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subject:"Volatility"
type_genre:"Article in journal"
~person:"Cai, Zongwu"
~person:"Xiao, Zhijie"
~subject:"Nichtparametrisches Verfahren"
~subject:"Regression analysis"
~type_genre:"Übersichtsarbeit"
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Search: subject_exact:"Estimation theory"
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Volatility
Nichtparametrisches Verfahren
Regression analysis
Estimation theory
53
Schätztheorie
53
Nonparametric statistics
25
Regressionsanalyse
21
Time series analysis
15
Zeitreihenanalyse
15
Statistical test
10
Statistischer Test
10
Forecasting model
8
Prognoseverfahren
8
Estimation
6
Schätzung
6
Heteroscedasticity
5
Heteroskedastizität
5
Panel
5
Panel study
5
Theorie
5
Theory
5
Einheitswurzeltest
4
Induktive Statistik
4
Statistical inference
4
Unit root test
4
Heteroskedasticity
3
Predictive regression
3
ARCH model
2
ARCH-Modell
2
Autocorrelation
2
Autokorrelation
2
Bootstrap approach
2
Bootstrap-Verfahren
2
CAPM
2
Cointegration
2
Econometrics
2
Efficiency
2
Empirical likelihood
2
Endogeneity
2
Functional coefficients
2
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2
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21
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2
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Article
31
Book / Working Paper
2
Type of publication (narrower categories)
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Article in journal
Übersichtsarbeit
Aufsatz in Zeitschrift
32
Arbeitspapier
31
Graue Literatur
31
Non-commercial literature
31
Working Paper
31
Aufsatz im Buch
2
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2
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1
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1
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English
33
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Cai, Zongwu
Xiao, Zhijie
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
Park, Joon Y.
11
Chernozhukov, Victor
10
Hansen, Bruce E.
10
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
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Journal of econometrics
11
Econometric theory
6
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
The econometrics journal
2
Cambridge working papers in economics
1
Discussion papers of interdisciplinary research project 373
1
Economics letters
1
Frontiers of economics in China : selected publications from Chinese universities
1
Journal of banking & finance
1
Journal of forecasting
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ECONIS (ZBW)
33
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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
Copula-based time series with filtered nonstationarity
Chen, Xiaohong
;
Xiao, Zhijie
;
Wang, Bo
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 127-155
Persistent link: https://www.econbiz.de/10013441732
Saved in:
6
Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity
Linton, Oliver
;
Xiao, Zhijie
-
2019
Persistent link: https://www.econbiz.de/10012692312
Saved in:
7
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:
8
Unifying inference for semiparametric regression
Hong, Shaoxin
;
Jiang, Jiancheng
;
Jiang, Xuejun
;
Xiao, Zhijie
- In:
The econometrics journal
24
(
2021
)
3
,
pp. 482-501
Persistent link: https://www.econbiz.de/10012620720
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
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
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