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 4 8 13 135
A New Test for Superior Predictive Ability 1 2 2 26 10 19 29 151
Adaptive Varying-Coefficient Linear Models 0 0 0 4 2 3 10 75
Adaptive varying co-efficient linear models 0 0 0 3 3 5 12 52
Adaptive varying-coefficient linear models 0 0 0 3 3 4 15 58
Convergency and Divergency of Functional Coefficient Weak Instrumental Variables Models 0 0 0 6 4 4 6 70
Does Relative Risk Aversion Vary with Wealth? Evidence from Households' Portfolio Choice Data 0 0 0 24 5 8 12 97
Effient Estimation of Partially Varying Coefficient Instrumental Variables Models 0 0 4 38 3 3 11 108
Functional Coefficient Models for Economic and Financial Data 0 0 4 90 4 8 25 282
Functional-coefficient regression models for nonlinear time series 0 1 1 41 4 8 17 278
Nonparametric Estimation Of Varying Coefficient Dynamic Panel Data Models 0 0 0 21 5 5 9 140
Nonparametric Methods for Estimating Conditional VaR and Expected Shortfall 0 0 0 28 3 3 7 79
Nonparametric Methods in Continuous-Time Finance: A Selective Review 0 0 0 12 5 7 13 91
Nonparametric Quantile Estimations For Dynamic Smooth Coefficient Models 0 0 1 18 2 4 9 107
Predictive regressions for macroeconomic data 0 0 2 52 2 2 9 113
Reducing the Asymptotic Bias of Weak Instruments Estimation Using Independently Repeated Cross-sectional Information 0 0 0 5 5 5 8 80
Reexamining the Empirical Relevance of Habit Formation Preferences 0 0 0 25 1 2 8 94
Semiparametric Estimation of Partially Varying-Coefficient 0 0 0 21 2 3 16 122
Semiparametric Quantile Regression Estimation in Dynamic Models with Partially Varying Coefficients 0 0 1 137 1 3 15 339
Smoothing for discrete-valued time series 0 0 0 2 2 2 8 35
Some Recent Develop- ments on Nonparametric Econometrics 0 0 0 65 1 2 6 108
Trending Time-Varying Coefficient Models With Serially Correlated Errors 0 0 0 20 1 1 9 82
Weak Instrumental Variables Models for Longitudinal Data 0 0 1 7 6 9 17 111
Total Working Papers 1 3 16 668 78 118 284 2,807

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 5 7 14 311
A two–stage approach to additive time series models 0 0 1 35 2 2 7 209
Adaptive varying‐coefficient linear models 0 0 0 36 2 3 11 168
Asymptotic properties of Kaplan-Meier estimator for censored dependent data 1 2 4 57 1 5 12 221
Average Regression Surface for Dependent Data 0 1 1 12 0 1 12 64
Diagnostics for nonlinearity in generalized linear models 0 0 0 11 2 2 8 53
Estimating a Distribution Function for Censored Time Series Data 0 0 0 21 2 4 11 111
Functional coefficient instrumental variables models 0 2 3 118 1 4 11 322
Functional-coefficient models for nonstationary time series data 1 3 4 191 1 6 17 479
Kaplan-Meier Estimator under Association 0 0 1 14 2 3 8 126
Kernel Density and Hazard Rate Estimation for Censored Dependent Data 0 0 0 31 2 4 8 111
Local Linear Estimation for Time‐Dependent Coefficients in Cox's Regression Models 0 1 3 89 1 4 10 177
Local M-estimator for nonparametric time series 0 0 0 20 1 1 3 78
NONPARAMETRIC ESTIMATION OF ADDITIVE NONLINEAR ARX TIME SERIES: LOCAL LINEAR FITTING AND PROJECTIONS 0 0 0 12 0 0 3 80
NONPARAMETRIC ESTIMATION OF VARYING COEFFICIENT DYNAMIC PANEL DATA MODELS 0 1 2 89 0 1 4 211
Nonparametric Quantile Estimations for Dynamic Smooth Coefficient Models 0 0 0 27 0 1 8 119
Nonparametric Quantile Estimations for Dynamic Smooth Coefficient Models 0 0 1 27 0 0 7 113
Nonparametric estimation equations for time series data 0 0 0 20 3 5 16 73
Nonparametric estimation of conditional VaR and expected shortfall 0 0 1 214 1 2 15 632
Partially varying coefficient instrumental variables models 0 0 0 12 1 1 5 50
REGRESSION QUANTILES FOR TIME SERIES 0 1 2 138 0 3 11 364
Reducing asymptotic bias of weak instrumental estimation using independently repeated cross-sectional information 0 0 0 10 3 6 10 88
Selection of Mixed Copula Model via Penalized Likelihood 0 0 0 38 0 0 13 118
Semiparametric quantile regression estimation in dynamic models with partially varying coefficients 0 0 1 97 3 3 16 341
Smooth estimate of quantiles under association 0 0 0 17 0 0 7 69
Smoothing for discrete‐valued time series 0 0 0 15 4 5 11 75
Strong consistency and rates for recursive nonparametric conditional probability density estimates under ([alpha], [beta])-mixing conditions 0 0 0 8 0 0 1 30
Strong consistency and rates for recursive nonparametric conditional probability density estimates under ([alpha], [beta])-mixing conditions 0 0 0 0 1 1 3 33
Testing predictive regression models with nonstationary regressors 0 0 0 64 3 5 12 214
Trending time-varying coefficient time series models with serially correlated errors 0 0 2 375 3 5 27 797
Two-Step Likelihood Estimation Procedure for Varying-Coefficient Models 0 0 0 12 5 5 8 66
Uniform strong estimation under [alpha]-mixing, with rates 0 0 0 78 4 4 16 216
Weighted Nadaraya-Watson regression estimation 0 0 2 105 2 7 19 399
Total Journal Articles 2 11 28 2,050 55 100 344 6,518

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Statistics updated 2026-05-06