Zongwu Cai : Citation Profile

Are you Zongwu Cai?

University of Kansas

13

H index

20

i10 index

913

Citations

RESEARCH PRODUCTION:

33

Articles

23

Papers

RESEARCH ACTIVITY:

   23 years (1991 - 2014). See details.
   Cites by year: 39
   Journals where Zongwu Cai has often published
   Relations with other researchers
   Recent citing documents: 85.    Total self citations: 26 (2.77 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pca121
   Updated: 2021-11-28    RAS profile: 2020-05-04    
   Missing citations? Add them    Incorrect content? Let us know

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 (36)

CAI, ZONGWU (32)

Li, Degui (27)

Su, Liangjun (19)

Sun, Yiguo (17)

Tierney, Heather (16)

Li, Qi (16)

Kumbhakar, Subal (16)

Chen, Jia (15)

Phillips, Peter (15)

Härdle, Wolfgang (12)

Cites to:

CAI, ZONGWU (56)

Fan, Jianqing (23)

Li, Qi (21)

Yogo, Motohiro (16)

Phillips, Peter (15)

Das, Mitali (12)

Campbell, John (11)

Park, Joon (10)

Stock, James (9)

Hansen, Bruce (9)

Caner, Mehmet (8)

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
Statistica Neerlandica2
Journal of the Royal Statistical Society Series B2
Stochastic Processes and their Applications2
Journal of the American Statistical Association2

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 (2021 and 2020)

YearTitle of citing document
2020Varying Random Coefficient Models. (2019). hoderlein, stefan ; Breunig, Christoph. In: Papers. RePEc:arx:papers:1804.03110.

Full description at Econpapers || Download paper

2020Allowance prices in the EU ETS -- fundamental price drivers and the recent upward trend. (2019). Pahle, Michael ; Friedrich, Marina. In: Papers. RePEc:arx:papers:1906.10572.

Full description at Econpapers || Download paper

2020Adaptive inference for a semiparametric generalized autoregressive conditional heteroscedastic model. (2019). Zhu, Ke ; Li, Dong ; Jiang, Feiyu. In: Papers. RePEc:arx:papers:1907.04147.

Full description at Econpapers || Download paper

2020lCARE -- localizing Conditional AutoRegressive Expectiles. (2020). Hardle, Wolfgang Karl ; Mihoci, Andrija ; Xu, Xiu. In: Papers. RePEc:arx:papers:2009.13215.

Full description at Econpapers || Download paper

2020Time-varying Forecast Combination for High-Dimensional Data. (2020). Maung, Kenwin ; Chen, Bin. In: Papers. RePEc:arx:papers:2010.10435.

Full description at Econpapers || Download paper

2021Simultaneous 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

2021Forecasting 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

2021Nonparametric Estimation of Truncated Conditional Expectation Functions. (2021). Olma, Tomasz. In: Papers. RePEc:arx:papers:2109.06150.

Full description at Econpapers || Download paper

2021Testing 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

2021Pivotal 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

2021Behavioural 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

2020Information asymmetry and leverage adjustments: a semiparametric varying‐coefficient approach. (2020). Kumbhakar, Subal ; Zhao, Shunan ; Jin, Man. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:183:y:2020:i:2:p:581-605.

Full description at Econpapers || Download paper

2020Rank‐based Tests for Cross‐sectional Dependence in Large (N, T) Fixed Effects Panel Data Models. (2020). Liu, Binghui ; Ding, Yanling ; Feng, Long. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:82:y:2020:i:5:p:1198-1216.

Full description at Econpapers || Download paper

2020Smooth varying coefficient models in Stata. (2020). Rios-Avila, Fernando. In: 2020 Stata Conference. RePEc:boc:scon20:17.

