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subject:"Zeitreihenanalyse"
type_genre:"Aufsatz im Buch"
~language:"eng"
~person:"Cai, Zongwu"
~person:"Nielsen, Morten Ørregaard"
~subject:"VAR-Modell"
~type_genre:"Working Paper"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
VAR-Modell
Estimation theory
72
Schätztheorie
72
Time series analysis
32
Estimation
24
Nichtparametrisches Verfahren
24
Nonparametric statistics
24
Schätzung
24
Bootstrap approach
13
Bootstrap-Verfahren
13
Regression analysis
11
Regressionsanalyse
11
Nonparametric estimation
10
Cluster analysis
9
Clusteranalyse
9
Cointegration
9
Kointegration
9
Regional cluster
9
Regionales Cluster
9
Statistical test
9
Statistischer Test
9
cluster-robust variance estimator
9
wild cluster bootstrap
8
Causality analysis
7
Forecasting model
7
Heteroscedasticity
7
Heteroskedastizität
7
Induktive Statistik
7
Kausalanalyse
7
Prognoseverfahren
7
Statistical inference
7
VAR model
7
clustered data
7
robust inference
7
CRVE
6
Maximum likelihood estimation
6
Maximum-Likelihood-Schätzung
6
Modellierung
6
Scientific modelling
6
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Online availability
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Free
34
Type of publication
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Book / Working Paper
36
Type of publication (narrower categories)
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Aufsatz im Buch
Working Paper
Arbeitspapier
36
Graue Literatur
36
Non-commercial literature
36
Article in journal
12
Aufsatz in Zeitschrift
12
Language
All
English
Author
All
Cai, Zongwu
Nielsen, Morten Ørregaard
Gao, Jiti
40
Lütkepohl, Helmut
38
Koopman, Siem Jan
31
Phillips, Peter C. B.
27
Johansen, Søren
26
Kilian, Lutz
26
Teräsvirta, Timo
23
Maravall Herrero, Agustín
22
Franses, Philip Hans
19
Sibbertsen, Philipp
19
Pesaran, M. Hashem
18
Inoue, Atsushi
17
Kapetanios, George
16
Lucas, André
16
Peng, Bin
16
Gouriéroux, Christian
14
Sentana, Enrique
14
Staszewska-Bystrova, Anna
14
Swanson, Norman R.
14
Winker, Peter
14
Hyndman, Rob J.
13
Härdle, Wolfgang
13
Fiorentini, Gabriele
12
Koop, Gary
12
Nielsen, Bent
12
Brännäs, Kurt
11
Gómez, Víctor
11
Linton, Oliver
11
Ooms, Marius
11
Croux, Christophe
10
Giraitis, Liudas
10
Marcellino, Massimiliano
10
Martin, Gael M.
10
Miller, J. Isaac
10
Spokojnyj, Vladimir G.
10
Andersen, Torben
9
Beran, Jan
9
Blasques, Francisco
9
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Institution
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Published in...
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Queen's Economics Department working paper
12
CREATES research paper
11
Working papers series in theoretical and applied economics
10
CAE working paper
1
Discussion papers / Department of Economics, University of Copenhagen
1
Discussion papers of interdisciplinary research project 373
1
Source
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ECONIS (ZBW)
36
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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
A combination forecast for nonparametric models with structural breaks
Cai, Zongwu
;
Gunawan
-
2023
Persistent link: https://www.econbiz.de/10014414260
Saved in:
3
Inference on the dimension of the nonstationary subspace in functional time series
Nielsen, Morten Ørregaard
;
Seo, Wonk-ki
;
Seong, Dakyung
-
2022
Persistent link: https://www.econbiz.de/10012816384
Saved in:
4
Truncated sum-of-squares estimation of fractional time series models with generalized power law trend
Hualde, Javier
;
Nielsen, Morten Ørregaard
-
2022
Persistent link: https://www.econbiz.de/10013189455
Saved in:
5
A nonparametric dynamic network via multivariate quantile autoregressions
Cai, Zongwu
;
Liu, Xiyuan
-
2022
Persistent link: https://www.econbiz.de/10013283992
Saved in:
6
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:
7
Semiparametric tests for the order of integration in the possible presence of level breaks
Iacone, Fabrizio
;
Nielsen, Morten Ørregaard
;
Taylor, Robert
-
2021
Persistent link: https://www.econbiz.de/10012434016
Saved in:
8
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:
9
Testing heteroskedasticity for predictive regressions with nonstationary regressors
Hong, Shaoxin
;
Zhang, Zhengyi
;
Cai, Zongwu
-
2021
Persistent link: https://www.econbiz.de/10012425349
Saved in:
10
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
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