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 1 123
A New Test for Superior Predictive Ability 0 0 0 24 0 2 3 125
Adaptive Varying-Coefficient Linear Models 0 0 0 4 0 1 4 67
Adaptive varying co-efficient linear models 0 0 0 3 2 2 2 42
Adaptive varying-coefficient linear models 0 0 0 3 2 4 6 48
Convergency and Divergency of Functional Coefficient Weak Instrumental Variables Models 0 0 0 6 1 1 1 65
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 0 1 4 38 0 2 7 102
Functional Coefficient Models for Economic and Financial Data 1 3 7 90 2 7 12 266
Functional-coefficient regression models for nonlinear time series 0 0 0 40 2 3 4 264
Nonparametric Estimation Of Varying Coefficient Dynamic Panel Data Models 0 0 0 21 0 1 1 132
Nonparametric Methods for Estimating Conditional VaR and Expected Shortfall 0 0 0 28 0 0 0 72
Nonparametric Methods in Continuous-Time Finance: A Selective Review 0 0 0 12 0 0 0 78
Nonparametric Quantile Estimations For Dynamic Smooth Coefficient Models 0 1 1 18 0 2 3 100
Predictive regressions for macroeconomic data 0 0 0 50 1 2 3 106
Reducing the Asymptotic Bias of Weak Instruments Estimation Using Independently Repeated Cross-sectional Information 0 0 1 5 1 1 3 73
Reexamining the Empirical Relevance of Habit Formation Preferences 0 0 0 25 1 1 3 88
Semiparametric Estimation of Partially Varying-Coefficient 0 0 1 21 1 2 4 108
Semiparametric Quantile Regression Estimation in Dynamic Models with Partially Varying Coefficients 1 1 1 137 2 3 7 328
Smoothing for discrete-valued time series 0 0 0 2 0 0 1 28
Some Recent Develop- ments on Nonparametric Econometrics 0 0 0 65 2 2 4 106
Trending Time-Varying Coefficient Models With Serially Correlated Errors 0 0 0 20 4 4 6 77
Weak Instrumental Variables Models for Longitudinal Data 0 0 0 6 0 1 4 96
Total Working Papers 2 6 15 662 21 41 80 2,579

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 1 1 7 301
A two–stage approach to additive time series models 0 0 1 35 0 0 7 203
Adaptive varying‐coefficient linear models 0 0 0 36 3 4 4 161
Asymptotic properties of Kaplan-Meier estimator for censored dependent data 0 1 1 54 0 1 2 211
Average Regression Surface for Dependent Data 0 0 0 11 1 3 4 56
Diagnostics for nonlinearity in generalized linear models 0 0 0 11 1 1 3 47
Estimating a Distribution Function for Censored Time Series Data 0 0 0 21 1 2 6 105
Functional coefficient instrumental variables models 0 0 2 116 4 4 9 318
Functional-coefficient models for nonstationary time series data 1 1 1 188 3 6 10 470
Kaplan-Meier Estimator under Association 0 0 2 14 2 2 5 121
Kernel Density and Hazard Rate Estimation for Censored Dependent Data 0 0 0 31 2 2 3 105
Local Linear Estimation for Time‐Dependent Coefficients in Cox's Regression Models 0 2 2 88 1 4 4 171
Local M-estimator for nonparametric time series 0 0 1 20 0 1 2 76
NONPARAMETRIC ESTIMATION OF ADDITIVE NONLINEAR ARX TIME SERIES: LOCAL LINEAR FITTING AND PROJECTIONS 0 0 0 12 0 0 1 78
NONPARAMETRIC ESTIMATION OF VARYING COEFFICIENT DYNAMIC PANEL DATA MODELS 0 0 1 87 0 0 5 207
Nonparametric Quantile Estimations for Dynamic Smooth Coefficient Models 0 0 1 26 0 1 2 107
Nonparametric Quantile Estimations for Dynamic Smooth Coefficient Models 0 0 1 27 2 4 8 116
Nonparametric estimation equations for time series data 0 0 0 20 0 5 6 63
Nonparametric estimation of conditional VaR and expected shortfall 0 0 2 214 1 1 7 621
Partially varying coefficient instrumental variables models 0 0 1 12 1 2 3 47
REGRESSION QUANTILES FOR TIME SERIES 0 0 2 137 0 1 5 356
Reducing asymptotic bias of weak instrumental estimation using independently repeated cross-sectional information 0 0 0 10 1 1 2 79
Selection of Mixed Copula Model via Penalized Likelihood 0 0 0 38 1 2 7 110
Semiparametric quantile regression estimation in dynamic models with partially varying coefficients 0 0 1 97 2 3 10 333
Smooth estimate of quantiles under association 0 0 0 17 0 1 1 63
Smoothing for discrete‐valued time series 0 0 0 15 2 2 2 66
Strong consistency and rates for recursive nonparametric conditional probability density estimates under ([alpha], [beta])-mixing conditions 0 0 0 8 0 0 0 29
Strong consistency and rates for recursive nonparametric conditional probability density estimates under ([alpha], [beta])-mixing conditions 0 0 0 0 0 0 0 30
Testing predictive regression models with nonstationary regressors 0 0 0 64 1 2 3 205
Trending time-varying coefficient time series models with serially correlated errors 0 2 5 375 3 11 21 785
Two-Step Likelihood Estimation Procedure for Varying-Coefficient Models 0 0 0 12 1 1 1 59
Uniform strong estimation under [alpha]-mixing, with rates 0 0 0 78 1 2 8 208
Weighted Nadaraya-Watson regression estimation 1 1 3 105 3 5 9 388
Total Journal Articles 2 7 27 2,036 38 75 167 6,295

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Statistics updated 2025-12-06