Zongwu Cai : Citation Profile

Are you Zongwu Cai?

University of Kansas

15

H index

21

i10 index

1046

Citations

RESEARCH PRODUCTION:

33

Articles

23

Papers

RESEARCH ACTIVITY:

   23 years (1991 - 2014). See details.
   Cites by year: 45
   Journals where Zongwu Cai has often published
   Relations with other researchers
   Recent citing documents: 97.    Total self citations: 28 (2.61 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pca121
   Updated: 2023-01-28    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)

Li, Degui (32)

CAI, ZONGWU (32)

Phillips, Peter (20)

Su, Liangjun (19)

Tierney, Heather (19)

Kumbhakar, Subal (18)

Chen, Jia (17)

Sun, Yiguo (17)

Cizek, Pavel (16)

Li, Qi (16)

Cites to:

CAI, ZONGWU (61)

Fan, Jianqing (24)

Li, Qi (22)

Yogo, Motohiro (17)

Phillips, Peter (17)

Das, Mitali (15)

Campbell, John (14)

Park, Joon (10)

Hurvich, Clifford (10)

Hansen, Bruce (9)

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

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 (2022 and 2021)

YearTitle of citing document
2021Bayesian modelling of time-varying conditional heteroscedasticity. (2020). Roy, Arkaprava ; Karmakar, Sayar. In: Papers. RePEc:arx:papers:2009.06007.

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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.

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2021Theory 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.

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2021Theory 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.

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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.

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

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2022Testing 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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2022Pivotal Test Statistic for Nonparametric Cointegrating Regression Functions. (2021). Kaiser, Mark S ; Mosaferi, Sepideh. In: Papers. RePEc:arx:papers:2111.00972.

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

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2022Multiscale Comparison of Nonparametric Trend Curves. (2022). Vogt, Michael ; Khismatullina, Marina. In: Papers. RePEc:arx:papers:2209.10841.

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2022Forecasting 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.

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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.

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2022Varying 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.

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2021An 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.

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2022Simultaneous 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.

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2021A 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.

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2022Semiparametric 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.

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2021The time-varying evolution of inflation risks. (2021). Korobilis, Dimitris ; Phella, Anthoulla ; Musso, Alberto ; Landau, Bettina. In: Working Paper Series. RePEc:ecb:ecbwps:20212600.

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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.

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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.

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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.

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2022On 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.

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2022Asymptotic 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.

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2022Sequential 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.

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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.

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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.

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2021Semiparametric 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.

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2021Varying random coefficient models. (2021). Breunig, Christoph. In: Journal of Econometrics. RePEc:eee:econom:v:221:y:2021:i:2:p:381-408.

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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.

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2021A 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.

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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.

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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.

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2022Testing 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.

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2022Functional 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.

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2022Simultaneous 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.

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2022Spurious 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.

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2022Predictive 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.

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2022Global 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.

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2022Nonparametric 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.

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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.

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2022A 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.

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2022A 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.

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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.

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2022Testing 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.

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2021The 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.

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2022US 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.

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2022Time-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.

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2022Augmented 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.

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2021The 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.

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2021Forecasting 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.

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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.

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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.

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2022Cross-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.

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2022Estimating 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.

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2022Dynamics 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.

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2022Transformed 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.

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2022.

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2022.

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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.

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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.

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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.

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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.

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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.

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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.

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2022A 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.

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2022Online Dynamic Portfolio Choices. (2022). Chen, Pixiong ; Cai, Zongwu. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202218.

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2021Conditional 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.

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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.

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2022Estimation 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..

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2021Semiparametric 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.

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2022On decrease in oil price elasticity of GDP and investment in Russia. (2022). Skrobotov, Anton ; Polbin, Andrey. In: Applied Econometrics. RePEc:ris:apltrx:0443.

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2021The 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.

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2022Quantile 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.

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2022Strong 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.

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2021Spatially 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.

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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.

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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.

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2022High-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.

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2022Estimation 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.

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2022L1 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.

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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.

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2021Competing 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.

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2022Selection 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.

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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.

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2022Variable 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.

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2022Domestic 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.

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2021Evaluating 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.

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2022Nonlinear 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.

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2022Semiparametric Partially Linear Varying Coefficient Modal Regression. (2022). Yao, Weixin ; Wang, Tao ; Ullah, Aman ; Amanullah, . In: Working Papers. RePEc:ucr:wpaper:202215.

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2022Digitalization and Resilience to Disaggregate Shocks. (2022). Tryphonides, Andreas ; Schwark, Florentine . In: University of Cyprus Working Papers in Economics. RePEc:ucy:cypeua:08-2022.

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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.

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2022Single 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.

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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.

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2022Forecasting 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.

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2021Semiparametric 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.

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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.

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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.

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Works by Zongwu Cai:

YearTitleTypeCited
2014Predictive regressions for macroeconomic data In: Papers.
[Full Text][Citation analysis]		paper7
2008Nonparametric Quantile Estimations for Dynamic Smooth Coefficient Models In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article67
2009Nonparametric Quantile Estimations for Dynamic Smooth Coefficient Models.(2009) In: Journal of the American Statistical Association.
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This paper has another version. Agregated cites: 67		article
2013Nonparametric Quantile Estimations For Dynamic Smooth Coefficient Models.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 67		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]		article64
2000Adaptive Varying-Coefficient Linear Models.(2000) In: STICERD - Econometrics Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 64		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: 64		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: 64		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]		article4
2010Semiparametric Quantile Regression Estimation in Dynamic Models with Partially Varying Coefficients In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]		paper45
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: 45		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 another 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]		article13
2002REGRESSION QUANTILES FOR TIME SERIES In: Econometric Theory.
[Full Text][Citation analysis]		article65
2008NONPARAMETRIC ESTIMATION OF VARYING COEFFICIENT DYNAMIC PANEL DATA MODELS In: Econometric Theory.
[Full Text][Citation analysis]		article54
2013Nonparametric 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
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]		article32
2007Trending time-varying coefficient time series models with serially correlated errors In: Journal of Econometrics.
[Full Text][Citation analysis]		article162
2008Nonparametric estimation of conditional VaR and expected shortfall In: Journal of Econometrics.
[Full Text][Citation analysis]		article42
2009Functional-coefficient models for nonstationary time series data In: Journal of Econometrics.
[Full Text][Citation analysis]		article72
2014Testing predictive regression models with nonstationary regressors In: Journal of Econometrics.
[Full Text][Citation analysis]		article16
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 another 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]		article5
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 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]		paper210
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]		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]		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

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