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 0 7 117
A New Test for Superior Predictive Ability 0 1 3 22 0 2 6 119
Adaptive Varying-Coefficient Linear Models 0 0 0 4 0 0 1 62
Adaptive varying co-efficient linear models 0 0 0 3 0 0 2 40
Adaptive varying-coefficient linear models 0 0 0 3 0 0 1 42
Convergency and Divergency of Functional Coefficient Weak Instrumental Variables Models 0 0 0 6 0 0 2 62
Does Relative Risk Aversion Vary with Wealth? Evidence from Households' Portfolio Choice Data 0 0 0 24 0 1 3 84
Effient Estimation of Partially Varying Coefficient Instrumental Variables Models 2 2 2 34 2 4 8 94
Functional Coefficient Models for Economic and Financial Data 1 2 6 83 1 2 10 251
Functional-coefficient regression models for nonlinear time series 0 0 3 39 0 0 7 257
Nonparametric Estimation Of Varying Coefficient Dynamic Panel Data Models 0 0 1 21 1 1 4 130
Nonparametric Methods for Estimating Conditional VaR and Expected Shortfall 0 0 0 28 0 0 0 69
Nonparametric Methods in Continuous-Time Finance: A Selective Review 0 0 0 12 0 0 1 76
Nonparametric Quantile Estimations For Dynamic Smooth Coefficient Models 0 0 1 16 0 0 2 95
Predictive regressions for macroeconomic data 0 0 0 50 0 0 1 102
Reducing the Asymptotic Bias of Weak Instruments Estimation Using Independently Repeated Cross-sectional Information 0 0 0 4 0 0 1 68
Reexamining the Empirical Relevance of Habit Formation Preferences 0 0 0 25 0 0 2 85
Semiparametric Estimation of Partially Varying-Coefficient 0 0 0 20 0 1 2 104
Semiparametric Quantile Regression Estimation in Dynamic Models with Partially Varying Coefficients 0 0 0 136 0 0 1 320
Smoothing for discrete-valued time series 0 0 0 2 0 0 0 27
Some Recent Develop- ments on Nonparametric Econometrics 0 0 0 65 1 1 5 101
Trending Time-Varying Coefficient Models With Serially Correlated Errors 0 0 0 19 0 0 2 70
Weak Instrumental Variables Models for Longitudinal Data 0 1 2 6 0 2 7 89
Total Working Papers 3 6 18 642 5 14 75 2,464


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 1 55 0 0 4 289
A two–stage approach to additive time series models 0 0 0 34 0 0 1 193
Adaptive varying‐coefficient linear models 0 0 1 36 0 0 3 157
Asymptotic properties of Kaplan-Meier estimator for censored dependent data 0 0 0 53 0 0 1 206
Average Regression Surface for Dependent Data 0 0 0 11 0 0 0 52
Diagnostics for nonlinearity in generalized linear models 0 0 0 11 0 0 2 43
Estimating a Distribution Function for Censored Time Series Data 0 0 1 20 0 0 2 95
Functional coefficient instrumental variables models 1 1 3 113 1 1 5 307
Functional-coefficient models for nonstationary time series data 1 1 4 185 1 1 7 456
Kaplan-Meier Estimator under Association 0 0 0 12 1 1 1 116
Kernel Density and Hazard Rate Estimation for Censored Dependent Data 0 0 0 30 0 0 0 100
Local Linear Estimation for Time‐Dependent Coefficients in Cox's Regression Models 1 2 5 85 1 2 7 164
Local M-estimator for nonparametric time series 0 0 0 19 0 0 2 74
NONPARAMETRIC ESTIMATION OF ADDITIVE NONLINEAR ARX TIME SERIES: LOCAL LINEAR FITTING AND PROJECTIONS 0 0 0 12 0 0 1 77
NONPARAMETRIC ESTIMATION OF VARYING COEFFICIENT DYNAMIC PANEL DATA MODELS 0 0 0 86 0 0 3 200
Nonparametric Quantile Estimations for Dynamic Smooth Coefficient Models 0 0 0 26 1 1 1 107
Nonparametric Quantile Estimations for Dynamic Smooth Coefficient Models 0 0 3 25 0 0 3 105
Nonparametric estimation equations for time series data 0 0 2 20 0 0 3 56
Nonparametric estimation of conditional VaR and expected shortfall 0 1 3 211 0 2 6 612
Partially varying coefficient instrumental variables models 0 0 0 11 0 0 0 44
REGRESSION QUANTILES FOR TIME SERIES 0 0 8 135 0 3 14 350
Reducing asymptotic bias of weak instrumental estimation using independently repeated cross-sectional information 0 0 0 10 0 0 1 77
Selection of Mixed Copula Model via Penalized Likelihood 1 2 4 36 1 2 5 100
Semiparametric quantile regression estimation in dynamic models with partially varying coefficients 0 0 1 96 2 3 5 323
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 1 30
Strong consistency and rates for recursive nonparametric conditional probability density estimates under ([alpha], [beta])-mixing conditions 0 0 1 8 0 0 1 29
Testing predictive regression models with nonstationary regressors 0 0 0 64 1 2 2 199
Trending time-varying coefficient time series models with serially correlated errors 1 2 9 366 1 2 14 754
Two-Step Likelihood Estimation Procedure for Varying-Coefficient Models 0 0 0 10 0 0 0 55
Uniform strong estimation under [alpha]-mixing, with rates 0 0 0 75 0 0 3 197
Weighted Nadaraya-Watson regression estimation 0 0 0 102 0 2 5 379
Total Journal Articles 5 9 46 1,989 10 22 103 6,072


Statistics updated 2024-06-06