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~isPartOf:"Econometric theory"
~isPartOf:"Journal of econometrics"
~person:"Cai, Zongwu"
~person:"Gao, Jiti"
~person:"Heckman, James J."
~person:"Jiménez-Martín, Sergi"
~person:"Magdalinos, Tassos"
~person:"Minford, Patrick"
~person:"Yang, Lijian"
~subject:"Großbritannien"
~subject:"Regressionsanalyse"
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Cai, Zongwu
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1
A semiparametric GARCH model for foreign exchange volatility
Yang, Lijian
- In:
Journal of econometrics
130
(
2006
)
2
,
pp. 365-384
Persistent link: https://www.econbiz.de/10003277973
Saved in:
2
Spline-backfitted kernal smoothing of additive coefficient model
Liu, Rong
;
Yang, Lijian
;
Wang, Hui
- In:
Econometric theory
26
(
2010
)
1
,
pp. 29-59
Persistent link: https://www.econbiz.de/10003968457
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3
Testing predictive regression models with nonstationary regressors
Cai, Zongwu
;
Wang, Yunfei
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 4-14
Persistent link: https://www.econbiz.de/10010254993
Saved in:
4
Testing instability in a predictive regression model with nonstationary regressors
Cai, Zongwu
;
Wang, Yunfei
;
Wang, Yonggang
- In:
Econometric theory
31
(
2015
)
5
,
pp. 953-980
Persistent link: https://www.econbiz.de/10011545495
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5
Semiparametric quantile regression estimation in dynamic models with partially varying coefficients
Cai, Zongwu
;
Xiao, Zhijie
- In:
Journal of econometrics
167
(
2012
)
2
,
pp. 413-425
Persistent link: https://www.econbiz.de/10009612844
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6
Non- and semiparametric identification of seasonal nonlinear autoregression models
Yang, Lijian
;
Tschernig, Rolf
- In:
Econometric theory
18
(
2002
)
6
,
pp. 1408-1448
Persistent link: https://www.econbiz.de/10001716911
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7
Nonparametric estimation and testing of interaction in additive models
Sperlich, Stefan
;
Tjøstheim, Dag
;
Yang, Lijian
- In:
Econometric theory
18
(
2002
)
2
,
pp. 197-251
Persistent link: https://www.econbiz.de/10001661291
Saved in:
8
Kernel-based Inference in Time-Varying Coefficient Cointegrating Regression
Li, Degui
;
Phillips, Peter C. B.
;
Gao, Jiti
- In:
Journal of econometrics
215
(
2020
)
2
,
pp. 607-632
Persistent link: https://www.econbiz.de/10012439572
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9
Uniform consistency of nonstationary kernel-weighted sample covariances for nonparametric regression
Li, Degui
;
Phillips, Peter C. B.
;
Gao, Jiti
- In:
Econometric theory
32
(
2016
)
3
,
pp. 655-685
Persistent link: https://www.econbiz.de/10011606819
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10
A semiparametric quantile panel data model with an application to estimating the growth effect of FDI
Cai, Zongwu
;
Chen, Linna
;
Fang, Ying
- In:
Journal of econometrics
206
(
2018
)
2
,
pp. 531-553
Persistent link: https://www.econbiz.de/10012110412
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