Zongwu Cai : Citation Profile


Are you Zongwu Cai?

University of Kansas

13

H index

20

i10 index

809

Citations

RESEARCH PRODUCTION:

33

Articles

23

Papers

RESEARCH ACTIVITY:

   23 years (1991 - 2014). See details.
   Cites by year: 35
   Journals where Zongwu Cai has often published
   Relations with other researchers
   Recent citing documents: 156.    Total self citations: 26 (3.11 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pca121
   Updated: 2020-08-01    RAS profile: 2020-05-04    
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Relations with other researchers


Works with:

CAI, ZONGWU (16)

Fang, Ying (4)

Li, Qi (2)

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 (34)

CAI, ZONGWU (32)

Li, Degui (27)

Su, Liangjun (19)

Li, Qi (16)

Tierney, Heather (16)

Sun, Yiguo (16)

Chen, Jia (15)

Kumbhakar, Subal (15)

Phillips, Peter (13)

Härdle, Wolfgang (13)

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)

Newey, Whitney (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
Journal of the American Statistical Association2
Journal of the Royal Statistical Society Series B2
Statistica Neerlandica2
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 (2018 and 2017)


YearTitle of citing document
2017Picking Funds with Confidence. (2017). Timmermann, Allan ; Lunde, Asger ; Gronborg, Niels S ; Wermers, Russ. In: CREATES Research Papers. RePEc:aah:create:2017-13.

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2017Time-varying coefficient estimation in SURE models. Application to portfolio management. (2017). Ferreira, Eva ; Casas, Isabel ; Orbe, Susan. In: CREATES Research Papers. RePEc:aah:create:2017-33.

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2018Reexamining financial and economic predictability with new estimators of realized variance and variance risk premium. (2018). Veiga, Helena ; Casas, Isabel ; Mao, Xiuping. In: CREATES Research Papers. RePEc:aah:create:2018-10.

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2018Time-varying parameters: New test tailored to applications in finance and macroeconomics. (2018). Davidson, Russell ; Gronborg, Niels S. In: CREATES Research Papers. RePEc:aah:create:2018-22.

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2018Modelling Time-Varying Income Elasticities of Health Care Expenditure for the OECD. (2018). Casas, Isabel ; Xie, Shangyu ; Gao, Jiti. In: CREATES Research Papers. RePEc:aah:create:2018-29.

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2017Dynamic Semiparametric Models for Expected Shortfall (and Value-at-Risk). (2017). Chen, Rui ; Ziegel, Johanna F ; Patton, Andrew J. In: Papers. RePEc:arx:papers:1707.05108.

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2019A nonparametric copula approach to conditional Value-at-Risk. (2019). Dunn, Richard ; Geenens, Gery. In: Papers. RePEc:arx:papers:1712.05527.

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

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2019Autoregressive Wild Bootstrap Inference for Nonparametric Trends. (2018). Smeekes, Stephan ; Urbain, Jean-Pierre ; Friedrich, Marina. In: Papers. RePEc:arx:papers:1807.02357.

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2018Heterogenous Coefficients, Discrete Instruments, and Identification of Treatment Effects. (2018). Stouli, Sami ; Newey, Whitney K. In: Papers. RePEc:arx:papers:1811.09837.

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2018A Residual Bootstrap for Conditional Expected Shortfall. (2018). Telg, Sean ; Heinemann, Alexander. In: Papers. RePEc:arx:papers:1811.11557.

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2019Counterfactual Inference in Duration Models with Random Censoring. (2019). Su, Jiun-Hua. In: Papers. RePEc:arx:papers:1902.08502.

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2019Local 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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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.

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

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2019Boosting High Dimensional Predictive Regressions with Time Varying Parameters. (2019). Ng, Serena ; Yousuf, Kashif. In: Papers. RePEc:arx:papers:1910.03109.

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2017Survival model construction guided by fit and predictive strength. (2017). Chauvel, Cecile ; O'Quigley, John. In: Biometrics. RePEc:bla:biomet:v:73:y:2017:i:2:p:483-494.

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2017A risk-based measure of time-varying prognostic discrimination for survival models. (2017). Liang, Jason C ; Heagerty, Patrick J. In: Biometrics. RePEc:bla:biomet:v:73:y:2017:i:3:p:725-734.

