Zongwu Cai : Citation Profile

Are you Zongwu Cai?

University of Kansas

15

H index

22

i10 index

1122

Citations

RESEARCH PRODUCTION:

33

Articles

23

Papers

RESEARCH ACTIVITY:

   23 years (1991 - 2014). See details.
   Cites by year: 48
   Journals where Zongwu Cai has often published
   Relations with other researchers
   Recent citing documents: 52.    Total self citations: 28 (2.43 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pca121
   Updated: 2024-01-16    RAS profile: 2020-05-04    
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Relations with other researchers

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:

GAO, Jiti (52)

CAI, ZONGWU (32)

Li, Degui (32)

Phillips, Peter (24)

Su, Liangjun (19)

Tierney, Heather (19)

Kumbhakar, Subal (18)

Sun, Yiguo (17)

Chen, Jia (17)

LINTON, OLIVER (16)

Cizek, Pavel (16)

Cites to:

CAI, ZONGWU (61)

Fan, Jianqing (24)

Li, Qi (22)

Phillips, Peter (17)

Yogo, Motohiro (17)

Das, Mitali (15)

Campbell, John (14)

Hurvich, Clifford (10)

Park, Joon (10)

Stock, James (9)

Hansen, Bruce (9)

Main data

Where Zongwu Cai has published?

Journals with more than one article published# docs
Statistics & Probability Letters7
Journal of Econometrics6
Journal of Multivariate Analysis5
Econometric Theory3
Journal of the American Statistical Association2
Statistica Neerlandica2
Stochastic Processes and their Applications2
Journal of the Royal Statistical Society Series B2

Working Papers Series with more than one paper published# docs
Working Papers / Wang Yanan Institute for Studies in Economics (WISE), Xiamen University12
SFB 373 Discussion Papers / Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes2

Recent works citing Zongwu Cai (2024 and 2023)

YearTitle of citing document
2023Local Polynomial Estimation of Time-Varying Parameters in Nonlinear Models. (2019). Kristensen, Dennis ; Lee, Young Jun. In: Papers. RePEc:arx:papers:1904.05209.

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2023Testing for long-range dependence in non-stationary time series time-varying regression. (2021). Wu, Weichi ; Bai, Lujia. In: Papers. RePEc:arx:papers:2110.08089.

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2023$\Delta-$CoES. (2022). Leeuwenkamp, Aleksy. In: Papers. RePEc:arx:papers:2206.02582.

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2023Cointegration with Occasionally Binding Constraints. (2022). Mavroeidis, Sophocles ; Wycherley, Sam ; Duffy, James A. In: Papers. RePEc:arx:papers:2211.09604.

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2023Adaptive local VAR for dynamic economic policy uncertainty spillover. (2023). Okhrin, Ostap ; Gillmann, Niels. In: Papers. RePEc:arx:papers:2302.02808.

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2023Structural Break Detection in Quantile Predictive Regression Models with Persistent Covariates. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2302.05193.

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2023Inference of Grouped Time-Varying Network Vector Autoregression Models. (2023). Wu, Wei Biao ; Tang, Songqiao ; Peng, Bin ; Li, Degui. In: Papers. RePEc:arx:papers:2303.10117.

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2023Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure. (2023). Li, Runze ; Chen, Jia ; Yang, Xiao Rong. In: Papers. RePEc:arx:papers:2303.13218.

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2023Inference in Predictive Quantile Regressions. (2023). Kuriyama, Nina ; Shimotsu, Katsumi ; Maynard, Alex. In: Papers. RePEc:arx:papers:2306.00296.

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2023Bootstrapping Nonstationary Autoregressive Processes with Predictive Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2307.14463.

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2023Quantile Time Series Regression Models Revisited. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.06617.

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2023Break-Point Date Estimation for Nonstationary Autoregressive and Predictive Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.13915.

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2023Unified Inference for Dynamic Quantile Predictive Regression. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2309.14160.

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2023A Semiparametric Instrumented Difference-in-Differences Approach to Policy Learning. (2023). Cui, Yifan ; Zhao, Pan. In: Papers. RePEc:arx:papers:2310.09545.

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2023.

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2023Diagnosing housing fever with an econometric thermometer. (2023). Phillips, Peter ; Shi, Shuping. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:1:p:159-186.

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2023Pockets of Predictability. (2023). Timmermann, Allan ; Schmidt, Lawrence ; Farmer, Leland E. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1279-1341.

