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 5 122
A New Test for Superior Predictive Ability 0 0 3 24 0 0 5 122
Adaptive Varying-Coefficient Linear Models 0 0 0 4 1 1 2 64
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 1 43
Convergency and Divergency of Functional Coefficient Weak Instrumental Variables Models 0 0 0 6 0 0 2 64
Does Relative Risk Aversion Vary with Wealth? Evidence from Households' Portfolio Choice Data 0 0 0 24 0 0 1 84
Effient Estimation of Partially Varying Coefficient Instrumental Variables Models 0 0 2 34 1 1 6 96
Functional Coefficient Models for Economic and Financial Data 0 1 3 84 0 1 6 255
Functional-coefficient regression models for nonlinear time series 0 0 1 40 1 1 4 261
Nonparametric Estimation Of Varying Coefficient Dynamic Panel Data Models 0 0 0 21 0 0 2 131
Nonparametric Methods for Estimating Conditional VaR and Expected Shortfall 0 0 0 28 0 0 3 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 0 0 1 17 1 1 3 98
Predictive regressions for macroeconomic data 0 0 0 50 0 1 2 104
Reducing the Asymptotic Bias of Weak Instruments Estimation Using Independently Repeated Cross-sectional Information 1 1 1 5 1 2 4 72
Reexamining the Empirical Relevance of Habit Formation Preferences 0 0 0 25 0 0 0 85
Semiparametric Estimation of Partially Varying-Coefficient 0 1 1 21 0 2 3 106
Semiparametric Quantile Regression Estimation in Dynamic Models with Partially Varying Coefficients 0 0 0 136 0 1 2 322
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 0 0 2 102
Trending Time-Varying Coefficient Models With Serially Correlated Errors 0 0 1 20 0 2 3 73
Weak Instrumental Variables Models for Longitudinal Data 0 0 1 6 1 2 7 94
Total Working Papers 1 3 14 650 6 16 65 2,515

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 2 57 0 1 6 295
A two–stage approach to additive time series models 0 0 0 34 1 4 7 200
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 0 3 209
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 1 1 2 45
Estimating a Distribution Function for Censored Time Series Data 0 0 1 21 0 1 5 100
Functional coefficient instrumental variables models 1 1 3 115 1 1 4 310
Functional-coefficient models for nonstationary time series data 0 0 3 187 0 1 6 461
Kaplan-Meier Estimator under Association 0 0 0 12 0 1 2 117
Kernel Density and Hazard Rate Estimation for Censored Dependent Data 0 0 1 31 1 1 3 103
Local Linear Estimation for Time‐Dependent Coefficients in Cox's Regression Models 0 0 3 86 0 0 5 167
Local M-estimator for nonparametric time series 0 0 0 19 0 0 0 74
NONPARAMETRIC ESTIMATION OF ADDITIVE NONLINEAR ARX TIME SERIES: LOCAL LINEAR FITTING AND PROJECTIONS 0 0 0 12 0 0 0 77
NONPARAMETRIC ESTIMATION OF VARYING COEFFICIENT DYNAMIC PANEL DATA MODELS 0 0 0 86 2 3 5 205
Nonparametric Quantile Estimations for Dynamic Smooth Coefficient Models 0 0 0 25 0 0 0 105
Nonparametric Quantile Estimations for Dynamic Smooth Coefficient Models 0 0 0 26 0 1 3 109
Nonparametric estimation equations for time series data 0 0 0 20 0 0 1 57
Nonparametric estimation of conditional VaR and expected shortfall 0 0 2 212 0 0 4 614
Partially varying coefficient instrumental variables models 0 0 0 11 0 0 0 44
REGRESSION QUANTILES FOR TIME SERIES 0 0 0 135 0 1 5 352
Reducing asymptotic bias of weak instrumental estimation using independently repeated cross-sectional information 0 0 0 10 0 1 1 78
Selection of Mixed Copula Model via Penalized Likelihood 0 0 4 38 0 2 7 105
Semiparametric quantile regression estimation in dynamic models with partially varying coefficients 0 0 0 96 0 1 4 324
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 0 5 202
Trending time-varying coefficient time series models with serially correlated errors 1 3 9 373 2 6 18 770
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 3 78 0 0 3 200
Weighted Nadaraya-Watson regression estimation 0 1 1 103 0 1 3 380
Total Journal Articles 2 5 34 2,014 8 27 105 6,155

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Statistics updated 2025-03-03