.de/10014280636
Saved in:
6
Testing heteroskedasticity for predictive regressions with nonstationary regressors
Hong, Shaoxin
;
Zhang, Zhengyi
;
Cai, Zongwu
-
2021
Persistent link: https://www.econbiz.de/10012425349
Saved in:
7
Testing conditional independence in macroeconomic policy evaluation for time series data
Fang, Ying
;
Lin, Ming
;
Tang, Shengfang
;
Cai, Zongwu
-
2021
Persistent link: https://www.econbiz.de/10012663950
Saved in:
8
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:
9
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:
10
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
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