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 0 1 2 123
A New Test for Superior Predictive Ability 0 0 2 24 0 1 4 123
Adaptive Varying-Coefficient Linear Models 0 0 0 4 0 0 3 66
Adaptive varying co-efficient linear models 0 0 0 3 0 0 0 40
Adaptive varying-coefficient linear models 0 0 0 3 0 1 2 44
Convergency and Divergency of Functional Coefficient Weak Instrumental Variables Models 0 0 0 6 0 0 1 64
Does Relative Risk Aversion Vary with Wealth? Evidence from Households' Portfolio Choice Data 0 0 0 24 0 0 1 85
Effient Estimation of Partially Varying Coefficient Instrumental Variables Models 1 2 4 38 2 3 7 102
Functional Coefficient Models for Economic and Financial Data 0 0 4 87 1 2 7 260
Functional-coefficient regression models for nonlinear time series 0 0 0 40 0 0 1 261
Nonparametric Estimation Of Varying Coefficient Dynamic Panel Data Models 0 0 0 21 0 0 1 131
Nonparametric Methods for Estimating Conditional VaR and Expected Shortfall 0 0 0 28 0 0 2 72
Nonparametric Methods in Continuous-Time Finance: A Selective Review 0 0 0 12 0 0 2 78
Nonparametric Quantile Estimations For Dynamic Smooth Coefficient Models 1 1 1 18 1 1 3 99
Predictive regressions for macroeconomic data 0 0 0 50 0 0 1 104
Reducing the Asymptotic Bias of Weak Instruments Estimation Using Independently Repeated Cross-sectional Information 0 0 1 5 0 0 4 72
Reexamining the Empirical Relevance of Habit Formation Preferences 0 0 0 25 0 0 2 87
Semiparametric Estimation of Partially Varying-Coefficient 0 0 1 21 0 0 2 106
Semiparametric Quantile Regression Estimation in Dynamic Models with Partially Varying Coefficients 0 0 0 136 0 1 4 325
Smoothing for discrete-valued time series 0 0 0 2 0 1 1 28
Some Recent Develop- ments on Nonparametric Econometrics 0 0 0 65 0 1 2 104
Trending Time-Varying Coefficient Models With Serially Correlated Errors 0 0 1 20 0 0 3 73
Weak Instrumental Variables Models for Longitudinal Data 0 0 0 6 0 0 4 95
Total Working Papers 2 3 14 658 4 12 59 2,542

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 3 6 300
A two–stage approach to additive time series models 0 1 1 35 0 1 9 203
Adaptive varying‐coefficient linear models 0 0 0 36 0 0 0 157
Asymptotic properties of Kaplan-Meier estimator for censored dependent data 0 0 0 53 0 1 3 210
Average Regression Surface for Dependent Data 0 0 0 11 0 1 1 53
Diagnostics for nonlinearity in generalized linear models 0 0 0 11 0 1 3 46
Estimating a Distribution Function for Censored Time Series Data 0 0 1 21 1 3 6 104
Functional coefficient instrumental variables models 0 1 3 116 0 3 7 314
Functional-coefficient models for nonstationary time series data 0 0 1 187 1 3 7 465
Kaplan-Meier Estimator under Association 0 1 2 14 0 1 3 119
Kernel Density and Hazard Rate Estimation for Censored Dependent Data 0 0 0 31 0 0 1 103
Local Linear Estimation for Time‐Dependent Coefficients in Cox's Regression Models 0 0 1 86 0 0 2 167
Local M-estimator for nonparametric time series 0 0 1 20 0 0 1 75
NONPARAMETRIC ESTIMATION OF ADDITIVE NONLINEAR ARX TIME SERIES: LOCAL LINEAR FITTING AND PROJECTIONS 0 0 0 12 0 1 1 78
NONPARAMETRIC ESTIMATION OF VARYING COEFFICIENT DYNAMIC PANEL DATA MODELS 0 0 1 87 0 0 7 207
Nonparametric Quantile Estimations for Dynamic Smooth Coefficient Models 0 0 1 26 0 0 1 106
Nonparametric Quantile Estimations for Dynamic Smooth Coefficient Models 0 0 1 27 0 0 5 112
Nonparametric estimation equations for time series data 0 0 0 20 0 0 2 58
Nonparametric estimation of conditional VaR and expected shortfall 0 0 2 214 0 2 7 620
Partially varying coefficient instrumental variables models 0 0 1 12 0 0 1 45
REGRESSION QUANTILES FOR TIME SERIES 0 0 2 137 0 1 5 355
Reducing asymptotic bias of weak instrumental estimation using independently repeated cross-sectional information 0 0 0 10 0 0 1 78
Selection of Mixed Copula Model via Penalized Likelihood 0 0 0 38 0 0 6 108
Semiparametric quantile regression estimation in dynamic models with partially varying coefficients 0 0 1 97 1 3 8 331
Smooth estimate of quantiles under association 0 0 0 17 0 0 0 62
Smoothing for discrete‐valued time series 0 0 0 15 0 0 0 64
Strong consistency and rates for recursive nonparametric conditional probability density estimates under ([alpha], [beta])-mixing conditions 0 0 0 0 0 0 0 30
Strong consistency and rates for recursive nonparametric conditional probability density estimates under ([alpha], [beta])-mixing conditions 0 0 0 8 0 0 0 29
Testing predictive regression models with nonstationary regressors 0 0 0 64 0 1 3 203
Trending time-varying coefficient time series models with serially correlated errors 1 1 6 374 3 4 18 777
Two-Step Likelihood Estimation Procedure for Varying-Coefficient Models 0 0 2 12 0 0 3 58
Uniform strong estimation under [alpha]-mixing, with rates 0 0 2 78 0 6 8 206
Weighted Nadaraya-Watson regression estimation 0 1 2 104 0 2 4 383
Total Journal Articles 1 5 31 2,030 6 37 129 6,226

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Statistics updated 2025-10-06