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subject:"Prognoseverfahren"
subject:"Regression analysis"
~person:"Baltagi, Badi H."
~person:"Cai, Zongwu"
~source:"econis"
~subject:"Monte Carlo simulation"
~subject:"Statistical distribution"
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Search: subject_exact:"Estimation theory"
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Prognoseverfahren
Regression analysis
Monte Carlo simulation
Statistical distribution
Estimation theory
172
Schätztheorie
172
Panel
81
Panel study
81
Estimation
38
Schätzung
38
Nichtparametrisches Verfahren
37
Nonparametric statistics
37
Regressionsanalyse
37
Theorie
31
Theory
31
Statistical test
30
Statistischer Test
30
Forecasting model
24
Time series analysis
22
Zeitreihenanalyse
22
Autocorrelation
17
Autokorrelation
17
Robust statistics
16
Robustes Verfahren
16
panel data
16
Method of moments
14
Momentenmethode
14
Panel data
14
Räumliche Interaktion
14
Spatial interaction
14
Nonparametric estimation
11
Bayes-Statistik
10
Bayesian inference
10
Causality analysis
8
Kausalanalyse
8
Modellierung
8
Scientific modelling
8
Heteroscedasticity
6
Heteroskedastizität
6
Maximum likelihood estimation
6
Maximum-Likelihood-Schätzung
6
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Online availability
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Free
22
Undetermined
14
Type of publication
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Article
28
Book / Working Paper
25
Type of publication (narrower categories)
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Article in journal
30
Aufsatz in Zeitschrift
30
Arbeitspapier
16
Graue Literatur
16
Non-commercial literature
16
Working Paper
16
Collection of articles of several authors
2
Sammelwerk
2
Conference proceedings
1
Festschrift
1
Konferenzschrift
1
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Language
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English
53
Author
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Baltagi, Badi H.
Cai, Zongwu
Phillips, Peter C. B.
105
Härdle, Wolfgang
52
Gao, Jiti
47
Dette, Holger
42
Linton, Oliver
42
Swanson, Norman R.
42
Chernozhukov, Victor
37
Pesaran, M. Hashem
35
Croux, Christophe
32
Kapetanios, George
32
Corradi, Valentina
26
Otsu, Taisuke
26
Koop, Gary
25
Winkelmann, Rainer
25
Su, Liangjun
24
Einmahl, John H. J.
23
Xiao, Zhijie
23
Dufour, Jean-Marie
22
Marcellino, Massimiliano
22
Weidner, Martin
22
Yang, Lijian
22
Hansen, Christian Bailey
21
Horowitz, Joel
21
Li, Qi
21
Ullah, Aman
21
Wang, Hansheng
21
White, Halbert
21
Florens, Jean-Pierre
20
Newey, Whitney K.
20
Racine, Jeffrey
20
Wang, Qiying
20
Xu, Ke-Li
20
Kitagawa, Toru
19
McAleer, Michael
19
Parmeter, Christopher F.
19
Arai, Yoichi
18
Li, Degui
18
Schorfheide, Frank
18
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Institution
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Conference on Economic Applications of Quantile Regressions <2000, Konstanz>
1
Universität Konstanz
1
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Working papers series in theoretical and applied economics
14
Journal of econometrics
6
Center for Policy Research Working Paper
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Economics letters
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Econometric theory
2
Journal of the American Statistical Association : JASA
2
The econometrics journal
2
Annales d'économie et de statistique
1
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
1
Econometric reviews
1
International journal of forecasting
1
Journal of banking & finance
1
Journal of forecasting
1
LSE STICERD Research Paper
1
Oxford bulletin of economics and statistics
1
SERC discussion paper
1
Spatial economic analysis : the journal of the Regional Studies Association
1
Working papers / University of Connecticut, Department of Economics
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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
A combination forecast for nonparametric models with structural breaks
Cai, Zongwu
;
Gunawan
-
2023
Persistent link: https://www.econbiz.de/10014414260
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
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
The distribution of rolling regression estimators
Cai, Zongwu
;
Juhl, Ted
-
2022
Persistent link: https://www.econbiz.de/10014280636
Saved in:
7
Testing heteroskedasticity for predictive regressions with nonstationary regressors
Hong, Shaoxin
;
Zhang, Zhengyi
;
Cai, Zongwu
-
2021
Persistent link: https://www.econbiz.de/10012425349
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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