15
H index
21
i10 index
1046
Citations
University of Kansas | 15 H index 21 i10 index 1046 Citations RESEARCH PRODUCTION: 33 Articles 23 Papers RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Zongwu Cai. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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Working Papers / Wang Yanan Institute for Studies in Economics (WISE), Xiamen University | 12 |
SFB 373 Discussion Papers / Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes | 2 |
Year | Title of citing document |
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2021 | Bayesian modelling of time-varying conditional heteroscedasticity. (2020). Roy, Arkaprava ; Karmakar, Sayar. In: Papers. RePEc:arx:papers:2009.06007. Full description at Econpapers || Download paper |
2021 | Simultaneous Bandwidths Determination for DK-HAC Estimators and Long-Run Variance Estimation in Nonparametric Settings. (2021). Perron, Pierre ; Grassi, Stefano ; Catania, Leopoldo ; Casini, Alessandro ; Belotti, Federico. In: Papers. RePEc:arx:papers:2103.00060. Full description at Econpapers || Download paper |
2021 | Theory of Low Frequency Contamination from Nonstationarity and Misspecification: Consequences for HAR Inference. (2021). Perron, Pierre ; Deng, Taosong ; Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.01604. Full description at Econpapers || Download paper |
2021 | Theory of Evolutionary Spectra for Heteroskedasticity and Autocorrelation Robust Inference in Possibly Misspecified and Nonstationary Models. (2021). Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.02981. Full description at Econpapers || Download paper |
2021 | Forecasting VaR and ES using a joint quantile regression and implications in portfolio allocation. (2021). Raponi, Valentina ; Petrella, Lea ; Merlo, Luca. In: Papers. RePEc:arx:papers:2106.06518. Full description at Econpapers || Download paper |
2021 | Nonparametric Estimation of Truncated Conditional Expectation Functions. (2021). Olma, Tomasz. In: Papers. RePEc:arx:papers:2109.06150. Full description at Econpapers || Download paper |
2022 | Testing for long-range dependence in non-stationary time series time-varying regression. (2021). Wu, Weichi ; Bai, Lujia. In: Papers. RePEc:arx:papers:2110.08089. Full description at Econpapers || Download paper |
2022 | Pivotal Test Statistic for Nonparametric Cointegrating Regression Functions. (2021). Kaiser, Mark S ; Mosaferi, Sepideh. In: Papers. RePEc:arx:papers:2111.00972. Full description at Econpapers || Download paper |
2022 | $\Delta-$CoES. (2022). Leeuwenkamp, Aleksy. In: Papers. RePEc:arx:papers:2206.02582. Full description at Econpapers || Download paper |
2022 | Multiscale Comparison of Nonparametric Trend Curves. (2022). Vogt, Michael ; Khismatullina, Marina. In: Papers. RePEc:arx:papers:2209.10841. Full description at Econpapers || Download paper |
2022 | Forecasting Inflation: The Use of Dynamic Factor Analysis and Nonlinear Combinations. (2022). Wang, Yongli ; Tavlas, George S ; Hall, Stephen G. In: Discussion Papers. RePEc:bir:birmec:22-12. Full description at Econpapers || Download paper |
2021 | Behavioural portfolio theory revisited: lessons learned from the field. (2021). Horn, Matthias ; Oehler, Andreas. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:s1:p:1743-1774. Full description at Econpapers || Download paper |
2022 | Varying coefficient frailty models with applications in single molecular experiments. (2022). Jeff, C F ; Lin, Lihsiang ; Hung, Ying. In: Biometrics. RePEc:bla:biomet:v:78:y:2022:i:2:p:474-486. Full description at Econpapers || Download paper |
2021 | An Extensive Comparison of Some Well?Established Value at Risk Methods. (2021). Lettieri, Davi ; Ferioli, Eduardo ; Calmon, Wilson ; Pizzinga, Adrian ; Soares, Johann. In: International Statistical Review. RePEc:bla:istatr:v:89:y:2021:i:1:p:148-166. Full description at Econpapers || Download paper |
2022 | Simultaneous variable selection and structural identification for time?varying coefficient models. (2022). Palma, Wilfredo ; Gao, Linhao ; Chan, Ngai Hang. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:4:p:511-531. Full description at Econpapers || Download paper |
2021 | A Unified test for the Intercept of a Predictive Regression Model. (2021). Rao, Yao ; Liu, Yuzi ; Lu, Fucai. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:2:p:571-588. Full description at Econpapers || Download paper |