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2018DOES ECONOMIC FREEDOM AFFECT THE PRODUCTION FRONTIER? A SEMIPARAMETRIC APPROACH WITH PANEL DATA. (2018). Hall, Joshua ; Zhang, Fan ; Yao, Feng. In: Economic Inquiry. RePEc:bla:ecinqu:v:56:y:2018:i:2:p:1380-1395.

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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.

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2017Analysis of Double Single Index Models. (2017). Chen, Kun ; Ma, Yanyuan. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:44:y:2017:i:1:p:1-20.

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2017Bayesian Analysis of the Proportional Hazards Model with Time-Varying Coefficients. (2017). Kim, Gwangsu ; Choi, Taeryon. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:44:y:2017:i:2:p:524-544.

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2017Improvement Screening for Ultra-High Dimensional Data with Censored Survival Outcomes and Varying Coefficients. (2017). Mu, Yue ; Jialiang, LI. In: The International Journal of Biostatistics. RePEc:bpj:ijbist:v:13:y:2017:i:1:p:16:n:15.

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2019Efficient Estimation of Nonparametric Regression in The Presence of Dynamic Heteroskedasticity. (2019). LINTON, OLIVER ; Xiao, Z. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1907.

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2017Whatever it takes to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects. (2017). Kontonikas, Alexandros ; Gadea, María ; Arghyrou, Michael ; Afonso, Antonio. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2017/12.

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2017Whatever it takes to Resolve the European Sovereign Debt Crisis? Bond Pricing Regime Switches and Monetary Policy Effects. (2017). Kontonikas, Alexandros ; Gadea, María ; Arghyrou, Michael ; Afonso, Antonio. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6691.

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2017Picking Funds with Confidence. (2017). Wermers, Russ ; Timmermann, Allan G ; Lunde, Asger ; Groenborg, Niels . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11896.

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2018Pockets of Predictability. (2018). Farmer, Leland ; Timmermann, Allan G ; Schmidt, Lawrence . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12885.

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2019Predictive Regressions. (2019). Pitarakis, Jean-Yves ; Gonzalo, Jesus. In: UC3M Working papers. Economics. RePEc:cte:werepe:28554.

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2019Local Intergenerational Elasticities. (2019). Callaway, Brantly ; Huang, Weige. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00689.

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2018Quantile regression for partially linear varying-coefficient model with censoring indicators missing at random. (2018). Liang, Han-Ying ; Shen, YU. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:117:y:2018:i:c:p:1-18.

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2018A principal varying-coefficient model for quantile regression: Joint variable selection and dimension reduction. (2018). Zhao, Weihua ; Lian, Heng ; Jiang, Xuejun. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:127:y:2018:i:c:p:269-280.

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2018Time-varying quantile single-index model for multivariate responses. (2018). Zhao, Weihua ; Lian, Heng ; Zhou, Yan. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:127:y:2018:i:c:p:32-49.

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2019Two-step estimation of time-varying additive model for locally stationary time series. (2019). Hu, Lixia ; You, Jinhong ; Huang, Tao. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:130:y:2019:i:c:p:94-110.

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2019A novel partial-linear single-index model for time series data. (2019). Wang, Huixia ; Jiang, Hui ; Huang, Lei. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:134:y:2019:i:c:p:110-122.

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2019Estimation and test of jump discontinuities in varying coefficient models with empirical applications. (2019). Lin, Jin-Guan ; Zhao, Yan-Yong. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:139:y:2019:i:c:p:145-163.

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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.

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2017Statistical inference of partially linear varying coefficient spatial autoregressive models. (2017). Wei, Chuanhua ; Zhai, Shufen ; Guo, Shuang . In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:553-559.

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2018Estimating inflation persistence by quantile autoregression with quantile-specific unit roots. (2018). Rodrigues Figueiredo, Francisco ; Gaglianone, Wagner ; de Carvalho, Osmani Teixeira. In: Economic Modelling. RePEc:eee:ecmode:v:73:y:2018:i:c:p:407-430.

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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.

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2017An alternative bandwidth selection method for estimating functional coefficient models. (2017). Chen, Xirong ; Li, QI ; Huang, Ta-Cheng . In: Economics Letters. RePEc:eee:ecolet:v:156:y:2017:i:c:p:27-31.

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2019Gradient estimation of the local-constant semiparametric smooth coefficient model. (2019). Sun, Kai ; Geng, Xin. In: Economics Letters. RePEc:eee:ecolet:v:185:y:2019:i:c:s0165176519303416.

