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subject:"Zeitreihenanalyse"
~person:"Cai, Zongwu"
~person:"Li, Degui"
~subject:"Kapitaleinkommen"
~subject:"Stichprobenerhebung"
~subject:"Volatility"
~type_genre:"Non-commercial literature"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Kapitaleinkommen
Stichprobenerhebung
Volatility
Estimation theory
46
Schätztheorie
46
Nichtparametrisches Verfahren
28
Nonparametric statistics
28
Estimation
19
Schätzung
19
Time series analysis
18
Regression analysis
14
Regressionsanalyse
14
Nonparametric estimation
10
Causality analysis
8
Kausalanalyse
8
Forecasting model
7
Prognoseverfahren
7
Statistical test
7
Statistischer Test
7
VAR model
6
VAR-Modell
6
Correlation
5
Korrelation
5
Risikomaß
5
Risk measure
5
Business network
4
Impact assessment
4
Modellierung
4
Scientific modelling
4
Semiparametric estimation
4
Stochastic process
4
Stochastischer Prozess
4
Treatment effect
4
Unternehmensnetzwerk
4
Wirkungsanalyse
4
Autocorrelation
3
Autokorrelation
3
Dynamic financial network
3
Functional coefficient models
3
Heterogeneity
3
Moment test
3
Panel
3
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21
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21
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Non-commercial literature
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21
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19
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19
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13
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English
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Cai, Zongwu
Li, Degui
Gao, Jiti
38
Koopman, Siem Jan
31
Phillips, Peter C. B.
28
Nielsen, Morten Ørregaard
24
Johansen, Søren
22
Maravall Herrero, Agustín
21
Teräsvirta, Timo
21
Lütkepohl, Helmut
20
Sibbertsen, Philipp
19
Franses, Philip Hans
18
Härdle, Wolfgang
18
Kapetanios, George
18
Linton, Oliver
18
Lucas, André
16
Gouriéroux, Christian
15
Pesaran, M. Hashem
15
Swanson, Norman R.
15
Brakel, Jan A. van den
14
Diebold, Francis X.
13
Peng, Bin
13
Brännäs, Kurt
12
Koop, Gary
12
Nielsen, Bent
12
Spokojnyj, Vladimir G.
12
Croux, Christophe
11
Hyndman, Rob J.
11
Blasques, Francisco
10
Gómez, Víctor
10
Marcellino, Massimiliano
10
Martin, Gael M.
10
Ooms, Marius
10
Sentana, Enrique
10
Bauwens, Luc
9
Beran, Jan
9
Brandt, Michael W.
9
Cavaliere, Giuseppe
9
Dong, Chaohua
9
Monfort, Alain
9
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
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Working papers series in theoretical and applied economics
8
Working paper / Department of Econometrics and Business Statistics, Monash University
4
Cambridge working papers in economics
2
Cowles Foundation discussion paper
2
Discussion papers in economics
2
Janeway Institute working paper series
2
CEMMAP working papers / Centre for Microdata Methods and Practice
1
CREATES research paper
1
Discussion papers of interdisciplinary research project 373
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ECONIS (ZBW)
21
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1
A combination forecast for nonparametric models with structural breaks
Cai, Zongwu
;
Gunawan
-
2023
Persistent link: https://www.econbiz.de/10014414260
Saved in:
2
Inference of grouped time-varying network vector autoregression models
Li, Degui
;
Peng, Bin
;
Tang, Songqiao
;
Wu, Weibiao
-
2023
Persistent link: https://www.econbiz.de/10014316406
Saved in:
3
Nonparametric estimation of large spot volatility matrices for high-frequency financial data
Bu, Ruijun
;
Li, Degui
;
Linton, Oliver
;
Wang, Hanchao
-
2022
-
This version: March 16, 2022
Persistent link: https://www.econbiz.de/10013263439
Saved in:
4
A nonparametric dynamic network via multivariate quantile autoregressions
Cai, Zongwu
;
Liu, Xiyuan
-
2022
Persistent link: https://www.econbiz.de/10013283992
Saved in:
5
Estimating time-varying networks for high-dimensional time series
Chen, Jia
;
Li, Degui
;
Li, Yuning
;
Linton, Oliver
-
2022
-
Version: December 13, 2022
Persistent link: https://www.econbiz.de/10013503856
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
Testing heteroskedasticity for predictive regressions with nonstationary regressors
Hong, Shaoxin
;
Zhang, Zhengyi
;
Cai, Zongwu
-
2021
Persistent link: https://www.econbiz.de/10012425349
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
A new robust inference for asset return predictability via quantile regression
Cai, Zongwu
;
Chen, Haiqiang
;
Liao, Xiaosai
-
2020
Persistent link: https://www.econbiz.de/10012203086
Saved in:
10
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:
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