2022 | Semiparametric estimation and model selection for conditional mixture copula models. (2022). Cai, Zongwu ; Yang, Bingduo ; Long, Wei ; Liu, Guannan. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:49:y:2022:i:1:p:287-330. Full description at Econpapers || Download paper |
2021 | The time-varying evolution of inflation risks. (2021). Korobilis, Dimitris ; Phella, Anthoulla ; Musso, Alberto ; Landau, Bettina. In: Working Paper Series. RePEc:ecb:ecbwps:20212600. Full description at Econpapers || Download paper |
2021 | Iterative GMM for partially linear single-index models with partly endogenous regressors. (2021). Zhang, Hong-Fan. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:156:y:2021:i:c:s016794732030236x. Full description at Econpapers || Download paper |
2021 | Fast inference for semi-varying coefficient models via local averaging. (2021). Zhao, Jingxin ; Xie, Chuanlong ; Peng, Heng. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:157:y:2021:i:c:s0167947320302176. Full description at Econpapers || Download paper |
2021 | Hypothesis testing of varying coefficients for regional quantiles. (2021). Park, Seyoung ; Lee, Eun Ryung. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:159:y:2021:i:c:s0167947321000384. Full description at Econpapers || Download paper |
2022 | On the semi-varying coefficient dynamic panel data model with autocorrelated errors. (2022). Huang, Lei ; Jiang, Hui ; Zhang, Hongfan ; Wei, Honglei. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:173:y:2022:i:c:s016794732200038x. Full description at Econpapers || Download paper |
2022 | Asymptotic normality of residual density estimator in stationary and explosive autoregressive models. (2022). Yu, Wei ; Yang, Wenzhi ; Gao, Min ; Wu, Shipeng. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:175:y:2022:i:c:s0167947322001293. Full description at Econpapers || Download paper |
2022 | Sequential Bayesian bandwidth selection for multivariate kernel regression with applications. (2022). Zhang, Yonghui ; Li, Yong. In: Economic Modelling. RePEc:eee:ecmode:v:112:y:2022:i:c:s0264999322001055. Full description at Econpapers || Download paper |
2021 | Real income convergence and the patterns of financial integration in the EU. (2021). cavallaro, eleonora ; Villani, Ilaria. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940820302229. Full description at Econpapers || Download paper |
2021 | Testing heteroskedasticity for predictive regressions with nonstationary regressors. (2021). Zhang, Zhengyi ; Hong, Shaoxin ; Cai, Zongwu. In: Economics Letters. RePEc:eee:ecolet:v:201:y:2021:i:c:s0165176521000586. Full description at Econpapers || Download paper |
2021 | Semiparametric estimation of varying trade elasticities in gravity. (2021). Zhang, Penglong ; Hu, Yushan. In: Economics Letters. RePEc:eee:ecolet:v:209:y:2021:i:c:s0165176521003979. Full description at Econpapers || Download paper |
2021 | Varying random coefficient models. (2021). Breunig, Christoph. In: Journal of Econometrics. RePEc:eee:econom:v:221:y:2021:i:2:p:381-408. Full description at Econpapers || Download paper |
2021 | Testing constancy in varying coefficient models. (2021). Arteaga-Molina, Luis A ; Delgado, Miguel A. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:625-644. Full description at Econpapers || Download paper |
2021 | A weighted sieve estimator for nonparametric time series models with nonstationary variables. (2021). Linton, Oliver ; Dong, Chaohua ; Peng, Bin. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:2:p:909-932. Full description at Econpapers || Download paper |
2021 | Time-varying model averaging. (2021). Hong, Yongmiao ; Sun, Yuying ; Zhang, Xinyu ; Wang, Shouyang ; Lee, Tae-Hwy. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:2:p:974-992. Full description at Econpapers || Download paper |
2021 | Boosting high dimensional predictive regressions with time varying parameters. (2021). Ng, Serena ; Yousuf, Kashif. In: Journal of Econometrics. RePEc:eee:econom:v:224:y:2021:i:1:p:60-87. Full description at Econpapers || Download paper |
2022 | Testing capital asset pricing models using functional-coefficient panel data models with cross-sectional dependence. (2022). Xu, Qiuhua ; Fang, Ying ; Cai, Zongwu. In: Journal of Econometrics. RePEc:eee:econom:v:227:y:2022:i:1:p:114-133. Full description at Econpapers || Download paper |