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2023.

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2023A nonparametric predictive regression model using partitioning estimators based on Taylor expansions. (2023). Olmo, Jose. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:44:y:2023:i:3:p:294-318.

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2023Probabilistic Quantile Factor Analysis. (2023). Schrder, Maximilian ; Korobilis, Dimitris. In: Working Papers. RePEc:bny:wpaper:0116.

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2023New asymptotics applied to functional coefficient regression and climate sensitivity analysis. (2023). Phillips, Peter ; Wang, Ying. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2365.

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2023Semiparametric function-on-function quantile regression model with dynamic single-index interactions. (2023). Lian, Heng ; Zhang, Yuanyuan ; Zhu, Hanbing. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:182:y:2023:i:c:s0167947323000385.

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2023Estimation of projection pursuit regression via alternating linearization. (2023). Qin, XU ; Zhan, Haoran ; Tan, Xin. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:187:y:2023:i:c:s0167947323001044.

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2023Forecasting dividend growth: The role of adjusted earnings yield. (2023). Li, Luyang ; Chen, LI ; Huang, Difang ; Yu, Deshui. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322004254.

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2023Monetary policy transmission modeling and policy responses. (2023). Xu, Xiaoguang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001760.

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2023Nonparametric modeling for the time-varying persistence of inflation. (2023). Li, Luyang ; Chen, LI ; Yu, Deshui. In: Economics Letters. RePEc:eee:ecolet:v:225:y:2023:i:c:s0165176523000654.

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2023When bias contributes to variance: True limit theory in functional coefficient cointegrating regression. (2023). Phillips, Peter ; Wang, Ying. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:2:p:469-489.

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2023A new robust inference for predictive quantile regression. (2023). Liao, Xiaosai ; Chen, Haiqiang ; Cai, Zongwu. In: Journal of Econometrics. RePEc:eee:econom:v:234:y:2023:i:1:p:227-250.

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2023Semiparametric partially linear varying coefficient modal regression. (2023). Wang, Tao ; Yao, Weixin ; Ullah, Aman. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1001-1026.

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2023Penalized time-varying model averaging. (2023). Hong, Yongmiao ; Zhang, Xinyu ; Wang, Shouyang ; Sun, Yuying. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1355-1377.

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2023The distribution of rolling regression estimators. (2023). Juhl, Ted ; Cai, Zongwu. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1447-1463.

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2023Theory of evolutionary spectra for heteroskedasticity and autocorrelation robust inference in possibly misspecified and nonstationary models. (2023). Casini, Alessandro. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:372-392.

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2023Semiparametric estimation of spatial autoregressive smooth-coefficient panel stochastic frontier models. (2023). Tran, Kien ; Tsionas, Mike G ; Prokhorov, Artem B. In: European Journal of Operational Research. RePEc:eee:ejores:v:304:y:2023:i:3:p:1189-1199.

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2023The GMM estimation of semiparametric spatial stochastic frontier models. (2023). Kumbhakar, Subal C ; Zhao, Shunan ; Hou, Zhezhi. In: European Journal of Operational Research. RePEc:eee:ejores:v:305:y:2023:i:3:p:1450-1464.

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2023Stock return predictability and cyclical movements in valuation ratios. (2023). Chen, LI ; Huang, Difang ; Yu, Deshui. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:36-53.

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2023Forecasting Value-at-Risk using functional volatility incorporating an exogenous effect. (2023). Bee, Marco ; Tafakori, Laleh ; Pourkhanali, Armin. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003198.

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2023Local polynomial estimation of nonparametric general estimating equations. (2023). Bravo, Francesco. In: Statistics & Probability Letters. RePEc:eee:stapro:v:197:y:2023:i:c:s0167715223000299.

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2023.

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2023.

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2023.

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2023Penalized Model Averaging for High Dimensional Quantile Regressions. (2023). Sun, Yuying ; Cai, Zongwu ; Bao, Haowen. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202302.

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2023Optimal Local Model Averaging for Divergent-Dimensional Functional-Coefficient Regressions. (2023). Cai, Zongwu ; Hong, Shaoxin ; Sun, Yuying. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202309.

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2023A Combination Forecast for Nonparametric Models with Structural Breaks. (2023). , Gunawan ; Cai, Zongwu. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202310.