Full description at Econpapers || Download paper

2020Rules vs. Discretion in Cap-and-Trade Programs: Evidence from the EU Emission Trading System. (2020). Edenhofer, Ottmar ; Friedrich, Marina ; Pahle, Michael ; Fries, Sebastien . In: CESifo Working Paper Series. RePEc:ces:ceswps:_8637.

Full description at Econpapers || Download paper

2020Adaptative predictability of stock market returns. (2020). Veiga, Helena ; Lopes, Maria Helena ; Casas, Maria Isabel ; Mao, Xiuping. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:31648.

Full description at Econpapers || Download paper

2020Diagnosing Housing Fever with an Econometric Thermometer. (2020). Phillips, Peter ; Shi, Shuping. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2248.

Full description at Econpapers || Download paper

2020When Bias Contributes to Variance: True Limit Theory in Functional Coefficient Cointegrating Regression. (2020). Phillips, Peter ; Wang, Ying. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2250.

Full description at Econpapers || Download paper

2021The 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

2020Nonlinear and time-varying risk premia. (2020). Cai, Zongwu ; Mi, Xianhua ; Ma, Chaoqun. In: China Economic Review. RePEc:eee:chieco:v:62:y:2020:i:c:s1043951x2030064x.

Full description at Econpapers || Download paper

2020Can systemic risk measures predict economic shocks? Evidence from China. (2020). Zhang, YU ; Liu, Yanzhen ; Chen, Guojin. In: China Economic Review. RePEc:eee:chieco:v:64:y:2020:i:c:s1043951x20301541.

Full description at Econpapers || Download paper

2020Weighted quantile regression in varying-coefficient model with longitudinal data. (2020). Zhu, Zhongyi ; Tang, Yanlin ; Lin, Fangzheng. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:145:y:2020:i:c:s0167947320300062.

Full description at Econpapers || Download paper

2021Iterative 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

2021Fast 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

2021Hypothesis 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

2020Oil price uncertainty and movements in the US government bond risk premia. (2020). Wang, Shixuan ; GUPTA, RANGAN ; Balcilar, Mehmet ; Wohar, Mark E. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819301330.

Full description at Econpapers || Download paper

2021Real 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

2020A robust test for predictability with unknown persistence. (2020). Yao, Shuang ; Liu, Guannan. In: Economics Letters. RePEc:eee:ecolet:v:189:y:2020:i:c:s0165176520300483.

Full description at Econpapers || Download paper

2020A new test of asset return predictability with an unstable predictor. (2020). Chang, Seong Yeon. In: Economics Letters. RePEc:eee:ecolet:v:196:y:2020:i:c:s0165176520303219.

Full description at Econpapers || Download paper

2021Testing 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

2020Autoregressive wild bootstrap inference for nonparametric trends. (2020). Smeekes, Stephan ; Urbain, Jean-Pierre ; Friedrich, Marina. In: Journal of Econometrics. RePEc:eee:econom:v:214:y:2020:i:1:p:81-109.

Full description at Econpapers || Download paper

2020Kernel-based Inference in Time-Varying Coefficient Cointegrating Regression. (2020). Phillips, Peter ; GAO, Jiti. In: Journal of Econometrics. RePEc:eee:econom:v:215:y:2020:i:2:p:607-632.

Full description at Econpapers || Download paper

2020Estimation for double-nonlinear cointegration. (2020). Yao, Qiwei ; Tu, Yundong ; Lin, Yingqian. In: Journal of Econometrics. RePEc:eee:econom:v:216:y:2020:i:1:p:175-191.

Full description at Econpapers || Download paper

2021Varying 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

2021Testing 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

2021Time-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

2021Boosting 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

2021Jump-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

2020Productivity spillovers and human capital: A semiparametric varying coefficient approach. (2020). Kumbhakar, Subal ; Jin, Man ; Hou, Zhezhi. In: European Journal of Operational Research. RePEc:eee:ejores:v:287:y:2020:i:1:p:317-330.

