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subject:"Welt"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Working papers series in theoretical and applied economics"
~subject:"Estimation"
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Search: subject_exact:"Schätzfunktion"
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Welt
Estimation
Estimation theory
111
Schätztheorie
111
Schätzung
46
Nichtparametrisches Verfahren
24
Nonparametric statistics
24
Time series analysis
20
Zeitreihenanalyse
20
Forecasting model
19
Portfolio selection
19
Portfolio-Management
19
Prognoseverfahren
19
Regression analysis
18
Regressionsanalyse
18
Theorie
15
Theory
15
Volatility
14
Volatilität
14
Risikomaß
13
Risk measure
13
Nonparametric estimation
11
Statistical test
11
Statistischer Test
11
Correlation
10
Korrelation
10
ARCH model
9
ARCH-Modell
9
Börsenkurs
9
Capital income
9
Kapitaleinkommen
9
Share price
9
Statistical distribution
9
Statistische Verteilung
9
Causality analysis
8
Credit risk
8
Kausalanalyse
8
Kreditrisiko
8
VAR model
8
VAR-Modell
8
Stochastic process
7
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19
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12
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Article
28
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19
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28
Aufsatz in Zeitschrift
28
Arbeitspapier
19
Graue Literatur
19
Non-commercial literature
19
Working Paper
19
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English
47
Author
All
Cai, Zongwu
18
Fang, Ying
8
Lin, Ming
6
Tang, Shengfang
5
Liu, Xiyuan
4
Füss, Roland
2
Lee, Tae-hwy
2
Parsaeian, Shahnaz
2
Ullah, Aman
2
Yang, Bingduo
2
Adams, Zeno
1
Alexakis, Panayotis
1
Apergēs, Nikolaos
1
Aslanidis, Nektarios
1
Baik, Hyeoncheol
1
Bao, Haowen
1
Bekiros, Stelios D.
1
Bregantini, Daniele
1
Casas, Isabel
1
Cenedese, Gino
1
Chang, Seong Yeon
1
Clare, Andrew D.
1
Dang, Viet Anh
1
DeMiguel, Victor
1
Ergün, Tolga A.
1
Escanciano, Juan Carlos
1
Fenech, Jean-Pierre
1
Feng, Guohua
1
Gao, Jiti
1
Girardi, Giulio
1
Glück, Thorsten
1
Gouriéroux, Christian
1
Griffin, Jim
1
Han, Sumin
1
Hansen, Anne Lundgaard
1
Hanson, Samuel G.
1
Ioannides, Michalis
1
Jondeau, Eric
1
Joo, Sunghoon
1
Kanniainen, Juho
1
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Published in...
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Journal of banking & finance
Working papers series in theoretical and applied economics
Journal of econometrics
219
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
131
Economics letters
113
Discussion paper series / IZA
60
Econometric reviews
59
Applied economics letters
58
Economic modelling
56
NBER Working Paper
52
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
50
CEMMAP working papers / Centre for Microdata Methods and Practice
49
NBER working paper series
48
Applied economics
46
Journal of applied econometrics
42
Discussion paper / Tinbergen Institute
40
Working paper / Department of Econometrics and Business Statistics, Monash University
39
Working paper
37
Working paper / National Bureau of Economic Research, Inc.
34
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
33
CESifo working papers
32
IZA Discussion Paper
32
Discussion paper
29
Discussion papers / CEPR
29
Quantitative economics : QE ; journal of the Econometric Society
29
The econometrics journal
29
Econometric theory
27
Empirical economics : a quarterly journal of the Institute for Advanced Studies
27
The review of economics and statistics
26
Econometrics : open access journal
25
Journal of empirical finance
24
Journal of the American Statistical Association : JASA
24
International journal of forecasting
22
Discussion paper / Centre for Economic Policy Research
20
Energy economics
20
Journal of financial econometrics
20
Computational economics
19
International journal of economics and financial issues : IJEFI
19
Journal of forecasting
19
SFB 649 discussion paper
19
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ECONIS (ZBW)
47
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1
A functional-coefficient VAR model for dynamic quantiles and its application to constructing nonparametric financial network
Cai, Zongwu
;
Liu, Xiyuan
;
Su, Liangjun
-
2024
Persistent link: https://www.econbiz.de/10014521096
Saved in:
2
Penalized model averaging for high dimensional quantile regressions
Bao, Haowen
;
Cai, Zongwu
;
Sun, Yuying
-
2023
Persistent link: https://www.econbiz.de/10014280711
Saved in:
3
A nonparametric dynamic network via multivariate quantile autoregressions
Cai, Zongwu
;
Liu, Xiyuan
-
2022
Persistent link: https://www.econbiz.de/10013283992
Saved in:
4
Forecasting under structural breaks using improved weighted estimation
Lee, Tae-hwy
;
Parsaeian, Shahnaz
;
Ullah, Aman
-
2022
Persistent link: https://www.econbiz.de/10013284029
Saved in:
5
Estimating quantile treatment effects for panel data
Cai, Zongwu
;
Fang, Ying
;
Lin, Ming
;
Zhan, Mingfeng
-
2022
Persistent link: https://www.econbiz.de/10012888248
Saved in:
6
A new test on asset return predictability with structural breaks
Cai, Zongwu
;
Chang, Seong Yeon
-
2022
Persistent link: https://www.econbiz.de/10012888261
Saved in:
7
Solving the price puzzle via a functional coefficient factor-augmented VAR model
Cai, Zongwu
;
Liu, Xiyuan
-
2021
Persistent link: https://www.econbiz.de/10012602647
Saved in:
8
Semiparametric estimation and model selection for conditional mixture copula models
Liu, Guannan
;
Long, Wei
;
Yang, Bingduo
;
Cai, Zongwu
-
2021
Persistent link: https://www.econbiz.de/10012425393
Saved in:
9
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:
10
Efficient combined estimation under structural breaks
Lee, Tae-hwy
;
Parsaeian, Shahnaz
;
Ullah, Aman
-
2020
Persistent link: https://www.econbiz.de/10012602650
Saved in:
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