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subject:"Regressionsanalyse"
subject:"Ökonometrie"
~person:"Baltagi, Badi H."
~person:"Cai, Zongwu"
~person:"Maravall Herrero, Agustín"
~subject:"Forecasting model"
~subject:"Statistische Verteilung"
~subject:"Time series analysis"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Aufsatzsammlung"
~type_genre:"Bibliografie"
~type_genre:"Non-commercial literature"
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Search: subject_exact:"Estimation theory"
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Subject
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Regressionsanalyse
Ökonometrie
Forecasting model
Statistische Verteilung
Time series analysis
Estimation theory
175
Schätztheorie
175
Panel
66
Panel study
66
Theorie
54
Theory
54
Zeitreihenanalyse
44
Nichtparametrisches Verfahren
37
Nonparametric statistics
37
Estimation
34
Schätzung
34
Regression analysis
32
Statistical test
28
Statistischer Test
28
Prognoseverfahren
22
panel data
15
Autocorrelation
14
Autokorrelation
14
Panel data
14
Robust statistics
13
Robustes Verfahren
13
Method of moments
12
Momentenmethode
12
Räumliche Interaktion
12
Spatial interaction
12
Nonparametric estimation
11
Bayes-Statistik
10
Bayesian inference
10
Causality analysis
8
Kausalanalyse
8
Saisonale Schwankungen
8
Seasonal variations
8
Modellierung
7
Scientific modelling
7
Heteroscedasticity
6
Heteroskedastizität
6
Maximum likelihood estimation
6
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Online availability
All
Free
20
Undetermined
19
Type of publication
All
Book / Working Paper
47
Article
39
Type of publication (narrower categories)
All
Article in journal
Aufsatz im Buch
Aufsatzsammlung
Bibliografie
Non-commercial literature
Aufsatz in Zeitschrift
43
Arbeitspapier
42
Working Paper
42
Graue Literatur
41
Collection of articles of several authors
7
Sammelwerk
7
Konferenzschrift
3
Book section
2
Conference proceedings
2
Festschrift
1
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Language
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English
85
Spanish
2
Author
All
Baltagi, Badi H.
Cai, Zongwu
Maravall Herrero, Agustín
Phillips, Peter C. B.
106
Gao, Jiti
75
Härdle, Wolfgang
57
Linton, Oliver
56
Dette, Holger
43
Johansen, Søren
43
Koopman, Siem Jan
43
Kapetanios, George
37
Lütkepohl, Helmut
36
Teräsvirta, Timo
36
Chernozhukov, Victor
35
Swanson, Norman R.
35
Nielsen, Morten Ørregaard
32
Koop, Gary
29
Franses, Philip Hans
28
Lucas, André
28
Taylor, Robert
28
Croux, Christophe
27
Li, Qi
27
Pesaran, M. Hashem
27
Chen, Xiaohong
26
Nielsen, Bent
26
Su, Liangjun
26
Xiao, Zhijie
26
Li, Degui
25
Otsu, Taisuke
25
Robinson, Peter M.
25
Harvey, Andrew C.
24
Hendry, David F.
24
Ullah, Aman
24
Peng, Bin
23
Perron, Pierre
23
Sibbertsen, Philipp
23
Chambers, Marcus J.
22
Leybourne, Stephen James
22
Marcellino, Massimiliano
22
Racine, Jeffrey
22
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Institution
All
European University Institute / Department of Economics
7
Conference on Economic Applications of Quantile Regressions <2000, Konstanz>
1
International Symposium on Econometrics of Specification Test in 30 Years <2010, Xiamen>
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Universität Konstanz
1
Published in...
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Working papers series in theoretical and applied economics
17
Journal of econometrics
13
Documentos de trabajo / Banco de España, Servicio de Estudios
10
EUI working paper / ECO
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
Econometric reviews
5
Econometric theory
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Economics letters
2
Journal of the American Statistical Association : JASA
2
The econometrics journal
2
Discussion papers of interdisciplinary research project 373
1
EUI working papers
1
Empirical economic and financial research : theory, methods and practice ; [Festschrift in honour of Professor Siegfried Heiler]
1
International journal of forecasting
1
Journal of applied econometrics
1
Journal of banking & finance
1
Journal of forecasting
1
Nonparametric econometric methods
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
1
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Source
All
ECONIS (ZBW)
86
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1
A combination forecast for nonparametric models with structural breaks
Cai, Zongwu
;
Gunawan
-
2023
Persistent link: https://www.econbiz.de/10014414260
Saved in:
2
Penalized model averaging for high dimensional quantile regressions
Bao, Haowen
;
Cai, Zongwu
;
Sun, Yuying
-
2023
Persistent link: https://www.econbiz.de/10014280711
Saved in:
3
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:
4
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:
5
A nonparametric dynamic network via multivariate quantile autoregressions
Cai, Zongwu
;
Liu, Xiyuan
-
2022
Persistent link: https://www.econbiz.de/10013283992
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 conditional independence in macroeconomic policy evaluation for time series data
Fang, Ying
;
Lin, Ming
;
Tang, Shengfang
;
Cai, Zongwu
-
2021
Persistent link: https://www.econbiz.de/10012663950
Saved in:
8
Testing heteroskedasticity for predictive regressions with nonstationary regressors
Hong, Shaoxin
;
Zhang, Zhengyi
;
Cai, Zongwu
-
2021
Persistent link: https://www.econbiz.de/10012425349
Saved in:
9
Semiparametric estimation and model selection for conditional mixture copula models
Liu, Guannan
;
Long, Wei
;
Yang, Bingduo
;
Cai, Zongwu
-
2021
Persistent link: https://www.econbiz.de/10012425393
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
Saved in:
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