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subject:"Regressionsanalyse"
subject:"Ökonometrie"
~person:"Cai, Zongwu"
~subject:"Forecasting model"
~subject:"Stichprobenerhebung"
~subject:"Zeitreihenanalyse"
~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
Zeitreihenanalyse
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
Econometrics
3
Predictive regression
3
CAPM
2
Endogeneity
2
Functional coefficients
2
Generalized F-test
2
Modellierung
2
Nichtlineare Regression
2
Nonlinear 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
12
Type of publication
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Article
20
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
20
Arbeitspapier
18
Graue Literatur
18
Non-commercial literature
18
Working Paper
18
Book section
1
Collection of articles of several authors
1
Conference proceedings
1
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1
Sammelwerk
1
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English
21
Author
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Cai, Zongwu
Phillips, Peter C. B.
48
Linton, Oliver
29
Li, Qi
24
Baltagi, Badi H.
23
Su, Liangjun
23
Gao, Jiti
22
Leybourne, Stephen James
21
Ullah, Aman
21
Taylor, Robert
19
Kapetanios, George
18
Perron, Pierre
18
Teräsvirta, Timo
18
Xiao, Zhijie
18
Harvey, Andrew C.
17
Johansen, Søren
17
Robinson, Peter M.
17
Sun, Yiguo
17
Westerlund, Joakim
17
Baillie, Richard
16
Chen, Songnian
16
Hendry, David F.
16
Lütkepohl, Helmut
16
Hassler, Uwe
15
Tu, Yundong
15
Chambers, Marcus J.
14
Hansen, Bruce E.
14
Koop, Gary
14
Kumar, Dilip
14
Chan, Ngai Hang
13
Harvey, David I.
13
Swanson, Norman R.
13
Tsionas, Efthymios G.
13
Zhang, Xinyu
13
Fomby, Thomas B.
12
Li, Degui
12
Pesaran, M. Hashem
12
White, Halbert
12
Bauwens, Luc
11
Chen, Xiaohong
11
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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
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)
21
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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
The estimation for Lévy processes in high frequency data
Zheng, Jing
;
Gu, Wentao
;
Xu, Baolin
;
Cai, Zongwu
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 1051-1066
Persistent link: https://www.econbiz.de/10012040536
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 consistent nonparametric test on semiparametric smooth coefficient models with integrated time series
Sun, Yiguo
;
Cai, Zongwu
;
Li, Qi
- In:
Econometric theory
32
(
2016
)
4
,
pp. 988-1022
Persistent link: https://www.econbiz.de/10011644226
Saved in:
10
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:
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