Access Statistics for Zongwu Cai

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A New Forecasting Model for USD/CNY Exchange Rate 0 0 0 20 3 8 17 139
A New Test for Superior Predictive Ability 0 1 2 26 1 14 33 155
Adaptive Varying-Coefficient Linear Models 0 0 0 4 0 2 9 75
Adaptive varying co-efficient linear models 0 0 0 3 0 5 14 54
Adaptive varying-coefficient linear models 0 0 0 3 0 3 15 58
Convergency and Divergency of Functional Coefficient Weak Instrumental Variables Models 0 0 0 6 0 5 7 71
Does Relative Risk Aversion Vary with Wealth? Evidence from Households' Portfolio Choice Data 0 0 0 24 0 5 12 97
Effient Estimation of Partially Varying Coefficient Instrumental Variables Models 0 0 2 38 0 3 9 108
Functional Coefficient Models for Economic and Financial Data 1 1 4 91 1 5 25 283
Functional-coefficient regression models for nonlinear time series 0 0 1 41 0 5 18 279
Nonparametric Estimation Of Varying Coefficient Dynamic Panel Data Models 0 0 0 21 1 6 10 141
Nonparametric Methods for Estimating Conditional VaR and Expected Shortfall 0 0 0 28 0 3 7 79
Nonparametric Methods in Continuous-Time Finance: A Selective Review 0 0 0 12 0 8 16 94
Nonparametric Quantile Estimations For Dynamic Smooth Coefficient Models 0 0 1 18 0 2 9 107
Predictive regressions for macroeconomic data 0 0 2 52 1 3 10 114
Reducing the Asymptotic Bias of Weak Instruments Estimation Using Independently Repeated Cross-sectional Information 0 0 0 5 0 5 8 80
Reexamining the Empirical Relevance of Habit Formation Preferences 0 0 0 25 0 1 7 94
Semiparametric Estimation of Partially Varying-Coefficient 0 0 0 21 0 3 17 123
Semiparametric Quantile Regression Estimation in Dynamic Models with Partially Varying Coefficients 0 0 1 137 0 2 16 340
Smoothing for discrete-valued time series 0 0 0 2 0 3 9 36
Some Recent Develop- ments on Nonparametric Econometrics 0 0 0 65 0 1 5 108
Trending Time-Varying Coefficient Models With Serially Correlated Errors 0 0 0 20 0 1 9 82
Weak Instrumental Variables Models for Longitudinal Data 0 0 1 7 0 6 16 111
Total Working Papers 1 2 14 669 7 99 298 2,828

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A New Forecasting Model for USD/CNY Exchange Rate 0 0 0 57 0 6 15 312
A two–stage approach to additive time series models 0 0 1 35 0 3 8 210
Adaptive varying‐coefficient linear models 0 0 0 36 0 3 12 169
Asymptotic properties of Kaplan-Meier estimator for censored dependent data 0 1 4 57 0 1 12 221
Average Regression Surface for Dependent Data 0 0 1 12 1 1 13 65
Diagnostics for nonlinearity in generalized linear models 0 0 0 11 0 2 8 53
Estimating a Distribution Function for Censored Time Series Data 0 0 0 21 0 2 10 111
Functional coefficient instrumental variables models 0 0 3 118 0 1 11 322
Functional-coefficient models for nonstationary time series data 0 1 4 191 0 3 19 481
Kaplan-Meier Estimator under Association 1 1 2 15 1 3 9 127
Kernel Density and Hazard Rate Estimation for Censored Dependent Data 0 0 0 31 0 2 8 111
Local Linear Estimation for Time‐Dependent Coefficients in Cox's Regression Models 0 0 3 89 0 2 11 178
Local M-estimator for nonparametric time series 0 0 0 20 0 1 3 78
NONPARAMETRIC ESTIMATION OF ADDITIVE NONLINEAR ARX TIME SERIES: LOCAL LINEAR FITTING AND PROJECTIONS 0 0 0 12 0 1 4 81
NONPARAMETRIC ESTIMATION OF VARYING COEFFICIENT DYNAMIC PANEL DATA MODELS 0 0 2 89 0 0 4 211
Nonparametric Quantile Estimations for Dynamic Smooth Coefficient Models 0 0 1 27 1 2 9 115
Nonparametric Quantile Estimations for Dynamic Smooth Coefficient Models 0 0 0 27 0 2 9 121
Nonparametric estimation equations for time series data 0 0 0 20 0 3 15 73
Nonparametric estimation of conditional VaR and expected shortfall 0 0 0 214 3 6 19 637
Partially varying coefficient instrumental variables models 0 0 0 12 0 1 5 50
REGRESSION QUANTILES FOR TIME SERIES 0 0 1 138 1 2 12 366
Reducing asymptotic bias of weak instrumental estimation using independently repeated cross-sectional information 0 0 0 10 0 3 10 88
Selection of Mixed Copula Model via Penalized Likelihood 0 0 0 38 0 0 10 118
Semiparametric quantile regression estimation in dynamic models with partially varying coefficients 0 0 0 97 0 4 14 342
Smooth estimate of quantiles under association 0 0 0 17 0 0 7 69
Smoothing for discrete‐valued time series 0 0 0 15 0 4 11 75
Strong consistency and rates for recursive nonparametric conditional probability density estimates under ([alpha], [beta])-mixing conditions 0 0 0 0 0 2 4 34
Strong consistency and rates for recursive nonparametric conditional probability density estimates under ([alpha], [beta])-mixing conditions 0 0 0 8 0 0 1 30
Testing predictive regression models with nonstationary regressors 0 0 0 64 1 4 13 215
Trending time-varying coefficient time series models with serially correlated errors 0 0 2 375 2 7 28 801
Two-Step Likelihood Estimation Procedure for Varying-Coefficient Models 0 0 0 12 0 5 8 66
Uniform strong estimation under [alpha]-mixing, with rates 0 0 0 78 0 6 18 218
Weighted Nadaraya-Watson regression estimation 0 0 2 105 1 5 21 402
Total Journal Articles 1 3 26 2,051 11 87 361 6,550

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-07-10