Full description at Econpapers || Download paper

2021A 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

2021Picking 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

2020Increasing the risk management effectiveness from higher accuracy: A novel non-parametric method. (2020). Lu, Dong ; Li, Yong ; Ding, Ashley ; Huang, Jinbo. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:62:y:2020:i:c:s0927538x20300263.

Full description at Econpapers || Download paper

2021Optimal 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

2020Use of Neural Networks to Accommodate Seasonal Fluctuations When Equalizing Time Series for the CZK/RMB Exchange Rate. (2020). Podhorska, Ivana ; Lazaroiu, George ; Rowland, Zuzana. In: Risks. RePEc:gam:jrisks:v:9:y:2020:i:1:p:1-:d:466130.

Full description at Econpapers || Download paper

2020Does the Impact of Carbon Price Determinants Change with the Different Quantiles of Carbon Prices? Evidence from China ETS Pilots. (2020). Du, MO ; Chen, XI ; Chai, Shanglei ; Chu, Wenjun. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:14:p:5581-:d:382935.

Full description at Econpapers || Download paper

2021An 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

2020A New Robust Inference for Asset Return Predictability Via Quantile Regression. (2020). Liao, Xiaosai ; Chen, Haiqiang ; Cai, Zongwu. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202002.

Full description at Econpapers || Download paper

2020Inferences for Partially Conditional Quantile Treatment Effect Model. (2020). Fang, Ying ; Cai, Zongwu ; Tang, Shengfang ; Lin, Ming. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202005.

Full description at Econpapers || Download paper

2020Testing Capital Asset Pricing Models using Functional-Coefficient Panel Data Models with Cross-Sectional Dependence. (2020). Xu, Qiuhua ; Fang, Ying ; Cai, Zongwu. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202009.

Full description at Econpapers || Download paper

2020Testing Financial Hierarchy Based on A PDQ-CRE Model. (2020). Wu, Wuqing ; Zhao, Yue ; Shi, Meng ; Cai, Zongwu. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202011.

Full description at Econpapers || Download paper

2020Realized Volatility Forecasting Based on Dynamic Quantile Model Averaging. (2020). Mi, Xianhua ; Ma, Chaoqun ; Cai, Zongwu. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202016.

Full description at Econpapers || Download paper

2020A Functional-Coefficient VAR Model for Dynamic Quantiles with Constructing Financial Network. (2020). Liu, Xiyuan ; Cai, Zongwu. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202017.

Full description at Econpapers || Download paper

2020Testing for Structural Change of Predictive Regression Model to Threshold Predictive Regression Model. (2020). Cai, Zongwu ; Ling, Shiqing ; Qingling, Shi ; Liu, Mengya ; Zhu, Fukang. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202021.

Full description at Econpapers || Download paper

2021Estimating 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

2021Time-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

2021Solving 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

2021Economic 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

2021A 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

2020U.S. Monetary Policy and Herding: Evidence from Commodity Markets. (2020). Apergis, Nicholas ; Hayat, Tasawar ; Christou, Chritina ; Saeed, Tareq. In: Atlantic Economic Journal. RePEc:kap:atlecj:v:48:y:2020:i:3:d:10.1007_s11293-020-09680-4.

Full description at Econpapers || Download paper

2020A semiparametric stochastic input distance frontier model with application to the Indonesian banking industry. (2020). Sun, Kai ; Salim, Ruhul. In: Journal of Productivity Analysis. RePEc:kap:jproda:v:54:y:2020:i:2:d:10.1007_s11123-020-00589-3.

Full description at Econpapers || Download paper

2020Growth Empirics: A Bayesian Semiparametric Model with Random Coefficients for a Panel of OECD Countries. (2020). BRESSON, Georges ; Etienne, Jean-Michel ; Baltagi, Badi. In: Center for Policy Research Working Papers. RePEc:max:cprwps:229.

