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subject:"Probability theory"
subject:"Statistische Methodenlehre"
~person:"Cai, Zongwu"
~person:"Fahrmeir, Ludwig"
~person:"McAleer, Michael"
~subject:"Monte-Carlo-Simulation"
~subject:"Regression analysis"
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Search: subject_exact:"Estimation theory"
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Probability theory
Statistische Methodenlehre
Monte-Carlo-Simulation
Regression analysis
Estimation theory
186
Schätztheorie
186
Regressionsanalyse
41
Nichtparametrisches Verfahren
38
Nonparametric statistics
38
Theorie
38
Theory
38
Time series analysis
31
Zeitreihenanalyse
31
Estimation
29
Schätzung
28
Statistical test
25
Statistischer Test
25
Forecasting model
16
Prognoseverfahren
16
Modellierung
13
Scientific modelling
13
Stochastic process
13
Stochastischer Prozess
13
Nonparametric estimation
11
Causality analysis
10
Kausalanalyse
10
Statistical distribution
10
Statistische Verteilung
10
ARCH model
9
ARCH-Modell
9
Autocorrelation
9
Autokorrelation
9
Statistical theory
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Volatility
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Volatilität
8
Ökonometrie
8
Maximum likelihood estimation
7
Maximum-Likelihood-Schätzung
7
Panel
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Panel study
7
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7
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Cai, Zongwu
Fahrmeir, Ludwig
McAleer, Michael
Phillips, Peter C. B.
93
Härdle, Wolfgang
49
Gao, Jiti
43
Dette, Holger
42
Linton, Oliver
35
Pesaran, M. Hashem
35
Chernozhukov, Victor
30
Croux, Christophe
27
Otsu, Taisuke
27
Dufour, Jean-Marie
25
Horowitz, Joel
25
Su, Liangjun
25
Florens, Jean-Pierre
23
White, Halbert
23
Xiao, Zhijie
23
Li, Qi
22
Newey, Whitney K.
22
Weidner, Martin
22
Yang, Lijian
22
Bera, Anil K.
21
Imbens, Guido
21
Kapetanios, George
21
Stock, James H.
21
Wang, Hansheng
21
Winkelmann, Rainer
21
Wooldridge, Jeffrey M.
21
Hansen, Christian Bailey
20
Wang, Qiying
20
Arai, Yoichi
18
Huber, Martin
18
Xu, Ke-Li
18
Angrist, Joshua D.
17
Hansen, Bruce E.
17
Imbens, Guido W.
17
Li, Degui
17
Racine, Jeffrey
17
Schorfheide, Frank
17
Tsionas, Efthymios G.
17
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Shakai-Keizai-Kenkyūsho <Osaka>
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Working papers series in theoretical and applied economics
11
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8
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6
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Working papers in quantitative economics and econometrics
3
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2
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2
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1
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1
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1
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1
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1
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1
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1
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1
Tinbergen Institute Discussion Paper 2017-105/III
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ECONIS (ZBW)
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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
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:
3
A nonparametric dynamic network via multivariate quantile autoregressions
Cai, Zongwu
;
Liu, Xiyuan
-
2022
Persistent link: https://www.econbiz.de/10013283992
Saved in:
4
The distribution of rolling regression estimators
Cai, Zongwu
;
Juhl, Ted
-
2022
Persistent link: https://www.econbiz.de/10014280636
Saved in:
5
Testing heteroskedasticity for predictive regressions with nonstationary regressors
Hong, Shaoxin
;
Zhang, Zhengyi
;
Cai, Zongwu
-
2021
Persistent link: https://www.econbiz.de/10012425349
Saved in:
6
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:
7
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:
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 asset return predictability via quantile regression
Cai, Zongwu
;
Chen, Haiqiang
;
Liao, Xiaosai
-
2020
Persistent link: https://www.econbiz.de/10012203086
Saved in:
10
Testing for structural change of predictive regression model to threshold predictive regression model
Zhu, Fukang
;
Liu, Mengya
;
Ling, Shiqing
;
Cai, Zongwu
-
2020
Persistent link: https://www.econbiz.de/10012425329
Saved in:
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