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subject:"Regressionsanalyse"
subject:"Ökonometrie"
~isPartOf:"CEMMAP working papers / Centre for Microdata Methods and Practice"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of econometrics"
~person:"Tsai, Chih-Ling"
~subject:"Estimation"
~subject:"Forecasting model"
~subject:"Korrelation"
~type_genre:"Article in journal"
~type_genre:"Aufsatzsammlung"
~type_genre:"Non-commercial literature"
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Regressionsanalyse
Ökonometrie
Estimation
Forecasting model
Korrelation
Estimation theory
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6
Regression analysis
4
Correlation
3
High-dimensional data
3
Statistical test
3
Statistischer Test
3
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2
Adjacency matrix
1
Adjusted profile score function
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Covariance-mean regression
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Extended Bayesian information criteria
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Multivariate Analyse
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Nichtparametrisches Verfahren
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Tsai, Chih-Ling
Linton, Oliver
28
Chernozhukov, Victor
22
Weidner, Martin
20
Su, Liangjun
14
Belloni, Alexandre
12
Cai, Zongwu
12
Hansen, Christian Bailey
12
Li, Qi
12
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11
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11
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10
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10
Moon, Hyungsik Roger
10
Robinson, Peter M.
10
Chen, Songnian
9
Fernández-Val, Iván
9
Horowitz, Joel
9
Jochmans, Koen
9
Fan, Jianqing
8
Lan, Wei
8
Tauchen, George Eugene
8
Todorov, Viktor
8
Chen, Xiaohong
7
Florens, Jean-Pierre
7
Graham, Bryan S.
7
Hsu, Yu-Chin
7
Sun, Yiguo
7
Taylor, Robert
7
Tu, Yundong
7
Wang, Hansheng
7
Arai, Yoichi
6
Fan, Yanqin
6
Hu, Yingyao
6
Kim, Donggyu
6
Lee, Ji Hyung
6
Lee, Sokbae
6
Li, Jia
6
Newey, Whitney K.
6
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CEMMAP working papers / Centre for Microdata Methods and Practice
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
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ECONIS (ZBW)
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1
Covariance model with general linear structure and divergent parameters
Fan, Xinyan
;
Lan, Wei
;
Zou, Tao
;
Tsai, Chih-Ling
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 36-48
Persistent link: https://www.econbiz.de/10014448670
Saved in:
2
Inference on covariance-mean regression
Zou, Tao
;
Lan, Wei
;
Li, Runze
;
Tsai, Chih-Ling
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 318-338
Persistent link: https://www.econbiz.de/10013463843
Saved in:
3
Testing alphas in conditional time-varying factor models with high-dimensional assets
Ma, Shujie
;
Lan, Wei
;
Su, Liangjun
;
Tsai, Chih-Ling
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 214-227
Persistent link: https://www.econbiz.de/10012179549
Saved in:
4
Covariance matrix estimation via network structure
Lan, Wei
;
Fang, Zheng
;
Wang, Hansheng
;
Tsai, Chih-Ling
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
2
,
pp. 359-369
Persistent link: https://www.econbiz.de/10011895079
Saved in:
5
Testing a single regression coefficient in high dimensional linear models
Lan, Wei
;
Zhong, Ping-Shou
;
Li, Runze
;
Wang, Hansheng
; …
- In:
Journal of econometrics
195
(
2016
)
1
,
pp. 154-168
Persistent link: https://www.econbiz.de/10011705246
Saved in:
6
Testing the diagonality of a large covariance matrix in a regression setting
Lan, Wei
;
Luo, Ronghua
;
Tsai, Chih-Ling
;
Wang, Hansheng
; …
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
1
,
pp. 76-86
Persistent link: https://www.econbiz.de/10011389730
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