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 3 7 8 130
A New Test for Superior Predictive Ability 1 1 1 25 4 11 14 136
Adaptive Varying-Coefficient Linear Models 0 0 0 4 0 5 8 72
Adaptive varying co-efficient linear models 0 0 0 3 1 6 8 48
Adaptive varying-coefficient linear models 0 0 0 3 1 7 12 55
Convergency and Divergency of Functional Coefficient Weak Instrumental Variables Models 0 0 0 6 0 1 2 66
Does Relative Risk Aversion Vary with Wealth? Evidence from Households' Portfolio Choice Data 0 0 0 24 0 4 5 89
Effient Estimation of Partially Varying Coefficient Instrumental Variables Models 0 0 4 38 0 3 9 105
Functional Coefficient Models for Economic and Financial Data 0 0 6 90 1 9 20 275
Functional-coefficient regression models for nonlinear time series 1 1 1 41 3 9 12 273
Nonparametric Estimation Of Varying Coefficient Dynamic Panel Data Models 0 0 0 21 0 3 4 135
Nonparametric Methods for Estimating Conditional VaR and Expected Shortfall 0 0 0 28 0 4 4 76
Nonparametric Methods in Continuous-Time Finance: A Selective Review 0 0 0 12 2 8 8 86
Nonparametric Quantile Estimations For Dynamic Smooth Coefficient Models 0 0 1 18 1 4 6 104
Predictive regressions for macroeconomic data 0 2 2 52 0 5 7 111
Reducing the Asymptotic Bias of Weak Instruments Estimation Using Independently Repeated Cross-sectional Information 0 0 0 5 0 2 3 75
Reexamining the Empirical Relevance of Habit Formation Preferences 0 0 0 25 1 5 8 93
Semiparametric Estimation of Partially Varying-Coefficient 0 0 0 21 1 12 14 120
Semiparametric Quantile Regression Estimation in Dynamic Models with Partially Varying Coefficients 0 0 1 137 0 8 14 336
Smoothing for discrete-valued time series 0 0 0 2 0 5 6 33
Some Recent Develop- ments on Nonparametric Econometrics 0 0 0 65 1 1 5 107
Trending Time-Varying Coefficient Models With Serially Correlated Errors 0 0 0 20 0 4 8 81
Weak Instrumental Variables Models for Longitudinal Data 0 1 1 7 2 8 10 104
Total Working Papers 2 5 17 667 21 131 195 2,710

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 4 10 305
A two–stage approach to additive time series models 0 0 1 35 0 4 7 207
Adaptive varying‐coefficient linear models 0 0 0 36 1 5 9 166
Asymptotic properties of Kaplan-Meier estimator for censored dependent data 0 1 2 55 3 8 10 219
Average Regression Surface for Dependent Data 1 1 1 12 1 8 12 64
Diagnostics for nonlinearity in generalized linear models 0 0 0 11 0 4 6 51
Estimating a Distribution Function for Censored Time Series Data 0 0 0 21 1 3 8 108
Functional coefficient instrumental variables models 1 1 2 117 2 2 10 320
Functional-coefficient models for nonstationary time series data 1 1 2 189 2 5 14 475
Kaplan-Meier Estimator under Association 0 0 2 14 1 3 7 124
Kernel Density and Hazard Rate Estimation for Censored Dependent Data 0 0 0 31 0 2 4 107
Local Linear Estimation for Time‐Dependent Coefficients in Cox's Regression Models 1 1 3 89 2 4 8 175
Local M-estimator for nonparametric time series 0 0 1 20 0 1 3 77
NONPARAMETRIC ESTIMATION OF ADDITIVE NONLINEAR ARX TIME SERIES: LOCAL LINEAR FITTING AND PROJECTIONS 0 0 0 12 0 2 3 80
NONPARAMETRIC ESTIMATION OF VARYING COEFFICIENT DYNAMIC PANEL DATA MODELS 0 1 2 88 0 3 5 210
Nonparametric Quantile Estimations for Dynamic Smooth Coefficient Models 0 0 1 27 0 2 9 118
Nonparametric Quantile Estimations for Dynamic Smooth Coefficient Models 0 1 2 27 0 6 8 113
Nonparametric estimation equations for time series data 0 0 0 20 2 7 13 70
Nonparametric estimation of conditional VaR and expected shortfall 0 0 2 214 1 10 17 631
Partially varying coefficient instrumental variables models 0 0 1 12 0 2 5 49
REGRESSION QUANTILES FOR TIME SERIES 1 1 3 138 3 8 12 364
Reducing asymptotic bias of weak instrumental estimation using independently repeated cross-sectional information 0 0 0 10 1 4 5 83
Selection of Mixed Copula Model via Penalized Likelihood 0 0 0 38 0 8 13 118
Semiparametric quantile regression estimation in dynamic models with partially varying coefficients 0 0 1 97 0 5 14 338
Smooth estimate of quantiles under association 0 0 0 17 0 6 7 69
Smoothing for discrete‐valued time series 0 0 0 15 1 5 7 71
Strong consistency and rates for recursive nonparametric conditional probability density estimates under ([alpha], [beta])-mixing conditions 0 0 0 8 0 1 1 30
Strong consistency and rates for recursive nonparametric conditional probability density estimates under ([alpha], [beta])-mixing conditions 0 0 0 0 0 2 2 32
Testing predictive regression models with nonstationary regressors 0 0 0 64 0 4 7 209
Trending time-varying coefficient time series models with serially correlated errors 0 0 2 375 1 8 23 793
Two-Step Likelihood Estimation Procedure for Varying-Coefficient Models 0 0 0 12 0 2 3 61
Uniform strong estimation under [alpha]-mixing, with rates 0 0 0 78 0 4 12 212
Weighted Nadaraya-Watson regression estimation 0 0 2 105 1 5 13 393
Total Journal Articles 5 8 30 2,044 24 147 287 6,442

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Statistics updated 2026-03-04