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subject:"Regressionsanalyse"
subject:"Ökonometrie"
~isPartOf:"Econometric theory"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of risk and financial management : JRFM"
~person:"Cai, Zongwu"
~subject:"Forecasting model"
~subject:"IV-Schätzung"
~subject:"Statistische Methodenlehre"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Aufsatzsammlung"
~type_genre:"Non-commercial literature"
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Search: subject_exact:"Estimation theory"
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Regressionsanalyse
Ökonometrie
Forecasting model
IV-Schätzung
Statistische Methodenlehre
Zeitreihenanalyse
Estimation theory
18
Schätztheorie
18
Nichtparametrisches Verfahren
9
Nonparametric statistics
9
Regression analysis
6
Estimation
5
Schätzung
5
Statistical test
4
Statistischer Test
4
Prognoseverfahren
3
Time series analysis
3
Econometrics
2
Modellierung
2
Nichtlineare Regression
2
Nonlinear regression
2
Panel
2
Panel study
2
Scientific modelling
2
Auslandsinvestition
1
Auxiliary regressor
1
CAPM
1
China
1
Correlated random effect
1
Cross-section analysis
1
Cross-sectional dependence
1
Derivat
1
Derivative
1
Einheitswurzeltest
1
Embedded endogeneity
1
Endogeneity
1
Foreign direct investment
1
Foreign investment
1
Functional coefficients
1
Functional index coefficient autoregressive model
1
Highly persistent predictor
1
Local linear estimation
1
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Undetermined
6
Type of publication
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Article
10
Book / Working Paper
1
Type of publication (narrower categories)
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Article in journal
Aufsatz im Buch
Aufsatzsammlung
Non-commercial literature
Aufsatz in Zeitschrift
11
Collection of articles of several authors
1
Conference proceedings
1
Konferenzschrift
1
Sammelwerk
1
Language
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English
11
Author
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Cai, Zongwu
Phillips, Peter C. B.
30
Linton, Oliver
19
Taylor, Robert
15
Li, Qi
13
Su, Liangjun
13
Leybourne, Stephen James
12
Robinson, Peter M.
12
Chen, Songnian
11
White, Halbert
11
Sun, Yiguo
10
Xiao, Zhijie
10
Gao, Jiti
9
Wang, Qiying
9
Chambers, Marcus J.
8
Chen, Xiaohong
8
Ghysels, Eric
8
Johansen, Søren
8
Li, Degui
8
Fan, Yanqin
7
Florens, Jean-Pierre
7
Francq, Christian
7
Georgiev, Iliyan
7
Li, Jia
7
Park, Joon Y.
7
Perron, Pierre
7
Sun, Yixiao
7
Swanson, Norman R.
7
Zakoïan, Jean-Michel
7
Andersen, Torben
6
Chan, Ngai Hang
6
Davis, Richard A.
6
Hansen, Bruce E.
6
Harvey, David I.
6
Hong, Yongmiao
6
Lee, Ji Hyung
6
Newey, Whitney K.
6
Ng, Serena
6
Saikkonen, Pentti
6
Stengos, Thanasēs
6
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Institution
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International Symposium on Econometrics of Specification Test in 30 Years <2010, Xiamen>
1
Published in...
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Econometric theory
Journal of econometrics
Journal of risk and financial management : JRFM
Working papers series in theoretical and applied economics
17
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of the American Statistical Association : JASA
2
Discussion papers of interdisciplinary research project 373
1
Econometric reviews
1
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Journal of banking & finance
1
Nonparametric econometric methods
1
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ECONIS (ZBW)
11
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1
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:
2
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:
3
A semiparametric quantile panel data model with an application to estimating the growth effect of FDI
Cai, Zongwu
;
Chen, Linna
;
Fang, Ying
- In:
Journal of econometrics
206
(
2018
)
2
,
pp. 531-553
Persistent link: https://www.econbiz.de/10012110412
Saved in:
4
A consistent nonparametric test on semiparametric smooth coefficient models with integrated time series
Sun, Yiguo
;
Cai, Zongwu
;
Li, Qi
- In:
Econometric theory
32
(
2016
)
4
,
pp. 988-1022
Persistent link: https://www.econbiz.de/10011644226
Saved in:
5
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
Saved in:
6
Functional index coefficient models with variable selection
Cai, Zongwu
;
Juhl, Ted
;
Yang, Bingduo
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 272-284
Persistent link: https://www.econbiz.de/10011504526
Saved in:
7
Testing predictive regression models with nonstationary regressors
Cai, Zongwu
;
Wang, Yunfei
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 4-14
Persistent link: https://www.econbiz.de/10010254993
Saved in:
8
Misspecification test methods in econometrics : editoral
Cai, Zongwu
;
Hong, Yongmiao
;
Li, Qi
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10010254997
Saved in:
9
Annals issue: misspecification test methods in econometrics : [... International Symposium on Econometrics of Specification Test in 30 Years ... held in 2010 in Xiamen, China]
Cai, Zongwu
(
contributor
)
-
2014
Persistent link: https://www.econbiz.de/10010255591
Saved in:
10
Semiparametric quantile regression estimation in dynamic models with partially varying coefficients
Cai, Zongwu
;
Xiao, Zhijie
- In:
Journal of econometrics
167
(
2012
)
2
,
pp. 413-425
Persistent link: https://www.econbiz.de/10009612844
Saved in:
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