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subject:"Regressionsanalyse"
subject:"Ökonometrie"
~person:"Cai, Zongwu"
~person:"White, Halbert"
~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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| 11 applied filters
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Regressionsanalyse
Ökonometrie
Forecasting model
Stichprobenerhebung
Estimation theory
70
Schätztheorie
70
Nichtparametrisches Verfahren
28
Nonparametric statistics
28
Regression analysis
19
Statistical test
18
Statistischer Test
18
Theorie
14
Theory
14
Estimation
12
Schätzung
12
Time series analysis
9
Zeitreihenanalyse
9
Prognoseverfahren
8
Modellierung
7
Scientific modelling
7
Panel
6
Panel study
6
Statistical theory
6
Statistische Methodenlehre
6
Econometrics
4
Specification test
4
Statistical distribution
4
Statistische Verteilung
4
Bootstrap approach
3
Bootstrap-Verfahren
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Causality analysis
3
Conditional exogeneity
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Experiment
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Kausalanalyse
3
Nichtlineare Regression
3
Nonlinear regression
3
Nonparametric test
3
Predictive regression
3
Statistical error
3
Statistischer Fehler
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Aktienindex
2
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11
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Article
24
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Article in journal
Aufsatz im Buch
Aufsatzsammlung
Bibliografie
Thesis
Aufsatz in Zeitschrift
22
Arbeitspapier
19
Graue Literatur
19
Non-commercial literature
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Working Paper
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3
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25
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Cai, Zongwu
White, Halbert
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
Li, Degui
8
Newey, Whitney K.
8
Racine, Jeffrey
8
Wooldridge, Jeffrey M.
8
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International Symposium on Econometrics of Specification Test in 30 Years <2010, Xiamen>
1
Published in...
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Journal of econometrics
10
Econometric theory
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of the American Statistical Association : JASA
3
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Essays in honor of Jerry Hausman
1
Journal of banking & finance
1
Maximum likelihood estimation of misspecified models : twenty years later
1
Nonparametric econometric methods
1
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ECONIS (ZBW)
25
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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
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:
6
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:
7
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:
8
Directionally differentiable econometric models
Cho, Jin Seo
;
White, Halbert
- In:
Econometric theory
34
(
2018
)
5
,
pp. 1101-1131
Persistent link: https://www.econbiz.de/10011951462
Saved in:
9
A semiparametric conditional capital asset pricing model
Cai, Zongwu
;
Ren, Yu
;
Yang, Bingduo
- In:
Journal of banking & finance
61
(
2015
),
pp. 117-126
Persistent link: https://www.econbiz.de/10011545159
Saved in:
10
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
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