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subject:"Volatility"
type_genre:"Article in journal"
~person:"Cai, Zongwu"
~person:"Otsu, Taisuke"
~subject:"Regression analysis"
~subject:"Statistischer Test"
~type_genre:"Übersichtsarbeit"
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Search: subject_exact:"Estimation theory"
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Volatility
Regression analysis
Statistischer Test
Estimation theory
54
Schätztheorie
54
Nichtparametrisches Verfahren
27
Nonparametric statistics
27
Regressionsanalyse
22
Statistical test
9
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7
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Graue Literatur
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33
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29
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Cai, Zongwu
Otsu, Taisuke
Phillips, Peter C. B.
28
Su, Liangjun
23
Linton, Oliver
21
Baltagi, Badi H.
17
Kumar, Dilip
16
Li, Qi
15
Bera, Anil K.
14
Chen, Songnian
14
Maheswaran, S.
14
Escanciano, Juan Carlos
13
Perron, Pierre
13
Li, Jia
12
Todorov, Viktor
12
Westerlund, Joakim
12
Fan, Jianqing
11
Shi, Xiaoxia
11
Sun, Yiguo
11
Tu, Yundong
11
White, Halbert
11
Xiao, Zhijie
11
Chernozhukov, Victor
10
Demetrescu, Matei
10
Dufour, Jean-Marie
10
Francq, Christian
10
Gao, Jiti
10
Hansen, Christian Bailey
10
Henderson, Daniel J.
10
Kapetanios, George
10
Park, Joon Y.
10
Parmeter, Christopher F.
10
Robinson, Peter M.
10
Sun, Yixiao
10
Tauchen, George Eugene
10
Andrews, Donald W. K.
9
Florens, Jean-Pierre
9
Galvão Júnior, Antônio Fialho
9
Ghysels, Eric
9
Hansen, Bruce E.
9
Kleibergen, Frank
9
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International Symposium on Econometrics of Specification Test in 30 Years <2010, Xiamen>
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9
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5
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ECONIS (ZBW)
29
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1
Estimating density ratio of marginals to joint : applications to causal inference
Matsushita, Yukitoshi
;
Otsu, Taisuke
;
Takahata, Keisuke
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 467-481
Persistent link: https://www.econbiz.de/10014448247
Saved in:
2
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:
3
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:
4
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:
5
Bandwidth selection for nonparametric regression with errors-in-variables
Dong, Hao
;
Otsu, Taisuke
;
Taylor, Luke
- In:
Econometric reviews
42
(
2023
)
4
,
pp. 393-419
Persistent link: https://www.econbiz.de/10014305525
Saved in:
6
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:
7
Nonparametric estimation of additive models with errors-in-variables
Dong, Hao
;
Otsu, Taisuke
;
Taylor, Luke
- In:
Econometric reviews
41
(
2022
)
10
,
pp. 1164-1204
Persistent link: https://www.econbiz.de/10013490701
Saved in:
8
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:
9
Semiparametric inferences for panel data models with fixed effects via nearest neighbor difference transformation
Xu, Qiuhua
;
Cai, Zongwu
;
Fang, Ying
- In:
Econometric reviews
40
(
2021
)
10
,
pp. 919-943
Persistent link: https://www.econbiz.de/10012624566
Saved in:
10
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
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