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 17 2 5 13 80
A New Test for Superior Predictive Ability 0 0 1 19 2 5 12 93
Adaptive Varying-Coefficient Linear Models 0 0 0 3 0 2 9 48
Adaptive varying co-efficient linear models 0 0 0 3 1 3 4 34
Adaptive varying-coefficient linear models 0 0 0 2 0 1 3 35
Convergency and Divergency of Functional Coefficient Weak Instrumental Variables Models 0 0 0 6 2 5 9 52
Does Relative Risk Aversion Vary with Wealth? Evidence from Households' Portfolio Choice Data 0 0 0 23 0 1 2 74
Effient Estimation of Partially Varying Coefficient Instrumental Variables Models 0 0 3 28 0 6 14 69
Functional Coefficient Models for Economic and Financial Data 1 2 12 55 7 18 40 165
Functional-coefficient regression models for nonlinear time series 0 0 1 29 0 1 8 213
Nonparametric Estimation Of Varying Coefficient Dynamic Panel Data Models 0 0 4 17 2 6 18 106
Nonparametric Methods for Estimating Conditional VaR and Expected Shortfall 0 1 1 27 2 5 13 52
Nonparametric Methods in Continuous-Time Finance: A Selective Review 0 0 2 12 0 1 8 69
Nonparametric Quantile Estimations For Dynamic Smooth Coefficient Models 0 1 3 14 2 5 15 71
Predictive regressions for macroeconomic data 0 0 3 48 0 2 6 96
Reducing the Asymptotic Bias of Weak Instruments Estimation Using Independently Repeated Cross-sectional Information 0 0 0 4 2 5 11 56
Reexamining the Empirical Relevance of Habit Formation Preferences 0 0 0 25 0 0 5 82
Semiparametric Estimation of Partially Varying-Coefficient 0 1 2 17 3 8 15 85
Semiparametric Quantile Regression Estimation in Dynamic Models with Partially Varying Coefficients 0 0 0 135 0 7 19 308
Smoothing for discrete-valued time series 0 0 0 2 0 0 3 19
Some Recent Develop- ments on Nonparametric Econometrics 0 0 1 64 2 8 17 77
Trending Time-Varying Coefficient Models With Serially Correlated Errors 0 1 2 19 0 1 7 62
Weak Instrumental Variables Models for Longitudinal Data 0 0 0 4 2 7 12 64
Total Working Papers 1 6 35 573 29 102 263 2,010


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 1 1 1 54 2 7 21 270
A two–stage approach to additive time series models 0 0 0 31 0 1 3 175
Adaptive varying‐coefficient linear models 0 0 0 34 2 2 3 149
Asymptotic properties of Kaplan-Meier estimator for censored dependent data 1 1 2 45 3 4 9 178
Average Regression Surface for Dependent Data 0 1 1 11 0 1 1 47
Diagnostics for nonlinearity in generalized linear models 0 0 0 11 1 2 2 38
Estimating a Distribution Function for Censored Time Series Data 1 1 2 19 1 2 4 88
Functional coefficient instrumental variables models 0 0 2 104 2 2 8 287
Functional-coefficient models for nonstationary time series data 2 3 7 172 3 5 17 422
Kaplan-Meier Estimator under Association 0 0 0 12 0 1 2 109
Kernel Density and Hazard Rate Estimation for Censored Dependent Data 0 0 0 30 0 2 5 98
Local Linear Estimation for Time‐Dependent Coefficients in Cox's Regression Models 0 1 3 76 0 1 8 149
Local M-estimator for nonparametric time series 0 0 1 19 0 0 3 67
NONPARAMETRIC ESTIMATION OF ADDITIVE NONLINEAR ARX TIME SERIES: LOCAL LINEAR FITTING AND PROJECTIONS 0 1 1 12 0 1 1 70
NONPARAMETRIC ESTIMATION OF VARYING COEFFICIENT DYNAMIC PANEL DATA MODELS 0 0 1 82 1 2 5 184
Nonparametric Quantile Estimations for Dynamic Smooth Coefficient Models 0 0 0 21 0 0 5 90
Nonparametric Quantile Estimations for Dynamic Smooth Coefficient Models 0 0 2 24 0 1 7 97
Nonparametric estimation equations for time series data 0 0 0 17 0 0 1 51
Nonparametric estimation of conditional VaR and expected shortfall 0 1 4 201 0 2 16 582
Partially varying coefficient instrumental variables models 0 0 0 11 1 1 1 41
REGRESSION QUANTILES FOR TIME SERIES 0 0 5 124 0 5 14 314
Reducing asymptotic bias of weak instrumental estimation using independently repeated cross-sectional information 0 0 0 9 0 0 3 72
Selection of Mixed Copula Model via Penalized Likelihood 0 0 3 29 1 2 7 78
Semiparametric quantile regression estimation in dynamic models with partially varying coefficients 0 0 0 90 0 0 8 297
Smooth estimate of quantiles under association 0 0 0 15 1 3 5 58
Smoothing for discrete‐valued time series 0 0 0 15 0 1 1 61
Strong consistency and rates for recursive nonparametric conditional probability density estimates under ([alpha], [beta])-mixing conditions 0 0 0 0 0 3 7 25
Strong consistency and rates for recursive nonparametric conditional probability density estimates under ([alpha], [beta])-mixing conditions 0 0 0 7 0 2 3 26
Testing predictive regression models with nonstationary regressors 0 0 1 60 0 1 3 181
Trending time-varying coefficient time series models with serially correlated errors 1 5 20 296 8 19 52 633
Two-Step Likelihood Estimation Procedure for Varying-Coefficient Models 0 0 0 10 2 4 6 50
Uniform strong estimation under [alpha]-mixing, with rates 0 1 2 70 1 3 4 177
Weighted Nadaraya-Watson regression estimation 0 0 9 94 0 0 16 328
Total Journal Articles 6 16 67 1,805 29 80 251 5,492


Statistics updated 2021-01-03