2022 | Functional coefficient panel modeling with communal smoothing covariates. (2022). Wang, Ying ; PEter, . In: Journal of Econometrics. RePEc:eee:econom:v:227:y:2022:i:2:p:371-407. Full description at Econpapers || Download paper |
2022 | Simultaneous inference for time-varying models. (2022). Wu, Wei Biao ; Richter, Stefan ; Karmakar, Sayar. In: Journal of Econometrics. RePEc:eee:econom:v:227:y:2022:i:2:p:408-428. Full description at Econpapers || Download paper |
2022 | Spurious functional-coefficient regression models and robust inference with marginal integration. (2022). Wang, Ying ; Tu, Yundong. In: Journal of Econometrics. RePEc:eee:econom:v:229:y:2022:i:2:p:396-421. Full description at Econpapers || Download paper |
2022 | Predictive functional linear models with diverging number of semiparametric single-index interactions. (2022). Wang, Naisyin ; Carroll, Raymond J ; Li, Yehua ; Liu, Yanghui. In: Journal of Econometrics. RePEc:eee:econom:v:230:y:2022:i:2:p:221-239. Full description at Econpapers || Download paper |
2022 | Global temperatures and greenhouse gases: A common features approach. (2022). Vahid, Farshid ; Gao, Jiti ; Chen, LI. In: Journal of Econometrics. RePEc:eee:econom:v:230:y:2022:i:2:p:240-254. Full description at Econpapers || Download paper |
2022 | Nonparametric inference for quantile cointegrations with stationary covariates. (2022). Wang, Qiying ; Liang, Han-Ying ; Tu, Yundong. In: Journal of Econometrics. RePEc:eee:econom:v:230:y:2022:i:2:p:453-482. Full description at Econpapers || Download paper |
2021 | Jump-preserving varying-coefficient models for nonlinear time series. (2021). Koo, Chao Hui ; Iek, Pavel. In: Econometrics and Statistics. RePEc:eee:ecosta:v:19:y:2021:i:c:p:58-96. Full description at Econpapers || Download paper |
2022 | A Score Based Test for Functional Linear Concurrent Regression. (2022). Maity, Arnab ; Ghosal, Rahul. In: Econometrics and Statistics. RePEc:eee:ecosta:v:21:y:2022:i:c:p:114-130. Full description at Econpapers || Download paper |
2022 | A nonparametric copula approach to conditional Value-at-Risk. (2022). Dunn, Richard ; Geenens, Gery. In: Econometrics and Statistics. RePEc:eee:ecosta:v:21:y:2022:i:c:p:19-37. Full description at Econpapers || Download paper |
2021 | A data-driven framework for consistent financial valuation and risk measurement. (2021). Kirkby, Lars J ; Cui, Zhenyu ; Nguyen, Duy. In: European Journal of Operational Research. RePEc:eee:ejores:v:289:y:2021:i:1:p:381-398. Full description at Econpapers || Download paper |
2022 | Testing predictability of stock returns under possible bubbles. (2022). Yang, Zihui ; Long, Wei. In: Journal of Empirical Finance. RePEc:eee:empfin:v:68:y:2022:i:c:p:246-260. Full description at Econpapers || Download paper |
2021 | The sectorally heterogeneous and time-varying price elasticities of energy demand in China. (2021). Su, Bin ; Tan, Xiujie ; Wei, Jie ; Wang, Banban. In: Energy Economics. RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003728. Full description at Econpapers || Download paper |
2022 | US and EA yield curve persistence during the COVID-19 pandemic. (2022). Papailias, Fotis. In: Finance Research Letters. RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001689. Full description at Econpapers || Download paper |
2022 | Time-varying pricing of risk in sovereign bond futures returns. (2022). Malinska, Barbora. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321004955. Full description at Econpapers || Download paper |
2022 | Augmented cointegrating linear models with possibly strongly correlated stationary and nonstationary regressors. (2022). Dong, Chaohua ; Peng, Zhen. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322000885. Full description at Econpapers || Download paper |
2021 | The effects of a “black swan” event (COVID-19) on herding behavior in cryptocurrency markets. (2021). Matkovskyy, Roman ; Jalan, Akanksha ; Yarovaya, Larisa. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121000408. Full description at Econpapers || Download paper |
2021 | Forecasting VaR and ES using a joint quantile regression and its implications in portfolio allocation. (2021). Raponi, Valentina ; Petrella, Lea ; Merlo, Luca. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:133:y:2021:i:c:s0378426621002077. Full description at Econpapers || Download paper |
