//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Volatility"
type_genre:"Article in journal"
~person:"Cai, Zongwu"
~person:"Park, Joon Y."
~subject:"Nichtparametrisches Verfahren"
~subject:"Regression analysis"
~type_genre:"Übersichtsarbeit"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Nichtparametrisches Verfahren
Regression analysis
Estimation theory
49
Schätztheorie
49
Nonparametric statistics
20
Regressionsanalyse
19
Estimation
12
Schätzung
12
Statistical test
10
Statistischer Test
10
Forecasting model
8
Prognoseverfahren
8
Theorie
8
Theory
8
Time series analysis
7
Zeitreihenanalyse
7
Panel
5
Panel study
5
Stochastic process
5
Stochastischer Prozess
5
Volatilität
5
Option pricing theory
4
Optionspreistheorie
4
Predictive regression
4
Endogeneity
3
Nonstationarity
3
Asymptotics
2
CAPM
2
Demand
2
Diffusion
2
Econometrics
2
Functional coefficients
2
Generalized F-test
2
Local time
2
Lévy measure
2
Model selection
2
Modellierung
2
Nachfrage
2
Nichtlineare Regression
2
more ...
less ...
Online availability
All
Undetermined
21
Free
1
Type of publication
All
Article
32
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
Übersichtsarbeit
Arbeitspapier
32
Aufsatz in Zeitschrift
32
Working Paper
32
Graue Literatur
31
Non-commercial literature
31
Aufsatz im Buch
2
Book section
2
Conference paper
1
Konferenzbeitrag
1
Systematic review
1
more ...
less ...
Language
All
English
33
Author
All
Cai, Zongwu
Park, Joon Y.
Linton, Oliver
43
Li, Qi
31
Phillips, Peter C. B.
28
Su, Liangjun
28
Chen, Songnian
25
Gao, Jiti
22
Parmeter, Christopher F.
22
Florens, Jean-Pierre
21
Kumbhakar, Subal
19
Racine, Jeffrey
19
Tsionas, Efthymios G.
19
Ullah, Aman
18
Chen, Xiaohong
17
Kumar, Dilip
17
Simar, Léopold
17
Sun, Yiguo
17
Li, Degui
16
Escanciano, Juan Carlos
15
Fan, Jianqing
14
Maheswaran, S.
14
Newey, Whitney K.
14
Tu, Yundong
14
White, Halbert
14
Henderson, Daniel J.
13
Horowitz, Joel
13
Lewbel, Arthur
13
Fan, Yanqin
12
Kapetanios, George
12
Todorov, Viktor
12
Westerlund, Joakim
12
Ai, Chunrong
11
Hoderlein, Stefan
11
Härdle, Wolfgang
11
Li, Jia
11
Otsu, Taisuke
11
Xiao, Zhijie
11
Chernozhukov, Victor
10
Hansen, Bruce E.
10
more ...
less ...
Institution
All
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Published in...
All
Journal of econometrics
15
Econometric theory
5
Econometric reviews
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of the American Statistical Association : JASA
2
Discussion papers of interdisciplinary research project 373
1
Economics letters
1
Energy economics
1
Journal of banking & finance
1
The econometrics journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
33
Showing
1
-
10
of
33
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Estimation of volatility functions in jump diffusions using truncated bipower increments
Kim, Jihyun
;
Park, Joon Y.
;
Wang, Bin
- In:
Econometric theory
37
(
2021
)
5
,
pp. 926-958
Persistent link: https://www.econbiz.de/10012656389
Saved in:
6
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:
7
Nonparametric estimation of jump diffusion models
Park, Joon Y.
;
Wang, Bin
- In:
Journal of econometrics
222
(
2021
)
1,3
,
pp. 688-715
Persistent link: https://www.econbiz.de/10012619778
Saved in:
8
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:
9
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:
10
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:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->