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subject:"Prognoseverfahren"
subject:"USA"
~isPartOf:"Econometric theory"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of the American Statistical Association : JASA"
~person:"Cai, Zongwu"
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Prognoseverfahren
USA
Estimation theory
9
Schätztheorie
9
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
Regression analysis
4
Regressionsanalyse
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Estimation
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Schätzung
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Forecasting model
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CAPM
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Conditional capital asset pricing model
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Data snooping
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Generalized likelihood ratio
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Smoothly clipped absolute deviation penalty
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Statistical test
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Cai, Zongwu
Jiang, Jiming
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Econometric theory
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Journal of banking & finance
Journal of the American Statistical Association : JASA
Working papers series in theoretical and applied economics
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of econometrics
2
Economics letters
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ECONIS (ZBW)
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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
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A new semiparametric test for superior predictive ability
Cai, Zongwu
;
Jiang, Jiancheng
;
Zhang, Jingshuang
; …
- In:
Empirical economics : a journal of the Institute for …
48
(
2015
)
1
,
pp. 389-405
Persistent link: https://www.econbiz.de/10011287553
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