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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.

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2017Estimating smooth structural change in cointegration models. (2017). Phillips, Peter ; GAO, Jiti ; PEter, . In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:1:p:180-195.

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2017Rolling window selection for out-of-sample forecasting with time-varying parameters. (2017). Rossi, Barbara ; Inoue, Atsushi ; Jin, LU. In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:1:p:55-67.

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2017A varying-coefficient panel data model with fixed effects: Theory and an application to US commercial banks. (2017). GAO, Jiti ; Feng, Guohua ; Zhang, Xiaohui ; Peng, Bin. In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:1:p:68-82.

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2017On time-varying factor models: Estimation and testing. (2017). Su, Liangjun ; Wang, Xia. In: Journal of Econometrics. RePEc:eee:econom:v:198:y:2017:i:1:p:84-101.

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2017Semiparametric estimation and testing of smooth coefficient spatial autoregressive models. (2017). Sun, Yiguo ; Malikov, Emir. In: Journal of Econometrics. RePEc:eee:econom:v:199:y:2017:i:1:p:12-34.

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2018Efficient estimation and computation for the generalised additive models with unknown link function. (2018). Lin, Huazhen ; Zhang, Wenyang ; Lv, Shaogao ; Pan, Lixian. In: Journal of Econometrics. RePEc:eee:econom:v:202:y:2018:i:2:p:230-244.

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2018Nonparametric testing for smooth structural changes in panel data models. (2018). Chen, Bin ; Huang, Liquan. In: Journal of Econometrics. RePEc:eee:econom:v:202:y:2018:i:2:p:245-267.

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2018Nonparametric fixed effects model for panel data with locally stationary regressors. (2018). Pei, Youquan ; You, Jinhong ; Huang, Tao. In: Journal of Econometrics. RePEc:eee:econom:v:202:y:2018:i:2:p:286-305.

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2018Inference on trending panel data. (2018). Velasco, Carlos ; Robinson, Peter M. In: Journal of Econometrics. RePEc:eee:econom:v:206:y:2018:i:2:p:282-304.

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2018A quantile correlated random coefficients panel data model. (2018). Hahn, Jinyong ; Graham, Bryan ; Powell, James L ; Poirier, Alexandre. In: Journal of Econometrics. RePEc:eee:econom:v:206:y:2018:i:2:p:305-335.

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2018A semiparametric quantile panel data model with an application to estimating the growth effect of FDI. (2018). CAI, ZONGWU ; Fang, Ying ; Chen, Linna . In: Journal of Econometrics. RePEc:eee:econom:v:206:y:2018:i:2:p:531-553.

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2019The scale of predictability. (2019). Bandi, F M ; Tebaldi, C ; Tamoni, A ; Perron, B. In: Journal of Econometrics. RePEc:eee:econom:v:208:y:2019:i:1:p:120-140.

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2019A unified test for predictability of asset returns regardless of properties of predicting variables. (2019). Liu, Xiaohui ; Peng, Liang ; Cai, Zongwu ; Yang, Bingduo. In: Journal of Econometrics. RePEc:eee:econom:v:208:y:2019:i:1:p:141-159.

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2019A model-free consistent test for structural change in regression possibly with endogeneity. (2019). Hong, Yongmiao ; Fu, Zhonghao. In: Journal of Econometrics. RePEc:eee:econom:v:211:y:2019:i:1:p:206-242.

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2019Dynamic semiparametric models for expected shortfall (and Value-at-Risk). (2019). Ziegel, Johanna F ; Patton, Andrew J ; Chen, Rui. In: Journal of Econometrics. RePEc:eee:econom:v:211:y:2019:i:2:p:388-413.

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2019Nonparametric estimation of conditional quantile functions in the presence of irrelevant covariates. (2019). Li, Degui ; Chen, Xirong. In: Journal of Econometrics. RePEc:eee:econom:v:212:y:2019:i:2:p:433-450.

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2019Non-separable models with high-dimensional data. (2019). Su, Liangjun ; Ura, Takuya ; Zhang, Yichong. In: Journal of Econometrics. RePEc:eee:econom:v:212:y:2019:i:2:p:646-677.

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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.

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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.

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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.