2021 | Picking funds with confidence. (2021). Wermers, Russ ; Timmermann, Allan ; Lunde, Asger ; Gronborg, Niels S. In: Journal of Financial Economics. RePEc:eee:jfinec:v:139:y:2021:i:1:p:1-28. Full description at Econpapers || Download paper |
2021 | Optimal time-varying tail risk network with a rolling window approach. (2021). Zhang, Shuai. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:580:y:2021:i:c:s0378437121004003. Full description at Econpapers || Download paper |
2022 | Cross-correlation and forecast impact of public attention on USD/CNY exchange rate: Evidence from Baidu Index. (2022). Jia, Guozhu ; Gong, Xingyue ; Wang, Renyu ; Lin, Yong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:604:y:2022:i:c:s0378437122004575. Full description at Econpapers || Download paper |
2022 | Estimating tail-risk using semiparametric conditional variance with an application to meme stocks. (2022). Khanom, Najrin ; Daddona, Stefano. In: International Review of Economics & Finance. RePEc:eee:reveco:v:82:y:2022:i:c:p:241-260. Full description at Econpapers || Download paper |
2022 | Dynamics of the sheltering role of Bitcoin against crude oil market crash with varying severity of the COVID-19: A comparison with gold. (2022). Chen, Jinyu ; Duan, Kun ; Wang, Rui ; Ren, Xiaohang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:62:y:2022:i:c:s0275531922000605. Full description at Econpapers || Download paper |
2022 | Transformed Regression-based Long-Horizon Predictability Tests. (2021). Rodrigues, Paulo ; Demetrescu, Matei ; Taylor, Am Robert ; A M Robert Taylor, ; Mm, Paulo. In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:30620. Full description at Econpapers || Download paper |
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2022 | . Full description at Econpapers || Download paper |
2021 | An Axiomatic Foundation for the Expected Shortfall. (2021). Zitikis, Riardas ; Wang, Ruodu. In: Management Science. RePEc:inm:ormnsc:v:67:y:2021:i:3:p:1413-1429. Full description at Econpapers || Download paper |
2021 | Estimating Partially Conditional Quantile Treatment Effects. (2021). Tang, Shengfang ; Lin, Ming ; Fang, Ying ; Cai, Zongwu. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202103. Full description at Econpapers || Download paper |
2021 | Time-Varying Mixture Copula Models with Copula Selection. (2021). Hafner, Christian ; Yang, Bingduo ; Liu, Guannan ; Cai, Zongwu. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202105. Full description at Econpapers || Download paper |
2021 | Solving the Price Puzzle Via A Functional Coefficient Factor-Augmented VAR Model. (2021). Liu, Xiyuan ; Cai, Zongwu. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202106. Full description at Econpapers || Download paper |
2021 | Economic Policy Uncertainty: Cross-Country Linkages and Spillover Effects on Economic Development in Some Belt and Road Countries. (2021). Dong, Yajing ; Yuan, Jing ; Cai, Zongwu ; Zhai, Weijie. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202110. Full description at Econpapers || Download paper |
2021 | A Nonparametric Test for Testing Heterogeneity in Conditional Quantile Treatment Effects. (2021). Tang, Shengfang ; Lin, Ming ; Fang, Ying ; Cai, Zongwu. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202117. Full description at Econpapers || Download paper |
2022 | A Nonparametric Dynamic Network via Multivariate Quantile Autoregressions. (2022). Liu, Xiyuan ; Cai, Zongwu. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202209. Full description at Econpapers || Download paper |
2022 | Online Dynamic Portfolio Choices. (2022). Chen, Pixiong ; Cai, Zongwu. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202218. Full description at Econpapers || Download paper |
2021 | Conditional Heteroscedasticity Models with Time-Varying Parameters: Estimation and Asymptotics. (2021). Zhang, Xibin ; Keith, Jonathan ; Pourkhanali, Armin. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2021-15. Full description at Econpapers || Download paper |
2021 | Semiparametric Spatial Autoregressive Panel Data Model with Fixed Effects and Time-Varying Coefficients. (2021). Gao, Jiti ; Liang, Xuan ; Gong, Xiaodong. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2021-5. Full description at Econpapers || Download paper |
2022 | Estimation of nonstationary nonparametric regression model with multiplicative structure. (2022). Wu, Wei Biao ; Smetanina, Ekaterina ; Chen, Likai. In: Econometrics Journal. RePEc:oup:emjrnl:v:25:y:2022:i:1:p:176-214.. Full description at Econpapers || Download paper |
