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subject:"Regressionsanalyse"
subject:"Ökonometrie"
~person:"Cai, Zongwu"
~subject:"Forecasting model"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Aufsatzsammlung"
~type_genre:"Bibliografie"
~type_genre:"Forschungsbericht"
~type_genre:"Thesis"
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Search: subject_exact:"Estimation theory"
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Regressionsanalyse
Ökonometrie
Forecasting model
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
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
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16
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Article in journal
Aufsatz im Buch
Aufsatzsammlung
Bibliografie
Forschungsbericht
Thesis
Aufsatz in Zeitschrift
16
Arbeitspapier
14
Graue Literatur
14
Non-commercial literature
14
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Cai, Zongwu
Phillips, Peter C. B.
23
Linton, Oliver
19
Su, Liangjun
19
Li, Qi
17
Ullah, Aman
17
Baltagi, Badi H.
15
Chen, Songnian
14
Tu, Yundong
14
Sun, Yiguo
13
Kapetanios, George
12
Tsionas, Efthymios G.
12
Florens, Jean-Pierre
11
Westerlund, Joakim
11
Zhang, Xinyu
11
Fomby, Thomas B.
10
Kumar, Dilip
10
Swanson, Norman R.
10
Wang, Hansheng
10
Galvão Júnior, Antônio Fialho
9
Gao, Jiti
9
Hansen, Bruce E.
9
Henderson, Daniel J.
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
Chernozhukov, Victor
8
Hansen, Christian Bailey
8
Koop, Gary
8
Lesage, James P.
8
Li, Degui
8
Racine, Jeffrey
8
White, Halbert
8
Baillie, Richard
7
Demetrescu, Matei
7
Escanciano, Juan Carlos
7
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International Symposium on Econometrics of Specification Test in 30 Years <2010, Xiamen>
1
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Journal of econometrics
7
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
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ECONIS (ZBW)
17
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1
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:
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
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:
4
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:
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
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
A new semiparametric test for superior predictive ability
Cai, Zongwu
;
Jiang, Jiancheng
;
Zhang, Jingshuang
; …
- In:
Empirical economics : a journal of the Institute for …
48
(
2015
)
1
,
pp. 389-405
Persistent link: https://www.econbiz.de/10011287553
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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