Access Statistics for Zongwu Cai

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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 16 139
A New Test for Superior Predictive Ability 1 2 4 28 3 13 45 168
Adaptive Varying-Coefficient Linear Models 0 0 0 4 0 0 9 75
Adaptive varying co-efficient linear models 0 0 0 3 0 0 14 54
Adaptive varying-coefficient linear models 0 0 0 3 0 0 14 58
Convergency and Divergency of Functional Coefficient Weak Instrumental Variables Models 0 0 0 6 1 1 8 72
Does Relative Risk Aversion Vary with Wealth? Evidence from Households' Portfolio Choice Data 0 0 0 24 0 1 13 98
Effient Estimation of Partially Varying Coefficient Instrumental Variables Models 0 0 0 38 0 0 6 108
Functional Coefficient Models for Economic and Financial Data 0 1 5 92 0 3 26 286
Functional-coefficient regression models for nonlinear time series 0 0 1 41 0 0 18 279
Nonparametric Estimation Of Varying Coefficient Dynamic Panel Data Models 0 0 0 21 2 2 12 143
Nonparametric Methods for Estimating Conditional VaR and Expected Shortfall 0 0 0 28 0 0 7 79
Nonparametric Methods in Continuous-Time Finance: A Selective Review 0 0 0 12 0 1 17 95
Nonparametric Quantile Estimations For Dynamic Smooth Coefficient Models 0 0 0 18 0 0 8 107
Predictive regressions for macroeconomic data 0 0 2 52 0 1 11 115
Reducing the Asymptotic Bias of Weak Instruments Estimation Using Independently Repeated Cross-sectional Information 0 0 0 5 0 0 8 80
Reexamining the Empirical Relevance of Habit Formation Preferences 0 0 0 25 0 0 7 94
Semiparametric Estimation of Partially Varying-Coefficient 0 0 0 21 0 1 18 124
Semiparametric Quantile Regression Estimation in Dynamic Models with Partially Varying Coefficients 0 0 1 137 3 4 19 344
Smoothing for discrete-valued time series 0 0 0 2 0 0 8 36
Some Recent Develop- ments on Nonparametric Econometrics 0 0 0 65 0 1 5 109
Trending Time-Varying Coefficient Models With Serially Correlated Errors 1 1 1 21 1 1 10 83
Weak Instrumental Variables Models for Longitudinal Data 0 0 1 7 1 1 17 112
Total Working Papers 2 4 15 673 11 30 316 2,858

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 2 14 314
A two–stage approach to additive time series models 0 0 0 35 0 0 7 210
Adaptive varying‐coefficient linear models 0 0 0 36 2 2 14 171
Asymptotic properties of Kaplan-Meier estimator for censored dependent data 0 0 4 57 1 3 14 224
Average Regression Surface for Dependent Data 0 1 2 13 0 1 13 66
Diagnostics for nonlinearity in generalized linear models 0 0 0 11 0 1 8 54
Estimating a Distribution Function for Censored Time Series Data 0 0 0 21 0 0 7 111
Functional coefficient instrumental variables models 0 1 3 119 0 4 12 326
Functional-coefficient models for nonstationary time series data 0 2 6 193 1 4 20 485
Kaplan-Meier Estimator under Association 0 0 1 15 0 0 8 127
Kernel Density and Hazard Rate Estimation for Censored Dependent Data 0 0 0 31 0 0 8 111
Local Linear Estimation for Time‐Dependent Coefficients in Cox's Regression Models 0 0 3 89 0 1 12 179
Local M-estimator for nonparametric time series 0 0 0 20 0 1 4 79
NONPARAMETRIC ESTIMATION OF ADDITIVE NONLINEAR ARX TIME SERIES: LOCAL LINEAR FITTING AND PROJECTIONS 0 0 0 12 0 0 3 81
NONPARAMETRIC ESTIMATION OF VARYING COEFFICIENT DYNAMIC PANEL DATA MODELS 0 0 2 89 0 1 5 212
Nonparametric Quantile Estimations for Dynamic Smooth Coefficient Models 0 0 0 27 1 3 12 124
Nonparametric Quantile Estimations for Dynamic Smooth Coefficient Models 0 0 1 27 0 1 10 116
Nonparametric estimation equations for time series data 0 0 0 20 0 0 15 73
Nonparametric estimation of conditional VaR and expected shortfall 0 0 0 214 0 1 18 638
Partially varying coefficient instrumental variables models 0 0 0 12 0 1 6 51
REGRESSION QUANTILES FOR TIME SERIES 0 0 1 138 1 1 12 367
Reducing asymptotic bias of weak instrumental estimation using independently repeated cross-sectional information 1 1 1 11 1 2 12 90
Selection of Mixed Copula Model via Penalized Likelihood 1 2 2 40 1 3 13 121
Semiparametric quantile regression estimation in dynamic models with partially varying coefficients 0 0 0 97 1 1 12 343
Smooth estimate of quantiles under association 0 0 0 17 0 0 7 69
Smoothing for discrete‐valued time series 0 0 0 15 1 2 13 77
Strong consistency and rates for recursive nonparametric conditional probability density estimates under ([alpha], [beta])-mixing conditions 0 0 0 0 0 1 5 35
Strong consistency and rates for recursive nonparametric conditional probability density estimates under ([alpha], [beta])-mixing conditions 0 0 0 8 0 1 2 31
Testing predictive regression models with nonstationary regressors 0 0 0 64 0 0 12 215
Trending time-varying coefficient time series models with serially correlated errors 0 1 2 376 0 3 27 804
Two-Step Likelihood Estimation Procedure for Varying-Coefficient Models 0 0 0 12 0 0 8 66
Uniform strong estimation under [alpha]-mixing, with rates 1 1 1 79 1 2 14 220
Weighted Nadaraya-Watson regression estimation 0 1 2 106 0 2 21 404
Total Journal Articles 3 10 31 2,061 12 44 368 6,594

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Statistics updated 2026-10-11