2021 | Semiparametric Spatial Autoregressive Panel Data Model with Fixed Effects and Time-Varying Coefficients. (2021). Xiaodong, Gong ; Jiti, Gao ; Xuan, Liang. In: MPRA Paper. RePEc:pra:mprapa:108497. Full description at Econpapers || Download paper |
2022 | On decrease in oil price elasticity of GDP and investment in Russia. (2022). Skrobotov, Anton ; Polbin, Andrey. In: Applied Econometrics. RePEc:ris:apltrx:0443. Full description at Econpapers || Download paper |
2021 | The kth power expectile regression. (2021). Zhou, Yong ; Lin, Fuming ; Jiang, Yingying. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:73:y:2021:i:1:d:10.1007_s10463-019-00738-y. Full description at Econpapers || Download paper |
2022 | Quantile regression approach for measuring production inefficiency with empirical application to the primary production sector for the Xinjiang Production and Construction Corps in China. (2022). Fukushige, Mototsugu. In: Asia-Pacific Journal of Regional Science. RePEc:spr:apjors:v:6:y:2022:i:2:d:10.1007_s41685-022-00228-9. Full description at Econpapers || Download paper |
2022 | Strong representations of the Kaplan–Meier estimator and hazard estimator with censored widely orthant dependent data. (2022). Wang, Xuejun ; Yu, Wei ; Wu, YI. In: Computational Statistics. RePEc:spr:compst:v:37:y:2022:i:1:d:10.1007_s00180-021-01125-z. Full description at Econpapers || Download paper |
2021 | Spatially Varying Coefficient Models with Sign Preservation of the Coefficient Functions. (2021). Zhou, Yuyu ; Wang, LI ; Kim, Myungjin. In: Journal of Agricultural, Biological and Environmental Statistics. RePEc:spr:jagbes:v:26:y:2021:i:3:d:10.1007_s13253-021-00443-5. Full description at Econpapers || Download paper |
2021 | New efficient spline estimation for varying-coefficient models with two-step knot number selection. (2021). Dai, Jiajia ; Ma, Tiefeng ; Jin, Jun. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:84:y:2021:i:5:d:10.1007_s00184-020-00798-8. Full description at Econpapers || Download paper |
2021 | Two-stage estimation and simultaneous confidence band in partially nonlinear additive model. (2021). Zhang, Yuanyuan ; Li, Rui. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:84:y:2021:i:8:d:10.1007_s00184-021-00808-3. Full description at Econpapers || Download paper |
2022 | High-dimensional quantile varying-coefficient models with dimension reduction. (2022). Lian, Heng ; Zhao, Weihua. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:85:y:2022:i:1:d:10.1007_s00184-021-00814-5. Full description at Econpapers || Download paper |
2022 | Estimation of conditional distribution functions from data with additional errors applied to shape optimization. (2022). Ulbrich, Stefan ; Kohler, Michael ; Horn, Benjamin M ; Hansmann, Matthias. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:85:y:2022:i:3:d:10.1007_s00184-021-00831-4. Full description at Econpapers || Download paper |
2022 | L1 Properties of the Nadaraya Quantile Estimator. (2022). Youndje, E. In: Sankhya A: The Indian Journal of Statistics. RePEc:spr:sankha:v:84:y:2022:i:2:d:10.1007_s13171-020-00225-0. Full description at Econpapers || Download paper |
2021 | Re-examining the leverage effect and gold’s safe haven properties with the utilization of the implied volatility of gold: a non-parametric quantile regression approach. (2021). Panagiotou, Dimitrios. In: SN Business & Economics. RePEc:spr:snbeco:v:1:y:2021:i:7:d:10.1007_s43546-021-00092-3. Full description at Econpapers || Download paper |
2021 | Competing Risks Model with Short-Term and Long-Term Covariate Effects for Cancer Studies. (2021). Vidyashankar, Anand N ; Diao, Guoqing ; Katsahian, Sandrine ; Zohar, Sarah. In: Statistics in Biosciences. RePEc:spr:stabio:v:13:y:2021:i:1:d:10.1007_s12561-020-09288-x. Full description at Econpapers || Download paper |
2022 | Selection of mixed copula for association modeling with tied observations. (2022). Si, Jiesheng ; Qin, Yichen ; Shen, YE ; Wang, Fan ; Li, Yang. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:31:y:2022:i:5:d:10.1007_s10260-022-00628-3. Full description at Econpapers || Download paper |
2021 | Model averaging prediction for nonparametric varying-coefficient models with B-spline smoothing. (2021). Xia, Xiaochao. In: Statistical Papers. RePEc:spr:stpapr:v:62:y:2021:i:6:d:10.1007_s00362-020-01218-9. Full description at Econpapers || Download paper |
