//--> //--> //--> //-->
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"
~person:"Cai, Zongwu"
~person:"Doğan, Osman"
~person:"Ghysels, Eric"
~subject:"Statistical test"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Statistical test
Estimation theory
119
Schätztheorie
119
Nichtparametrisches Verfahren
36
Nonparametric statistics
36
Regression analysis
33
Regressionsanalyse
33
Estimation
31
Schätzung
31
Time series analysis
28
Zeitreihenanalyse
28
Statistischer Test
25
Theorie
22
Theory
22
Forecasting model
17
Prognoseverfahren
17
Causality analysis
12
Kausalanalyse
12
Nonparametric estimation
11
Volatilität
11
Panel
10
Panel study
10
Autocorrelation
9
Autokorrelation
9
Induktive Statistik
8
Modellierung
8
Scientific modelling
8
Statistical inference
8
CAPM
7
Regional economics
7
Regionalökonomik
7
Stochastic process
7
Stochastischer Prozess
7
Method of moments
6
Momentenmethode
6
Räumliche Interaktion
6
Saisonale Schwankungen
6
Seasonal variations
6
Spatial interaction
6
more ...
less ...
Online availability
All
Undetermined
16
Free
9
Type of publication
All
Article
24
Book / Working Paper
12
Type of publication (narrower categories)
All
Article in journal
24
Aufsatz in Zeitschrift
24
Arbeitspapier
10
Graue Literatur
10
Non-commercial literature
10
Working Paper
10
Amtsdruckschrift
1
Aufsatz im Buch
1
Book section
1
Collection of articles of several authors
1
Conference proceedings
1
Government document
1
Konferenzschrift
1
Sammelwerk
1
more ...
less ...
Language
All
English
36
Author
All
Cai, Zongwu
Doğan, Osman
Ghysels, Eric
Phillips, Peter C. B.
43
Dufour, Jean-Marie
29
Sentana, Enrique
27
Shi, Xiaoxia
22
Andrews, Donald W. K.
20
Koopman, Siem Jan
20
Sun, Yixiao
20
Li, Jia
19
Todorov, Viktor
19
Amengual, Dante
18
Kristensen, Dennis
18
Teräsvirta, Timo
18
Canay, Ivan A.
17
Härdle, Wolfgang
17
Fiorentini, Gabriele
16
Kumar, Dilip
16
Hsu, Yu-Chin
15
Khalaf, Lynda
15
Li, Yingying
15
Xu, Ke-Li
15
Baltagi, Badi H.
14
Guggenberger, Patrik
14
Maheswaran, S.
14
Tauchen, George Eugene
14
Bera, Anil K.
13
Brandt, Michael W.
13
Bugni, Federico A.
13
Chernozhukov, Victor
13
Kleibergen, Frank
13
Linton, Oliver
13
McAleer, Michael
13
Werker, Bas J. M.
13
White, Halbert
13
Diebold, Francis X.
12
Hafner, Christian M.
12
Kao, Chihwa
12
Kim, Donggyu
12
Pesaran, M. Hashem
12
more ...
less ...
Institution
All
International Symposium on Econometrics of Specification Test in 30 Years <2010, Xiamen>
1
Published in...
All
Working papers series in theoretical and applied economics
8
Journal of econometrics
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Econometric reviews
2
Economics letters
2
Regional science & urban economics
2
Discussion paper / Centre for Economic Policy Research
1
Econometric analysis of financial and economic time series ; part a
1
Econometric theory
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Journal of econometric methods
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Spatial economic analysis : the journal of the Regional Studies Association
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Série des documents de travail / Centre de Recherche en Économie et Statistique
1
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
1
more ...
less ...
Source
All
ECONIS (ZBW)
36
Showing
1
-
10
of
36
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A model specification test for nonlinear stochastic diffusions with delay
Cai, Zongwu
;
Mei, Hongwei
;
Wang, Rui
-
2023
Persistent link: https://www.econbiz.de/10014280707
Saved in:
2
High-dimensional granger causality tests with an application to VIX and news
Babii, Andrii
;
Ghysels, Eric
;
Striaukas, Jonas
- In:
Journal of financial econometrics
22
(
2024
)
3
,
pp. 605-635
Persistent link: https://www.econbiz.de/10015045166
Saved in:
3
Testing heteroskedasticity for predictive regressions with nonstationary regressors
Hong, Shaoxin
;
Zhang, Zhengyi
;
Cai, Zongwu
-
2021
Persistent link: https://www.econbiz.de/10012425349
Saved in:
4
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:
5
A new test for non-linear hypotheses under distributional and local parametric misspecification
Bera, Anil K.
;
Doğan, Osman
;
Taṣpınar, Süleyman
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
5
,
pp. 669-685
Persistent link: https://www.econbiz.de/10014506833
Saved in:
6
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:
7
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:
8
Testing unconfoundedness assumption using auxiliary variables
Cai, Zongwu
;
Fang, Ying
;
Lin, Ming
;
Tang, Shengfang
-
2020
Persistent link: https://www.econbiz.de/10012203144
Saved in:
9
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:
10
Testing unconfoundedness assumption using auxiliary variables
Cai, Zongwu
;
Fang, Ying
;
Lin, Ming
;
Tang, Shengfang
-
2019
Persistent link: https://www.econbiz.de/10012203003
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->