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2017Estimation for semiparametric nonlinear regression of irregularly located spatial time-series data. (2017). Al-Sulami, Dawlah ; Zhu, Jun ; Lu, Zudi ; Jiang, Zhenyu. In: Econometrics and Statistics. RePEc:eee:ecosta:v:2:y:2017:i:c:p:22-35.

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2017Why don’t poor countries do R&D? Varying rates of factor returns across the development process. (2017). Maloney, William ; Goi, Edwin . In: European Economic Review. RePEc:eee:eecrev:v:94:y:2017:i:c:p:126-147.

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2019Functional-bandwidth kernel for Support Vector Machine with Functional Data: An alternating optimization algorithm. (2019). Martin-Barragan, B ; Jimenez-Cordero, A ; Carrizosa, E ; Blanquero, R. In: European Journal of Operational Research. RePEc:eee:ejores:v:275:y:2019:i:1:p:195-207.

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2018lCARE - localizing conditional autoregressive expectiles. (2018). Xu, Xiu ; Hardle, Wolfgang Karl ; Mihoci, Andrija . In: Journal of Empirical Finance. RePEc:eee:empfin:v:48:y:2018:i:c:p:198-220.

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2018Time-varying skills (versus luck) in U.S. active mutual funds and hedge funds. (2018). Cai, Biqing ; Yan, Cheng ; Cheng, Tingting. In: Journal of Empirical Finance. RePEc:eee:empfin:v:49:y:2018:i:c:p:81-106.

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2018The Minimum-CVaR strategy with semi-parametric estimation in carbon market hedging problems. (2018). Chai, Shanglei ; Zhou, P. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:64-75.

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2018The role of partisan conflict in forecasting the U.S. equity premium: A nonparametric approach. (2018). Wohar, Mark ; Muteba Mwamba, John Weirstrasd ; GUPTA, RANGAN. In: Finance Research Letters. RePEc:eee:finlet:v:25:y:2018:i:c:p:131-136.

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2017Optimal multivariate quota-share reinsurance: A nonparametric mean-CVaR framework. (2017). Sun, Haoze ; Zhang, YI ; Weng, Chengguo. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:72:y:2017:i:c:p:197-214.

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2017Semi-parametric extensions of the Cairns–Blake–Dowd model: A one-dimensional kernel smoothing approach. (2017). Li, Han ; Ohare, Colin. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:77:y:2017:i:c:p:166-176.

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2018Macro stress testing the U.S. banking system. (2018). Molyneux, Philip ; Kanas, Angelos. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:54:y:2018:i:c:p:204-227.

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2017Mundell’s trilemma: Policy trade-offs within the middle ground. (2017). Herwartz, Helmut ; Roestel, Jan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:75:y:2017:i:c:p:1-13.

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2018“Whatever it takes” to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects. (2018). Kontonikas, Alexandros ; Arghyrou, Michael ; Afonso, Antonio ; Gadea, Maria Dolores. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:86:y:2018:i:c:p:1-30.

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2017Semi-parametric inference for semi-varying coefficient panel data model with individual effects. (2017). Hu, Xuemei. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:154:y:2017:i:c:p:262-281.

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2017Quantile index coefficient model with variable selection. (2017). Zhao, Weihua ; Lian, Heng. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:154:y:2017:i:c:p:40-58.

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2017Varying coefficient functional autoregressive model with application to the U.S. treasuries. (2017). Xu, Meng ; Chen, Ying ; Li, Jialiang. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:159:y:2017:i:c:p:168-183.

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2017Variable selection and structure identification for varying coefficient Cox models. (2017). Honda, Toshio ; Yabe, Ryota . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:161:y:2017:i:c:p:103-122.

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2018Variable screening for ultrahigh dimensional heterogeneous data via conditional quantile correlations. (2018). Zhang, Shucong ; Zhou, Yong. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:165:y:2018:i:c:p:1-13.

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2019Empirical likelihood based inference for a categorical varying-coefficient panel data model with fixed effects. (2019). Rodriguez-Poo, Juan M ; Arteaga-Molina, Luis A. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:173:y:2019:i:c:p:110-124.

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2019Estimation of a rank-reduced functional-coefficient panel data model with serial correlation. (2019). Li, Degui ; Chen, Jia ; Xia, Yingcun. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:173:y:2019:i:c:p:456-479.

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2019The heterogeneous impact of liquidity on volatility in Chinese stock index futures market. (2019). Xu, Yanyan ; Qiao, Gaoxiu ; Ma, Feng ; Huang, Dengshi. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:517:y:2019:i:c:p:73-85.