2022 | Variable selection of higher-order partially linear spatial autoregressive model with a diverging number of parameters. (2022). Kang, Xiaojuan ; Li, Tizheng . In: Statistical Papers. RePEc:spr:stpapr:v:63:y:2022:i:1:d:10.1007_s00362-021-01241-4. Full description at Econpapers || Download paper |
2022 | Domestic interest rate, foreign direct investment, and corruption. (2022). Delgado, Michael S ; McCloud, Nadine. In: Review of World Economics (Weltwirtschaftliches Archiv). RePEc:spr:weltar:v:158:y:2022:i:2:d:10.1007_s10290-021-00435-0. Full description at Econpapers || Download paper |
2021 | Evaluating Forecasts from State-Dependent Autoregressive Models for US GDP Growth Rate. Comparison with Alternative Approaches. (2021). Gobbi, Fabio. In: Advances in Management and Applied Economics. RePEc:spt:admaec:v:11:y:2021:i:6:f:11_6_7. Full description at Econpapers || Download paper |
2022 | Nonlinear Modal Regression for Dependent Data with Application for Predicting COVID-19. (2022). Yao, Weixin ; Wang, Tao ; Ullah, Aman ; Amanullah, . In: Working Papers. RePEc:ucr:wpaper:202207. Full description at Econpapers || Download paper |
2022 | Semiparametric Partially Linear Varying Coefficient Modal Regression. (2022). Yao, Weixin ; Wang, Tao ; Ullah, Aman ; Amanullah, . In: Working Papers. RePEc:ucr:wpaper:202215. Full description at Econpapers || Download paper |
2022 | Digitalization and Resilience to Disaggregate Shocks. (2022). Tryphonides, Andreas ; Schwark, Florentine . In: University of Cyprus Working Papers in Economics. RePEc:ucy:cypeua:08-2022. Full description at Econpapers || Download paper |
2021 | Asymptotic normality of the relative error regression function estimator for censored and time series data. (2021). Ould, Said Elias ; Feriel, Bouhadjera. In: Dependence Modeling. RePEc:vrs:demode:v:9:y:2021:i:1:p:156-178:n:5. Full description at Econpapers || Download paper |
2022 | Single Functional Index Quantile Regression for Independent Functional Data Under Right-Censoring. (2022). Nadia, Kadiri ; Abbes, Rabhi ; Dounya, Mekki Sanaa ; Mehdi, Hamri Mohamed. In: Econometrics. Advances in Applied Data Analysis. RePEc:vrs:eaiada:v:26:y:2022:i:1:p:31-62:n:1. Full description at Econpapers || Download paper |
2021 | Heterogeneous Choice Sets and Preferences. (2021). Teitelbaum, Joshua C ; Molinari, Francesca ; Coughlin, Maura ; Barseghyan, Levon. In: Econometrica. RePEc:wly:emetrp:v:89:y:2021:i:5:p:2015-2048. Full description at Econpapers || Download paper |
2022 | Forecasting stock market (realized) volatility in the United Kingdom: Is there a role of inequality?. (2022). Demirer, Riza ; Gupta, Rangan ; Yeganegi, Mohammad Reza ; Hassani, Hossein. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:2:p:2146-2152. Full description at Econpapers || Download paper |
2021 | Semiparametric estimation and variable selection for single?index copula models. (2021). Hafner, Christian ; Long, Wei ; Liu, Guannan ; Yang, Bingduo. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:36:y:2021:i:7:p:962-988. Full description at Econpapers || Download paper |
2021 | What can we learn from the return predictability over the business cycle?. (2021). Pan, Zhiyuan ; Liu, LI ; Wang, Yudong. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:1:p:108-131. Full description at Econpapers || Download paper |
2021 | Value?at?risk forecasting via dynamic asymmetric exponential power distributions. (2021). Zhao, Zhibiao ; Ou, LU. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:2:p:291-300. Full description at Econpapers || Download paper |
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2014 | Predictive regressions for macroeconomic data In: Papers. [Full Text][Citation analysis] | paper | 7 |
2008 | Nonparametric Quantile Estimations for Dynamic Smooth Coefficient Models In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 67 |
2009 | Nonparametric Quantile Estimations for Dynamic Smooth Coefficient Models.(2009) In: Journal of the American Statistical Association. [Full Text][Citation analysis] This paper has another version. Agregated cites: 67 | article | |
2013 | Nonparametric Quantile Estimations For Dynamic Smooth Coefficient Models.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 67 | paper | |