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2023Inference of Grouped Time-Varying Network Vector Autoregression Models. (2023). Wu, Weibiao ; Tang, Songqiao ; Peng, Bin ; Li, Degui. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2023-5.

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2023Estimating and Testing for Functional Coefficient Quantile Cointegrating Regression. (2023). Zheng, Chaowen ; Zhang, Jing ; Li, Haiqi. In: Economics Discussion Papers. RePEc:rdg:emxxdp:em-dp2023-07.

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2023Model averaging for semiparametric varying coefficient quantile regression models. (2023). Lin, Cunjie ; Yang, Yuhong ; Zhan, Zishu. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:75:y:2023:i:4:d:10.1007_s10463-022-00857-z.

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2023A new quadratic asymmetric error correction model: does size matter?. (2023). Alsamara, Mouyad ; Mrabet, Zouhair ; Mnasri, Ayman. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:1:d:10.1007_s00181-022-02323-4.

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2023Bayesian empirical likelihood of quantile regression with missing observations. (2023). Liang, Han-Ying ; Liu, Chang-Sheng. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:86:y:2023:i:3:d:10.1007_s00184-022-00869-y.

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2023Robust bootstrap inference for linear time-varying coefficient models: Some Monte Carlo evidence. (2023). Song, Mingxuan ; Lin, Yicong. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20230049.

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2023Subvector inference for Varying Coefficient Models with Partial Identification. (2023). Wan, Yuanyuan ; Hsu, Yu-Chin ; Hong, Shengjie. In: Working Papers. RePEc:tor:tecipa:tecipa-756.

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2023Nonparametric Estimates of Demand in the California Health Insurance Exchange. (2023). Yang, Hanbin ; Torgovitsky, Alexander ; Tebaldi, Pietro. In: Econometrica. RePEc:wly:emetrp:v:91:y:2023:i:1:p:107-146.

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2023Forecasting inflation: The use of dynamic factor analysis and nonlinear combinations. (2023). Tavlas, George ; Hall, Stephen ; Wang, Yongli. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:3:p:514-529.

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Works by Zongwu Cai:

