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subject:"Volatility"
type_genre:"Article in journal"
~person:"Cai, Zongwu"
~person:"Sun, Yixiao"
~subject:"Estimation"
~subject:"Statistical test"
~type:"article"
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Search: subject_exact:"Estimation theory"
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Volatility
Estimation
Statistical test
Estimation theory
52
Schätztheorie
52
Statistischer Test
17
Nichtparametrisches Verfahren
16
Nonparametric statistics
16
Regression analysis
15
Regressionsanalyse
15
Time series analysis
12
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12
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10
Autokorrelation
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6
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IV-Schätzung
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23
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23
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Cai, Zongwu
Sun, Yixiao
Su, Liangjun
18
Kumar, Dilip
16
Phillips, Peter C. B.
16
Maheswaran, S.
15
Baltagi, Badi H.
14
Bera, Anil K.
14
Kumbhakar, Subal
14
Tauchen, George Eugene
13
Francq, Christian
12
Gao, Jiti
12
Hsu, Yu-Chin
12
Linton, Oliver
12
Todorov, Viktor
12
Hsiao, Cheng
11
Li, Jia
11
Li, Qi
11
Shi, Xiaoxia
11
White, Halbert
11
Dufour, Jean-Marie
10
Escanciano, Juan Carlos
10
Chen, Yi-ting
9
Demetrescu, Matei
9
Ghysels, Eric
9
Kao, Chihwa
9
Kapetanios, George
9
Lee, Lung-fei
9
Perron, Pierre
9
Pesaran, M. Hashem
9
Teräsvirta, Timo
9
Zakoïan, Jean-Michel
9
Koop, Gary
8
Kristensen, Dennis
8
Park, Joon Y.
8
Ramírez, Miguel D.
8
Tsionas, Efthymios G.
8
Westerlund, Joakim
8
Andersen, Torben
7
Andrews, Donald W. K.
7
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Journal of econometrics
11
Econometric theory
3
Econometric reviews
2
Economics letters
2
The econometrics journal
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
23
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23
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1
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
Saved in:
2
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:
3
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:
4
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:
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
Testing-optimal Kernel choice in HAR inference
Sun, Yixiao
;
Yang, Jingjing
- In:
Journal of econometrics
219
(
2020
)
1
,
pp. 123-136
Persistent link: https://www.econbiz.de/10012483197
Saved in:
7
An alternative test for conditional unconfoundedness using auxiliary variables
Fang, Ying
;
Tang, Shengfang
;
Cai, Zongwu
;
Lin, Ming
- In:
Economics letters
194
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012509265
Saved in:
8
Testing for moderate explosiveness
Guo, Gangzheng
;
Sun, Yixiao
;
Wang, Shaoping
- In:
The econometrics journal
22
(
2019
)
1
,
pp. 73-95
Persistent link: https://www.econbiz.de/10012166654
Saved in:
9
A simple and trustworthy asymptotic t test in difference-in-differences regressions
Liu, Cheng
;
Sun, Yixiao
- In:
Journal of econometrics
210
(
2019
)
2
,
pp. 327-362
Persistent link: https://www.econbiz.de/10012303533
Saved in:
10
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:
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