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subject:"Regressionsanalyse"
subject:"Ökonometrie"
~person:"Cai, Zongwu"
~person:"Li, Degui"
~subject:"Forecasting model"
~subject:"Stichprobenerhebung"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Aufsatzsammlung"
~type_genre:"Bibliografie"
~type_genre:"Thesis"
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Search: subject_exact:"Estimation theory"
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Regressionsanalyse
Ökonometrie
Forecasting model
Stichprobenerhebung
Estimation theory
52
Schätztheorie
52
Nichtparametrisches Verfahren
32
Nonparametric statistics
32
Regression analysis
20
Time series analysis
11
Zeitreihenanalyse
11
Estimation
9
Schätzung
9
Statistical test
9
Statistischer Test
9
Prognoseverfahren
8
Panel
7
Panel study
7
Correlation
4
Korrelation
4
Nichtlineare Regression
4
Nonlinear regression
4
Semiparametric estimation
4
Econometrics
3
Endogeneity
3
Functional coefficients
3
Predictive regression
3
Sparsity
3
Bandwidth selection
2
Bootstrap method
2
CAPM
2
Cointegration
2
Discrete regressors
2
Dynamic covariance matrix
2
Einheitswurzeltest
2
Generalized F-test
2
Kernel degeneracy
2
Kernel estimation
2
Kointegration
2
Local linear estimation
2
Local linear smoothing
2
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Undetermined
17
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Article
24
Book / Working Paper
1
Type of publication (narrower categories)
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Article in journal
Aufsatz im Buch
Aufsatzsammlung
Bibliografie
Thesis
Aufsatz in Zeitschrift
24
Graue Literatur
17
Non-commercial literature
17
Arbeitspapier
16
Working Paper
16
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1
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1
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English
25
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Cai, Zongwu
Li, Degui
Phillips, Peter C. B.
25
Linton, Oliver
19
Su, Liangjun
19
Ullah, Aman
18
Li, Qi
17
Baltagi, Badi H.
16
Chen, Songnian
16
Tu, Yundong
14
Kapetanios, George
13
Sun, Yiguo
13
Tsionas, Efthymios G.
13
Florens, Jean-Pierre
11
Fomby, Thomas B.
11
Kumar, Dilip
11
Westerlund, Joakim
11
Zhang, Xinyu
11
Chernozhukov, Victor
10
Hansen, Bruce E.
10
Swanson, Norman R.
10
Wang, Hansheng
10
Galvão Júnior, Antônio Fialho
9
Gao, Jiti
9
Henderson, Daniel J.
9
Horowitz, Joel
9
Otsu, Taisuke
9
Parmeter, Christopher F.
9
Shang, Han Lin
9
Wan, Alan T. K.
9
Wang, Qiying
9
Xiao, Zhijie
9
Yu, Ping
9
Escanciano, Juan Carlos
8
Hansen, Christian Bailey
8
Lesage, James P.
8
Newey, Whitney K.
8
Racine, Jeffrey
8
White, Halbert
8
Wooldridge, Jeffrey M.
8
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Institution
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International Symposium on Econometrics of Specification Test in 30 Years <2010, Xiamen>
1
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Journal of econometrics
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Econometric theory
2
Journal of the American Statistical Association : JASA
2
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)
25
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1
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:
2
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:
3
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:
4
Testing heteroskedasticity for predictive regressions with nonstationary regressors
Hong, Shaoxin
;
Zhang, Zhengyi
;
Cai, Zongwu
- In:
Economics letters
201
(
2021
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012607071
Saved in:
5
Nonparametric quantile regression estimation with mixed discrete and continuous data
Li, Degui
;
Li, Qi
;
Li, Zheng
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 741-756
Persistent link: https://www.econbiz.de/10012587976
Saved in:
6
Unified tests for a dynamic predictive regression
Yang, Bingduo
;
Liu, Xiaohui
;
Peng, Liang
;
Cai, Zongwu
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 684-699
Persistent link: https://www.econbiz.de/10012588007
Saved in:
7
Robust nonlinear regression estimation in null recurrent time series
Bravo, Francesco
;
Li, Degui
;
Tjostheim, Dag
- In:
Journal of econometrics
224
(
2021
)
2
,
pp. 416-438
Persistent link: https://www.econbiz.de/10013275395
Saved in:
8
Kernel-based Inference in Time-Varying Coefficient Cointegrating Regression
Li, Degui
;
Phillips, Peter C. B.
;
Gao, Jiti
- In:
Journal of econometrics
215
(
2020
)
2
,
pp. 607-632
Persistent link: https://www.econbiz.de/10012439572
Saved in:
9
Inferences for a partially varying coefficient model with endogenous regressors
Cai, Zongwu
;
Fang, Ying
;
Lin, Ming
;
Su, Jia
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
1
,
pp. 158-170
Persistent link: https://www.econbiz.de/10012176567
Saved in:
10
Nonparametric estimation of conditional quantile functions in the presence of irrelevant covariates
Chen, Xirong
;
Li, Degui
;
Li, Qi
;
Li, Zheng
- In:
Journal of econometrics
212
(
2019
)
2
,
pp. 433-450
Persistent link: https://www.econbiz.de/10012304042
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