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 2 2 3 125
A New Test for Superior Predictive Ability 0 0 0 24 4 6 7 129
Adaptive Varying-Coefficient Linear Models 0 0 0 4 3 4 7 70
Adaptive varying co-efficient linear models 0 0 0 3 1 3 3 43
Adaptive varying-coefficient linear models 0 0 0 3 1 5 7 49
Convergency and Divergency of Functional Coefficient Weak Instrumental Variables Models 0 0 0 6 0 1 1 65
Does Relative Risk Aversion Vary with Wealth? Evidence from Households' Portfolio Choice Data 0 0 0 24 3 3 4 88
Effient Estimation of Partially Varying Coefficient Instrumental Variables Models 0 0 4 38 2 2 9 104
Functional Coefficient Models for Economic and Financial Data 0 3 7 90 2 8 14 268
Functional-coefficient regression models for nonlinear time series 0 0 0 40 2 5 6 266
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 1 1 1 73
Nonparametric Methods in Continuous-Time Finance: A Selective Review 0 0 0 12 2 2 2 80
Nonparametric Quantile Estimations For Dynamic Smooth Coefficient Models 0 0 1 18 0 1 3 100
Predictive regressions for macroeconomic data 2 2 2 52 2 4 5 108
Reducing the Asymptotic Bias of Weak Instruments Estimation Using Independently Repeated Cross-sectional Information 0 0 1 5 0 1 2 73
Reexamining the Empirical Relevance of Habit Formation Preferences 0 0 0 25 3 4 6 91
Semiparametric Estimation of Partially Varying-Coefficient 0 0 0 21 8 10 11 116
Semiparametric Quantile Regression Estimation in Dynamic Models with Partially Varying Coefficients 0 1 1 137 6 9 12 334
Smoothing for discrete-valued time series 0 0 0 2 1 1 2 29
Some Recent Develop- ments on Nonparametric Econometrics 0 0 0 65 0 2 4 106
Trending Time-Varying Coefficient Models With Serially Correlated Errors 0 0 0 20 0 4 6 77
Weak Instrumental Variables Models for Longitudinal Data 0 0 0 6 2 3 6 98
Total Working Papers 2 6 16 664 45 82 122 2,624

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 0 1 7 301
A two–stage approach to additive time series models 0 0 1 35 1 1 6 204
Adaptive varying‐coefficient linear models 0 0 0 36 2 6 6 163
Asymptotic properties of Kaplan-Meier estimator for censored dependent data 1 2 2 55 1 2 3 212
Average Regression Surface for Dependent Data 0 0 0 11 2 5 6 58
Diagnostics for nonlinearity in generalized linear models 0 0 0 11 2 3 5 49
Estimating a Distribution Function for Censored Time Series Data 0 0 0 21 0 1 6 105
Functional coefficient instrumental variables models 0 0 2 116 0 4 9 318
Functional-coefficient models for nonstationary time series data 0 1 1 188 1 6 10 471
Kaplan-Meier Estimator under Association 0 0 2 14 0 2 4 121
Kernel Density and Hazard Rate Estimation for Censored Dependent Data 0 0 0 31 2 4 5 107
Local Linear Estimation for Time‐Dependent Coefficients in Cox's Regression Models 0 2 2 88 0 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 1 1 2 79
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 27 2 6 10 118
Nonparametric Quantile Estimations for Dynamic Smooth Coefficient Models 1 1 2 27 2 3 4 109
Nonparametric estimation equations for time series data 0 0 0 20 2 7 8 65
Nonparametric estimation of conditional VaR and expected shortfall 0 0 2 214 3 4 10 624
Partially varying coefficient instrumental variables models 0 0 1 12 1 3 4 48
REGRESSION QUANTILES FOR TIME SERIES 0 0 2 137 2 3 7 358
Reducing asymptotic bias of weak instrumental estimation using independently repeated cross-sectional information 0 0 0 10 0 1 2 79
Selection of Mixed Copula Model via Penalized Likelihood 0 0 0 38 5 7 12 115
Semiparametric quantile regression estimation in dynamic models with partially varying coefficients 0 0 1 97 3 5 12 336
Smooth estimate of quantiles under association 0 0 0 17 0 1 1 63
Smoothing for discrete‐valued time series 0 0 0 15 3 5 5 69
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 3 4 206
Trending time-varying coefficient time series models with serially correlated errors 0 1 3 375 3 11 21 788
Two-Step Likelihood Estimation Procedure for Varying-Coefficient Models 0 0 0 12 0 1 1 59
Uniform strong estimation under [alpha]-mixing, with rates 0 0 0 78 1 3 9 209
Weighted Nadaraya-Watson regression estimation 0 1 2 105 1 6 9 389
Total Journal Articles 2 8 26 2,038 41 110 199 6,336

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Statistics updated 2026-01-09