YearTitleTypeCited
2014Predictive regressions for macroeconomic data In: Papers.
[Full Text][Citation analysis]		paper13
2008Nonparametric Quantile Estimations for Dynamic Smooth Coefficient Models In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article76
2009Nonparametric Quantile Estimations for Dynamic Smooth Coefficient Models.(2009) In: Journal of the American Statistical Association.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 76		article
2013Nonparametric Quantile Estimations For Dynamic Smooth Coefficient Models.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 76		paper
2001Smoothing for discrete?valued time series In: Journal of the Royal Statistical Society Series B.
[Full Text][Citation analysis]		article2
2001Smoothing for discrete-valued time series.(2001) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2003Adaptive varying?coefficient linear models In: Journal of the Royal Statistical Society Series B.
[Full Text][Citation analysis]		article67
2000Adaptive Varying-Coefficient Linear Models.(2000) In: STICERD - Econometrics Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 67		paper
2003Adaptive varying co-efficient linear models.(2003) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 67		paper
2000Adaptive varying-coefficient linear models.(2000) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 67		paper
2003Local Linear Estimation for Time?Dependent Coefficients in Coxs Regression Models In: Scandinavian Journal of Statistics.
[Full Text][Citation analysis]		article30
2002A two–stage approach to additive time series models In: Statistica Neerlandica.
[Full Text][Citation analysis]		article11
2012Partially varying coefficient instrumental variables models In: Statistica Neerlandica.
[Full Text][Citation analysis]		article6
2010Semiparametric Quantile Regression Estimation in Dynamic Models with Partially Varying Coefficients In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]		paper49
2012Semiparametric quantile regression estimation in dynamic models with partially varying coefficients.(2012) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 49		article
2012A New Forecasting Model for USD/CNY Exchange Rate In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article15
2013A New Forecasting Model for USD/CNY Exchange Rate.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		paper
2000NONPARAMETRIC ESTIMATION OF ADDITIVE NONLINEAR ARX TIME SERIES: LOCAL LINEAR FITTING AND PROJECTIONS In: Econometric Theory.
[Full Text][Citation analysis]		article15
2002REGRESSION QUANTILES FOR TIME SERIES In: Econometric Theory.
[Full Text][Citation analysis]		article67
2008NONPARAMETRIC ESTIMATION OF VARYING COEFFICIENT DYNAMIC PANEL DATA MODELS In: Econometric Theory.
[Full Text][Citation analysis]		article58
2013Nonparametric Estimation Of Varying Coefficient Dynamic Panel Data Models.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 58		paper
1999Diagnostics for nonlinearity in generalized linear models In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article0
2006Functional coefficient instrumental variables models In: Journal of Econometrics.
[Full Text][Citation analysis]		article35
2007Trending time-varying coefficient time series models with serially correlated errors In: Journal of Econometrics.
[Full Text][Citation analysis]		article177
2008Nonparametric estimation of conditional VaR and expected shortfall In: Journal of Econometrics.
[Full Text][Citation analysis]		article44
2009Functional-coefficient models for nonstationary time series data In: Journal of Econometrics.
[Full Text][Citation analysis]		article78
2014Testing predictive regression models with nonstationary regressors In: Journal of Econometrics.
[Full Text][Citation analysis]		article22
1998Kernel Density and Hazard Rate Estimation for Censored Dependent Data In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]		article9
1998Kaplan-Meier Estimator under Association In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]		article15
2000Average Regression Surface for Dependent Data In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]		article7
2001Estimating a Distribution Function for Censored Time Series Data In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]		article3
2002Two-Step Likelihood Estimation Procedure for Varying-Coefficient Models In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]		article12
1991Strong consistency and rates for recursive nonparametric conditional probability density estimates under ([alpha], [beta])-mixing conditions In: Stochastic Processes and their Applications.
[Full Text][Citation analysis]		article0
1992Strong consistency and rates for recursive nonparametric conditional probability density estimates under ([alpha], [beta])-mixing conditions.(1992) In: Stochastic Processes and their Applications.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article
1992Uniform strong estimation under [alpha]-mixing, with rates In: Statistics & Probability Letters.
[Full Text][Citation analysis]		article4
1997Smooth estimate of quantiles under association In: Statistics & Probability Letters.
[Full Text][Citation analysis]		article11
1998Asymptotic properties of Kaplan-Meier estimator for censored dependent data In: Statistics & Probability Letters.
[Full Text][Citation analysis]		article20
2001Weighted Nadaraya-Watson regression estimation In: Statistics & Probability Letters.
[Full Text][Citation analysis]		article11
2003Nonparametric estimation equations for time series data In: Statistics & Probability Letters.
[Full Text][Citation analysis]		article6
2003Local M-estimator for nonparametric time series In: Statistics & Probability Letters.
[Full Text][Citation analysis]		article14
2012Reducing asymptotic bias of weak instrumental estimation using independently repeated cross-sectional information In: Statistics & Probability Letters.
[Full Text][Citation analysis]		article1
2013Reducing the Asymptotic Bias of Weak Instruments Estimation Using Independently Repeated Cross-sectional Information.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2000Functional-coefficient regression models for nonlinear time series In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper218
2013Does Relative Risk Aversion Vary with Wealth? Evidence from Households Portfolio Choice Data In: Departmental Working Papers.
[Full Text][Citation analysis]		paper4
2012Reexamining the Empirical Relevance of Habit Formation Preferences In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2014Selection of Mixed Copula Model via Penalized Likelihood In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article7
2013Nonparametric Methods for Estimating Conditional VaR and Expected Shortfall In: Working Papers.
[Full Text][Citation analysis]		paper0
2013Effient Estimation of Partially Varying Coefficient Instrumental Variables Models In: Working Papers.
[Full Text][Citation analysis]		paper0
2013Convergency and Divergency of Functional Coefficient Weak Instrumental Variables Models In: Working Papers.
[Full Text][Citation analysis]		paper0
2013Weak Instrumental Variables Models for Longitudinal Data In: Working Papers.
[Full Text][Citation analysis]		paper4
2013Some Recent Develop- ments on Nonparametric Econometrics In: Working Papers.
[Full Text][Citation analysis]		paper2
2013Functional Coefficient Models for Economic and Financial Data In: Working Papers.
[Full Text][Citation analysis]		paper0
2013A New Test for Superior Predictive Ability In: Working Papers.
[Full Text][Citation analysis]		paper0
2013Semiparametric Estimation of Partially Varying-Coefficient In: Working Papers.
[Full Text][Citation analysis]		paper2
2003Nonparametric Methods in Continuous-Time Finance: A Selective Review In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]		paper7
2003Trending Time-Varying Coefficient Models With Serially Correlated Errors In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]		paper0

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