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2018Does a stronger system of law and order constrain the effects of foreign direct investment on government size?. (2018). McCloud, Nadine ; Holmes, Chanit'a, ; Delgado, Michael S. In: European Journal of Political Economy. RePEc:eee:poleco:v:55:y:2018:i:c:p:258-283.

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2019Tests for spatial dependence and heterogeneity in spatially autoregressive varying coefficient models with application to Boston house price analysis. (2019). Wang, Ning ; Mei, Chang-Lin ; Li, Deng-Kui. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:79:y:2019:i:c:s0166046218303132.

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2017Wavelet estimation in varying coefficient models for censored dependent data. (2017). Xu, Ying-Zhi ; Lin, Jin-Guan ; Zhou, Xing-cai . In: Statistics & Probability Letters. RePEc:eee:stapro:v:122:y:2017:i:c:p:179-189.

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2017Block empirical likelihood for partially linear panel data models with fixed effects. (2017). Fan, Guo-Liang ; He, Bang-Qiang ; Hong, Xing-Jian . In: Statistics & Probability Letters. RePEc:eee:stapro:v:123:y:2017:i:c:p:128-138.

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2018Local linear estimate of the nonparametric robust regression in functional data. (2018). Belarbi, Faiza ; Laksaci, Ali ; Chemikh, Souheyla. In: Statistics & Probability Letters. RePEc:eee:stapro:v:134:y:2018:i:c:p:128-133.

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2019Non-parametric estimation of Kullback–Leibler discrimination information based on censored data. (2019). , Viswakala ; Sathar, Abdul. In: Statistics & Probability Letters. RePEc:eee:stapro:v:154:y:2019:i:c:20.

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2018The scale of predictability. (2018). Tebaldi, C ; Tamoni, Andrea ; Perron, B ; Bandi, F M. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:85646.

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2019Equalizing Seasonal Time Series Using Artificial Neural Networks in Predicting the Euro–Yuan Exchange Rate. (2019). Ule, Petr ; Horak, Jakub ; Vochozka, Marek. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:76-:d:227157.

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2018General Quantile Time Series Regressions for Applications in Population Demographics. (2018). Peters, Gareth W. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:3:p:97-:d:169588.

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2018Multi-Step Inflation Prediction with Functional Coefficient Autoregressive Model. (2018). Wang, Man ; Cheng, Chao ; Luo, Qin. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:6:p:1691-:d:148435.

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

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2018Inference on a semiparametric model with global power law and local nonparametric trends. (2018). LINTON, OLIVER ; GAO, Jiti ; Peng, Bin. In: CeMMAP working papers. RePEc:ifs:cemmap:05/18.

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2018Heterogenous coefficients, discrete instruments, and identification of treatment effects. (2018). Stouli, Sami ; Newey, Whitney K. In: CeMMAP working papers. RePEc:ifs:cemmap:66/18.

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2017Whatever it takes to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects. (2017). Kontonikas, Alexandros ; Gadea, María ; Arghyrou, Michael ; Afonso, Antonio. In: Working Papers REM. RePEc:ise:remwps:wp0022017.

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2018Assessing Tail Risk Using Expectile Regressions with Partially Varying Coefficients. (2018). Tian, Dingshi ; Fang, Ying ; Cai, Zongwu. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:201804.

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2018Econometric Modeling of Risk Measures: A Selective Review of the Recent Literature. (2018). Fang, Ying ; Cai, Zongwu ; Tian, Dingshi. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:201807.

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2018Unified Tests for a Dynamic Predictive Regression. (2018). Cai, Zongwu ; Peng, Liang ; Liu, Xiaohui ; Yang, Bingduo. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:201808.

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More than 100 citations found, this list is not complete...

