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type_genre:"Graue Literatur"
~person:"Cai, Zongwu"
~subject:"Prognoseverfahren"
~subject:"United States"
~subject:"VAR-Modell"
~type_genre:"Collection of articles of several authors"
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Search: subject_exact:"Estimation theory"
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Prognoseverfahren
United States
VAR-Modell
Estimation theory
31
Schätztheorie
31
Nichtparametrisches Verfahren
18
Nonparametric statistics
18
Estimation
17
Schätzung
17
Regression analysis
11
Regressionsanalyse
11
Nonparametric estimation
10
Statistical test
8
Statistischer Test
8
Time series analysis
8
Zeitreihenanalyse
8
Causality analysis
7
Forecasting model
7
Kausalanalyse
7
Risikomaß
5
Risk measure
5
Impact assessment
4
Modellierung
4
Scientific modelling
4
Treatment effect
4
VAR model
4
Wirkungsanalyse
4
Autocorrelation
3
Autokorrelation
3
Dynamic financial network
3
Functional coefficient models
3
Heterogeneity
3
Moment test
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Panel
3
Panel study
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Propensity score
3
Semiparametric estimation
3
VAR modeling
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Bootstrap-Verfahren
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Graue Literatur
Collection of articles of several authors
Arbeitspapier
11
Non-commercial literature
11
Working Paper
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Cai, Zongwu
Lütkepohl, Helmut
34
Kilian, Lutz
20
Marcellino, Massimiliano
19
Staszewska-Bystrova, Anna
15
Winker, Peter
15
Koop, Gary
14
Swanson, Norman R.
14
Huber, Florian
12
Inoue, Atsushi
12
Pesaran, M. Hashem
12
Kapetanios, George
10
Sentana, Enrique
10
Audrino, Francesco
9
Croux, Christophe
9
Gao, Jiti
9
Hyndman, Rob J.
9
Jordà, Òscar
9
Athanasopoulos, George
8
Clark, Todd E.
8
Koopman, Siem Jan
8
Schorfheide, Frank
8
Vahid, Farshid
8
White, Halbert
8
Benati, Luca
7
Corradi, Valentina
7
Bruns, Martin
6
Dijk, Dick van
6
Fiorentini, Gabriele
6
Peng, Bin
6
Phillips, Peter C. B.
6
Rossi, Barbara
6
Theodoridis, Konstantinos
6
Vella, Francis
6
Wright, Jonathan H.
6
Zadrozny, Peter A.
6
Amengual, Dante
5
Angrist, Joshua D.
5
Bekaert, Geert
5
Binder, Michael
5
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Working papers series in theoretical and applied economics
11
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ECONIS (ZBW)
11
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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
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:
4
A nonparametric dynamic network via multivariate quantile autoregressions
Cai, Zongwu
;
Liu, Xiyuan
-
2022
Persistent link: https://www.econbiz.de/10013283992
Saved in:
5
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:
6
Testing heteroskedasticity for predictive regressions with nonstationary regressors
Hong, Shaoxin
;
Zhang, Zhengyi
;
Cai, Zongwu
-
2021
Persistent link: https://www.econbiz.de/10012425349
Saved in:
7
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:
8
Testing for structural change of predictive regression model to threshold predictive regression model
Zhu, Fukang
;
Liu, Mengya
;
Ling, Shiqing
;
Cai, Zongwu
-
2020
Persistent link: https://www.econbiz.de/10012425329
Saved in:
9
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:
10
A functional-coefficient VAR model for dynamic quantiles with constructing financial network
Cai, Zongwu
;
Liu, Xiyuan
-
2020
Persistent link: https://www.econbiz.de/10012312878
Saved in:
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