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subject:"Regressionsanalyse"
subject:"Ökonometrie"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Ling, Shiqing"
~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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Search: subject_exact:"Estimation theory"
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Regressionsanalyse
Ökonometrie
Estimation
Forecasting model
Korrelation
Estimation theory
8
Schätztheorie
8
Correlation
4
High-dimensional data
3
Regression analysis
3
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3
Statistical test
3
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3
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2
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2
Autocorrelation
2
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2
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Time series analysis
2
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1
Adjacency matrix
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Conditional alpha test
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Covariance estimation
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Covariance models with general linear structure
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Ling, Shiqing
Tsai, Chih-Ling
Lan, Wei
6
Su, Liangjun
6
Wang, Hansheng
5
Li, Qi
4
Liesenfeld, Roman
4
Cai, Zongwu
3
Gao, Jiti
3
Hsu, Yu-Chin
3
Härdle, Wolfgang
3
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3
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3
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3
Yamagata, Takashi
3
Bauwens, Luc
2
Belloni, Alexandre
2
Bera, Anil K.
2
Bodnar, Taras
2
Bollerslev, Tim
2
Caner, Mehmet
2
Chernozhukov, Victor
2
Einmahl, John H. J.
2
Franses, Philip Hans
2
Hautsch, Nikolaus
2
Higgins, Matthew Lawrence
2
Juodis, Artūras
2
Kozbur, Damian
2
Li, Degui
2
Lin, Yuanyuan
2
Matsushita, Yukitoshi
2
Müller, Ulrich K.
2
Otsu, Taisuke
2
Pan, Zhewen
2
Peng, Liang
2
Qin, Jing
2
Racine, Jeffrey
2
Richard, Jean-François
2
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
2
Annals of financial economics
1
Working papers series in theoretical and applied economics
1
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ECONIS (ZBW)
6
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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
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:
3
Testing serial correlation and ARCH effect of high-dimensional time-series data
Ling, Shiqing
;
Tsay, Ruey S.
;
Yang, Yaxing
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
1
,
pp. 136-147
Persistent link: https://www.econbiz.de/10012424504
Saved in:
4
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:
5
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:
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
Saved in:
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