Works by Zongwu Cai:


YearTitleTypeCited
2014Predictive regressions for macroeconomic data In: Papers.
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2008Nonparametric Quantile Estimations for Dynamic Smooth Coefficient Models In: Journal of the American Statistical Association.
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2009Nonparametric Quantile Estimations for Dynamic Smooth Coefficient Models.(2009) In: Journal of the American Statistical Association.
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2013Nonparametric Quantile Estimations For Dynamic Smooth Coefficient Models.(2013) In: Working Papers.
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This paper has another version. Agregated cites: 46
paper
2001Smoothing for discrete‐valued time series In: Journal of the Royal Statistical Society Series B.
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article2
2001Smoothing for discrete-valued time series.(2001) In: LSE Research Online Documents on Economics.
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This paper has another version. Agregated cites: 2
paper
2003Adaptive varying‐coefficient linear models In: Journal of the Royal Statistical Society Series B.
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article57
2000Adaptive Varying-Coefficient Linear Models.(2000) In: STICERD - Econometrics Paper Series.
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paper
2003Adaptive varying co-efficient linear models.(2003) In: LSE Research Online Documents on Economics.
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This paper has another version. Agregated cites: 57
paper
2000Adaptive varying-coefficient linear models.(2000) In: LSE Research Online Documents on Economics.
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This paper has another version. Agregated cites: 57
paper
2003Local Linear Estimation for Time‐Dependent Coefficients in Coxs Regression Models In: Scandinavian Journal of Statistics.
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article25
2002A two–stage approach to additive time series models In: Statistica Neerlandica.
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article11
2012Partially varying coefficient instrumental variables models In: Statistica Neerlandica.
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article5
2010Semiparametric Quantile Regression Estimation in Dynamic Models with Partially Varying Coefficients In: Boston College Working Papers in Economics.
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paper35
2012Semiparametric quantile regression estimation in dynamic models with partially varying coefficients.(2012) In: Journal of Econometrics.
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This paper has another version. Agregated cites: 35
article
2012A New Forecasting Model for USD/CNY Exchange Rate In: Studies in Nonlinear Dynamics & Econometrics.
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article14
2013A New Forecasting Model for USD/CNY Exchange Rate.(2013) In: Working Papers.
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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.
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article9
2002REGRESSION QUANTILES FOR TIME SERIES In: Econometric Theory.
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article53
2008NONPARAMETRIC ESTIMATION OF VARYING COEFFICIENT DYNAMIC PANEL DATA MODELS In: Econometric Theory.
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article40
2013Nonparametric Estimation Of Varying Coefficient Dynamic Panel Data Models.(2013) In: Working Papers.
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This paper has another version. Agregated cites: 40
paper
1999Diagnostics for nonlinearity in generalized linear models In: Computational Statistics & Data Analysis.
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article0
2006Functional coefficient instrumental variables models In: Journal of Econometrics.
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article25
2007Trending time-varying coefficient time series models with serially correlated errors In: Journal of Econometrics.
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article116
2008Nonparametric estimation of conditional VaR and expected shortfall In: Journal of Econometrics.
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article29
2009Functional-coefficient models for nonstationary time series data In: Journal of Econometrics.
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article58
2014Testing predictive regression models with nonstationary regressors In: Journal of Econometrics.
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article11
1998Kernel Density and Hazard Rate Estimation for Censored Dependent Data In: Journal of Multivariate Analysis.
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article9
1998Kaplan-Meier Estimator under Association In: Journal of Multivariate Analysis.
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article12
2000Average Regression Surface for Dependent Data In: Journal of Multivariate Analysis.
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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]
article10
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.
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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]
article17
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.
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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.
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article1
2013Reducing the Asymptotic Bias of Weak Instruments Estimation Using Independently Repeated Cross-sectional Information.(2013) In: Working Papers.
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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]
paper162
2013Does Relative Risk Aversion Vary with Wealth? Evidence from Households Portfolio Choice Data In: Departmental Working Papers.
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paper1
2012Reexamining the Empirical Relevance of Habit Formation Preferences In: MPRA Paper.
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paper0
2014Selection of Mixed Copula Model via Penalized Likelihood In: Journal of the American Statistical Association.
[Full Text][Citation analysis]
article2
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.
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paper0
2013Weak Instrumental Variables Models for Longitudinal Data In: Working Papers.
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paper2
2013Some Recent Develop- ments on Nonparametric Econometrics In: Working Papers.
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paper2
2013Functional Coefficient Models for Economic and Financial Data In: Working Papers.
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paper0
2013A New Test for Superior Predictive Ability In: Working Papers.
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paper0
2013Semiparametric Estimation of Partially Varying-Coefficient In: Working Papers.
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paper1
2003Nonparametric Methods in Continuous-Time Finance: A Selective Review In: SFB 373 Discussion Papers.
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paper2
2003Trending Time-Varying Coefficient Models With Serially Correlated Errors In: SFB 373 Discussion Papers.
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