2001 | Smoothing for discrete?valued time series In: Journal of the Royal Statistical Society Series B. [Full Text][Citation analysis] | article | 2 |
2001 | Smoothing for discrete-valued time series.(2001) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
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2003 | Adaptive varying co-efficient linear models.(2003) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 64 | paper | |
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2010 | Semiparametric Quantile Regression Estimation in Dynamic Models with Partially Varying Coefficients In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 45 |
2012 | Semiparametric quantile regression estimation in dynamic models with partially varying coefficients.(2012) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 45 | article | |
2012 | A New Forecasting Model for USD/CNY Exchange Rate In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 15 |
2013 | A New Forecasting Model for USD/CNY Exchange Rate.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
2000 | NONPARAMETRIC ESTIMATION OF ADDITIVE NONLINEAR ARX TIME SERIES: LOCAL LINEAR FITTING AND PROJECTIONS In: Econometric Theory. [Full Text][Citation analysis] | article | 13 |
2002 | REGRESSION QUANTILES FOR TIME SERIES In: Econometric Theory. [Full Text][Citation analysis] | article | 65 |
2008 | NONPARAMETRIC ESTIMATION OF VARYING COEFFICIENT DYNAMIC PANEL DATA MODELS In: Econometric Theory. [Full Text][Citation analysis] | article | 54 |
2013 | Nonparametric Estimation Of Varying Coefficient Dynamic Panel Data Models.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 54 | paper | |
1999 | Diagnostics for nonlinearity in generalized linear models In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 0 |
2006 | Functional coefficient instrumental variables models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 32 |
2007 | Trending time-varying coefficient time series models with serially correlated errors In: Journal of Econometrics. [Full Text][Citation analysis] | article | 162 |
2008 | Nonparametric estimation of conditional VaR and expected shortfall In: Journal of Econometrics. [Full Text][Citation analysis] | article | 42 |
2009 | Functional-coefficient models for nonstationary time series data In: Journal of Econometrics. [Full Text][Citation analysis] | article | 72 |
2014 | Testing predictive regression models with nonstationary regressors In: Journal of Econometrics. [Full Text][Citation analysis] | article | 16 |
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1998 | Kaplan-Meier Estimator under Association In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 15 |
2000 | Average Regression Surface for Dependent Data In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 7 |
2001 | Estimating a Distribution Function for Censored Time Series Data In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 3 |
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2000 | Functional-coefficient regression models for nonlinear time series In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 210 |
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2014 | Selection of Mixed Copula Model via Penalized Likelihood In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 7 |
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2013 | Effient Estimation of Partially Varying Coefficient Instrumental Variables Models In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2013 | Convergency and Divergency of Functional Coefficient Weak Instrumental Variables Models In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
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2013 | Some Recent Develop- ments on Nonparametric Econometrics In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
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2013 | A New Test for Superior Predictive Ability In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2013 | Semiparametric Estimation of Partially Varying-Coefficient In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2003 | Nonparametric Methods in Continuous-Time Finance: A Selective Review In: SFB 373 Discussion Papers. [Full Text][Citation analysis] | paper | 7 |
2003 | Trending Time-Varying Coefficient Models With Serially Correlated Errors In: SFB 373 Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
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