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subject:"United States"
type_genre:"Bibliography included"
~language:"eng"
~person:"Cai, Zongwu"
~person:"Sentana, Enrique"
~subject:"CAPM"
~subject:"Gaussian process"
~subject:"IV-Schätzung"
~subject:"Zeitreihenanalyse"
~type_genre:"Arbeitspapier"
~type_genre:"Conference paper"
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Search: subject_exact:"Estimation theory"
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United States
CAPM
Gaussian process
IV-Schätzung
Zeitreihenanalyse
Estimation theory
73
Schätztheorie
73
Statistical test
26
Statistischer Test
26
Estimation
22
Schätzung
22
Nichtparametrisches Verfahren
20
Nonparametric statistics
20
Regression analysis
15
Regressionsanalyse
15
Time series analysis
15
VAR model
11
VAR-Modell
11
Nonparametric estimation
10
Theorie
10
Theory
10
Maximum likelihood estimation
9
Maximum-Likelihood-Schätzung
9
Forecasting model
8
Prognoseverfahren
8
Causality analysis
7
Kausalanalyse
7
Hessian matrix
6
Modellierung
6
Multivariate Verteilung
6
Multivariate distribution
6
Scientific modelling
6
Stochastic process
6
Stochastischer Prozess
6
Generalized extremum tests
5
Risikomaß
5
Risk measure
5
Statistical distribution
5
Statistische Verteilung
5
Volatility
5
Volatilität
5
ARCH model
4
ARCH-Modell
4
Autocorrelation
4
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Free
16
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4
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Book / Working Paper
22
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Bibliography included
Arbeitspapier
Conference paper
Working Paper
22
Graue Literatur
20
Non-commercial literature
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Article in journal
15
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English
Author
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Cai, Zongwu
Sentana, Enrique
Gao, Jiti
38
Koopman, Siem Jan
30
Phillips, Peter C. B.
29
Swanson, Norman R.
25
Nielsen, Morten Ørregaard
24
Lütkepohl, Helmut
23
Johansen, Søren
22
Kapetanios, George
21
Maravall Herrero, Agustín
21
Franses, Philip Hans
19
Sibbertsen, Philipp
19
Peng, Bin
18
Teräsvirta, Timo
18
Lucas, André
16
Pesaran, M. Hashem
16
Linton, Oliver
15
Marcellino, Massimiliano
15
Härdle, Wolfgang
14
Chao, John C.
13
Chen, Xiaohong
13
Gouriéroux, Christian
13
Hyndman, Rob J.
13
Newey, Whitney K.
13
Chernozhukov, Victor
12
Ooms, Marius
12
Fiorentini, Gabriele
11
Gómez, Víctor
11
Koop, Gary
11
Audrino, Francesco
10
Giraitis, Liudas
10
Nielsen, Bent
10
Shephard, Neil G.
10
Spokojnyj, Vladimir G.
10
Angrist, Joshua D.
9
Bauwens, Luc
9
Beran, Jan
9
Blasques, Francisco
9
Brännäs, Kurt
9
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Institution
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
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Working papers series in theoretical and applied economics
8
CEMFI working paper
7
Discussion paper / Centre for Economic Policy Research
3
Discussion paper / Center for Economic Research, Tilburg University
1
Discussion papers / CEPR
1
Discussion papers of interdisciplinary research project 373
1
Oxford Financial Research Centre economics series
1
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ECONIS (ZBW)
22
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1
A combination forecast for nonparametric models with structural breaks
Cai, Zongwu
;
Gunawan
-
2023
Persistent link: https://www.econbiz.de/10014414260
Saved in:
2
A nonparametric dynamic network via multivariate quantile autoregressions
Cai, Zongwu
;
Liu, Xiyuan
-
2022
Persistent link: https://www.econbiz.de/10013283992
Saved in:
3
Specification tests for non-Gaussian structural vector autoregressions
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2022
Persistent link: https://www.econbiz.de/10013540674
Saved in:
4
Testing heteroskedasticity for predictive regressions with nonstationary regressors
Hong, Shaoxin
;
Zhang, Zhengyi
;
Cai, Zongwu
-
2021
Persistent link: https://www.econbiz.de/10012425349
Saved in:
5
Semiparametric estimation and model selection for conditional mixture copula models
Liu, Guannan
;
Long, Wei
;
Yang, Bingduo
;
Cai, Zongwu
-
2021
Persistent link: https://www.econbiz.de/10012425393
Saved in:
6
Testing conditional independence in macroeconomic policy evaluation for time series data
Fang, Ying
;
Lin, Ming
;
Tang, Shengfang
;
Cai, Zongwu
-
2021
Persistent link: https://www.econbiz.de/10012663950
Saved in:
7
Testing capital asset pricing models using functional-coefficient panel data models with cross-sectional dependence
Cai, Zongwu
;
Fang, Ying
;
Xu, Qiuhua
-
2020
Persistent link: https://www.econbiz.de/10012312745
Saved in:
8
Realized volatility forecasting based on dynamic quantile model averaging
Cai, Zongwu
;
Ma, Chaoqun
;
Mi, Xianhua
-
2020
Persistent link: https://www.econbiz.de/10012312856
Saved in:
9
Statistical analysis and evaluation of macroeconomic policies : a selective review
Liu, Zeqin
;
Cai, Zongwu
;
Fang, Ying
;
Lin, Ming
-
2019
Persistent link: https://www.econbiz.de/10012202960
Saved in:
10
Consistent non-Gaussian pseudo maximum likelihood estimators
Fiorentini, Gabriele
;
Sentana, Enrique
-
2018
Persistent link: https://www.econbiz.de/10011797680
Saved in:
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