Full description at Econpapers || Download paper

2020Identifying Risk Factors and Their Premia: A Study on Electricity Prices. (2020). Lunde, Asger ; Wei, Wei. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-10.

Full description at Econpapers || Download paper

2020Time-Varying Panel Data Models with an Additive Factor Structure. (2020). GAO, Jiti ; Liu, Fei ; Yang, Yanrong. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-42.

Full description at Econpapers || Download paper

2021Semiparametric 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

2020DGQR estimation for interval censored quantile regression with varying-coefficient models. (2020). Dong, Xiaogang ; Ding, Xue ; Li, Yun. In: PLOS ONE. RePEc:plo:pone00:0240046.

Full description at Econpapers || Download paper

2020Marginal quantile regression for varying coefficient models with longitudinal data. (2020). Lian, Heng ; Zhang, Weiping ; Zhao, Weihua. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:72:y:2020:i:1:d:10.1007_s10463-018-0684-7.

Full description at Econpapers || Download paper

2020Semiparametric quantile regression with random censoring. (2020). Bravo, Francesco. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:72:y:2020:i:1:d:10.1007_s10463-018-0688-3.

Full description at Econpapers || Download paper

2021The kth power expectile regression. (2021). Lin, Fuming ; Jiang, Yingying ; Zhou, Yong. 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

2021Spatially Varying Coefficient Models with Sign Preservation of the Coefficient Functions. (2021). Wang, LI ; Kim, Myungjin ; Zhou, Yuyu. 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

2020Analysis of the time-varying Cox model for the cause-specific hazard functions with missing causes. (2020). Gilbert, Peter B ; Hyun, Seunggeun ; Sun, Yanqing ; Heng, Fei. In: Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data. RePEc:spr:lifeda:v:26:y:2020:i:4:d:10.1007_s10985-020-09497-y.

Full description at Econpapers || Download paper

2020Composite quantile regression estimation of linear error-in-variable models using instrumental variables. (2020). Yang, Yiping. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:83:y:2020:i:1:d:10.1007_s00184-019-00734-5.

Full description at Econpapers || Download paper

2020Estimation for varying coefficient panel data model with cross-sectional dependence. (2020). Xu, Qunfang ; Pei, Youquan ; Liu, Hua. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:83:y:2020:i:3:d:10.1007_s00184-019-00739-0.

Full description at Econpapers || Download paper

2021New 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

2021Two-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

2020Asymptotic Results for Truncated-censored and Associated Data. (2020). Guessoum, Zohra ; Tatachak, Abdelkader. In: Sankhya B: The Indian Journal of Statistics. RePEc:spr:sankhb:v:82:y:2020:i:1:d:10.1007_s13571-018-00185-4.

Full description at Econpapers || Download paper

2021Re-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

2021Competing Risks Model with Short-Term and Long-Term Covariate Effects for Cancer Studies. (2021). Katsahian, Sandrine ; Zohar, Sarah ; Vidyashankar, Anand N ; Diao, Guoqing. 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

2020Partial sufficient dimension reduction on additive rates model for recurrent event data with high-dimensional covariates. (2020). Zhao, Xiao Bing ; Zhou, Xian. In: Statistical Papers. RePEc:spr:stpapr:v:61:y:2020:i:2:d:10.1007_s00362-017-0949-x.

Full description at Econpapers || Download paper

2020Nonparametric kernel estimation of CVaR under $$\alpha $$α-mixing sequences. (2020). Luo, Zhongde. In: Statistical Papers. RePEc:spr:stpapr:v:61:y:2020:i:2:d:10.1007_s00362-017-0952-2.

Full description at Econpapers || Download paper

2021Model 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

2020Kumaraswamy regression model with Aranda-Ordaz link function. (2020). Rauber, Cristine ; Pumi, Guilherme ; Bayer, Fabio M. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:29:y:2020:i:4:d:10.1007_s11749-020-00700-8.

