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subject:"Regressionsanalyse"
subject:"Ökonometrie"
~person:"Cai, Zongwu"
~subject:"Forecasting model"
~subject:"Nonlinear regression"
~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
Nonlinear regression
Stichprobenerhebung
Estimation theory
32
Schätztheorie
32
Nichtparametrisches Verfahren
18
Nonparametric statistics
18
Regression analysis
13
Statistical test
9
Statistischer Test
9
Prognoseverfahren
7
Estimation
6
Schätzung
6
Panel
4
Panel study
4
Time series analysis
4
Zeitreihenanalyse
4
Econometrics
3
Predictive regression
3
CAPM
2
Endogeneity
2
Functional coefficients
2
Generalized F-test
2
Modellierung
2
Nichtlineare Regression
2
Nonparametric test
2
Scientific modelling
2
Auslandsinvestition
1
Autocorrelation
1
Autokorrelation
1
Autoregressive errors
1
Auxiliary regressor
1
Bootstrap approach
1
Bootstrap method
1
Bootstrap-Verfahren
1
Causality analysis
1
China
1
Conditional capital asset pricing model
1
Conditional unconfoundedness
1
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Undetermined
10
Type of publication
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Article
18
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
18
Arbeitspapier
14
Graue Literatur
14
Non-commercial literature
14
Working Paper
14
Book section
1
Collection of articles of several authors
1
Conference proceedings
1
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1
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1
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English
19
Author
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Cai, Zongwu
Phillips, Peter C. B.
25
Linton, Oliver
20
Su, Liangjun
19
Li, Qi
18
Ullah, Aman
18
Baltagi, Badi H.
16
Chen, Songnian
16
Tu, Yundong
16
Kapetanios, George
13
Sun, Yiguo
13
Tsionas, Efthymios G.
13
Florens, Jean-Pierre
11
Fomby, Thomas B.
11
Gao, Jiti
11
Hansen, Bruce E.
11
Kumar, Dilip
11
Westerlund, Joakim
11
Zhang, Xinyu
11
Chernozhukov, Victor
10
Henderson, Daniel J.
10
Swanson, Norman R.
10
Wang, Hansheng
10
Wang, Qiying
10
Escanciano, Juan Carlos
9
Galvão Júnior, Antônio Fialho
9
Horowitz, Joel
9
Koop, Gary
9
Li, Degui
9
Otsu, Taisuke
9
Parmeter, Christopher F.
9
Shang, Han Lin
9
Teräsvirta, Timo
9
Wan, Alan T. K.
9
White, Halbert
9
Wooldridge, Jeffrey M.
9
Xiao, Zhijie
9
Yu, Ping
9
Hansen, Christian Bailey
8
Hu, Yingyao
8
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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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Journal of econometrics
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of the American Statistical Association : JASA
2
Econometric theory
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)
19
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19
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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 capital asset pricing models using functional-coefficient panel data models with cross-sectional dependence
Cai, Zongwu
;
Fang, Ying
;
Xu, Qiuhua
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 114-133
Persistent link: https://www.econbiz.de/10013441628
Saved in:
5
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:
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
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:
8
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:
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
Saved in:
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