Full description at Econpapers || Download paper

2021Asymptotic 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

2021Heterogeneous 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

2021What 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

2021Value?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

Works by Zongwu Cai:

YearTitleTypeCited
2014Predictive regressions for macroeconomic data In: Papers.
[Full Text][Citation analysis]		paper5
2008Nonparametric Quantile Estimations for Dynamic Smooth Coefficient Models In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article58
2009Nonparametric 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: 58		article
2013Nonparametric Quantile Estimations For Dynamic Smooth Coefficient Models.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 58		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 another version. Agregated cites: 2		paper
2003Adaptive varying?coefficient linear models In: Journal of the Royal Statistical Society Series B.
[Full Text][Citation analysis]		article62
2000Adaptive Varying-Coefficient Linear Models.(2000) In: STICERD - Econometrics Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 62		paper
2003Adaptive varying co-efficient linear models.(2003) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 62		paper
2000Adaptive varying-coefficient linear models.(2000) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 62		paper
2003Local Linear Estimation for Time?Dependent Coefficients in Coxs Regression Models In: Scandinavian Journal of Statistics.
[Full Text][Citation analysis]		article28
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]		article5
2010Semiparametric Quantile Regression Estimation in Dynamic Models with Partially Varying Coefficients In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]		paper39
2012Semiparametric 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: 39		article
2012A New Forecasting Model for USD/CNY Exchange Rate In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article14
2013A New Forecasting Model for USD/CNY Exchange Rate.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14		paper
2000NONPARAMETRIC ESTIMATION OF ADDITIVE NONLINEAR ARX TIME SERIES: LOCAL LINEAR FITTING AND PROJECTIONS In: Econometric Theory.
[Full Text][Citation analysis]		article9
2002REGRESSION QUANTILES FOR TIME SERIES In: Econometric Theory.
[Full Text][Citation analysis]		article56
2008NONPARAMETRIC ESTIMATION OF VARYING COEFFICIENT DYNAMIC PANEL DATA MODELS In: Econometric Theory.
[Full Text][Citation analysis]		article46
2013Nonparametric Estimation Of Varying Coefficient Dynamic Panel Data Models.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 46		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]		article29
2007Trending time-varying coefficient time series models with serially correlated errors In: Journal of Econometrics.
[Full Text][Citation analysis]		article131
2008Nonparametric estimation of conditional VaR and expected shortfall In: Journal of Econometrics.
[Full Text][Citation analysis]		article35
2009Functional-coefficient models for nonstationary time series data In: Journal of Econometrics.
[Full Text][Citation analysis]		article62
2014Testing predictive regression models with nonstationary regressors In: Journal of Econometrics.
[Full Text][Citation analysis]		article13
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]		article13
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 another version. Agregated cites: 0		article
1992Uniform strong estimation under [alpha]-mixing, with rates In: Statistics & Probability Letters.
[Full Text][Citation analysis]		article2
1997Smooth estimate of quantiles under association In: Statistics & Probability Letters.
[Full Text][Citation analysis]		article10
1998Asymptotic properties of Kaplan-Meier estimator for censored dependent data In: Statistics & Probability Letters.
[Full Text][Citation analysis]		article18
2001Weighted Nadaraya-Watson regression estimation In: Statistics & Probability Letters.
[Full Text][Citation analysis]		article10
2003Nonparametric estimation equations for time series data In: Statistics & Probability Letters.
[Full Text][Citation analysis]		article5
2003Local M-estimator for nonparametric time series In: Statistics & Probability Letters.
[Full Text][Citation analysis]		article13
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 another version. Agregated cites: 1		paper
2000Functional-coefficient regression models for nonlinear time series In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper184
2013Does Relative Risk Aversion Vary with Wealth? Evidence from Households Portfolio Choice Data In: Departmental Working Papers.
[Full Text][Citation analysis]		paper2
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]		article5
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]		paper3
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

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 2 2021. Contact: CitEc Team