Zongwu Cai : Citation Profile

University of Kansas

15

H index

24

i10 index

1193

Citations

RESEARCH PRODUCTION:

33

Articles

23

Papers

RESEARCH ACTIVITY:

   23 years (1991 - 2014). See details.
   Cites by year: 51
   Journals where Zongwu Cai has often published
   Relations with other researchers
   Recent citing documents: 50.    Total self citations: 28 (2.29 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pca121
   Updated: 2025-03-15    RAS profile: 2024-09-05    
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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 (53)

Li, Degui (36)

CAI, ZONGWU (32)

Phillips, Peter (28)

Härdle, Wolfgang (23)

Su, Liangjun (21)

Chen, Jia (19)

Kumbhakar, Subal (19)

Tierney, Heather (19)

Cizek, Pavel (17)

Sun, Yiguo (17)

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

Production by document typepaperarticle199119921993199419951996199719981999200020012002200320042005200620072008200920102011201220132014051015Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published1991199219931994199519961997199819992000200120022003200420052006200720082009201020112012201320140255075Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320242025050100150Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year199219931994199519961997199819992000200120022003200420052006200720082009201020112012201320140100200300Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 15Most cited documents12345678910111213141516170100200300Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20130820130920131020131120131220140120140220140320140420140520140620140720140820140920141020141120141220150120150220150320150420150520150620150720150820150920151020151120151220160120160220160320160420160520160620160720160820160920161020161120161220170120170220170320170420170520170620170720170820170920171020171120171220180120180220180320180420180520180620180720180820180920181020181120181220190120190220190320190420190520190620190720190820190920191020191120191220200120200220200320200420200520200620200720200820200920201020201120201220210120210220210320210420210520210620210720210820210920211020211120211220220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250120250220250305101520h-index Highcharts.comExport to raster or vector imagePrint the chart

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
Stochastic Processes and their Applications2
Journal of the Royal Statistical Society Series B2
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 (2025 and 2024)

Year  ↓Title of citing document  ↓
2025Heterogenous 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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2024Theory 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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2024Theory 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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2025Pivotal Test Statistic for Nonparametric Cointegrating Regression Functions. (2021). Kaiser, Mark S ; Mosaferi, Sepideh. In: Papers. RePEc:arx:papers:2111.00972.

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2024Probabilistic quantile factor analysis. (2022). Korobilis, Dimitris ; Schroder, Maximilian. In: Papers. RePEc:arx:papers:2212.10301.

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2024Inference of Grouped Time-Varying Network Vector Autoregression Models. (2023). Wu, Wei Biao ; Tang, Songqiao ; Peng, Bin ; Li, Degui. In: Papers. RePEc:arx:papers:2303.10117.

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2024Inference in Predictive Quantile Regressions. (2023). Kuriyama, Nina ; Shimotsu, Katsumi ; Maynard, Alex. In: Papers. RePEc:arx:papers:2306.00296.

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2024Comparisons of multivariate contribution measures of risk contagion and their applications in cryptocurrency market. (2024). Pu, Tong ; Li, Junxue ; Wen, Limin ; Zhang, Yiying. In: Papers. RePEc:arx:papers:2411.13384.

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2024Quantile deep learning models for multi-step ahead time series prediction. (2024). Maddocks, Amelia ; Rangarajan, Smruthi ; Cheung, Jimmy ; Chandra, Rohitash ; Chen, Xizhe. In: Papers. RePEc:arx:papers:2411.15674.

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2024.

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2024Time Series Quantile Regression Using Random Forests. (2024). Shibuki, Ryotato ; Shiraishi, Hiroshi ; Nakamura, Tomoshige. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:45:y:2024:i:4:p:639-659.

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2024.

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2024Pinball boosting of regression quantiles. (2024). Linner, Stefan ; Bauer, Ida ; Haupt, Harry. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:200:y:2024:i:c:s0167947324001117.

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2024Semi-parametric single-index predictive regression models with cointegrated regressors. (2024). GAO, Jiti ; Zhou, Weilun ; Kew, Hsein ; Harris, David. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002932.

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2024Estimation of complier expected shortfall treatment effects with a binary instrumental variable. (2024). He, Xuming ; Tan, Kean Ming ; Wei, BO. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623002889.

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2024Sieve bootstrap inference for linear time-varying coefficient models. (2024). Lin, Yicong ; Friedrich, Marina. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:1:s0304407622001701.

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2024Dynamic modeling for multivariate functional and longitudinal data. (2024). Zhong, Qixian ; Wang, Jane-Ling ; Lin, Shu-Chin ; Hao, Siteng. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407623002890.

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2024Time-varying forecast combination for factor-augmented regressions with smooth structural changes. (2024). Li, Haiqi ; Hong, Yongmiao ; Chen, Qitong. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000393.

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2025The effects of digitalization on production. (2025). Tryphonides, Andreas ; Schwark, Florentine. In: European Economic Review. RePEc:eee:eecrev:v:171:y:2025:i:c:s0014292124002253.

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2024Time-varying relative risk aversion: Theoretical mechanism and empirical evidence. (2024). Liu, Haiyong ; Cai, Zongwu. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000707.

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2024A novel interval-based hybrid framework for crude oil price forecasting and trading. (2024). Wang, Shouyang ; Sun, Yuying ; Zheng, LI. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323007648.

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2024Dependent censoring with simultaneous death times based on the Generalized Marshall–Olkin model. (2024). Helali, Salima ; Escobar-Bach, Mikael. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:204:y:2024:i:c:s0047259x2400054x.

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2024Crude oil volatility forecasting: Insights from a novel time-varying parameter GARCH-MIDAS model. (2024). Wang, LU ; Peng, Lijuan ; Liang, Chao ; Yang, Baoying. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s1059056024004052.

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2024Perceived shocks and impulse responses. (2024). Smetanina, Katja ; Lu, Jason ; Giacomini, Raffaella. In: IFS Working Papers. RePEc:ifs:ifsewp:cwp21/24.

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2024A Functional-Coefficient VAR Model for Dynamic Quantiles and Its Application to Constructing Nonparametric Financial Network. (2024). Su, Liangjun ; Liu, Xiyuan ; Cai, Zongwu. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202406.

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2025Nonparametric Continuous Time Regressions with Functional Coefficients. (2025). Nguyen, Nuong ; Kim, Jihyun ; Choi, Mijung. In: Korean Economic Review. RePEc:kea:keappr:ker-20250101-41-1-05.

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2024Time series forecasting under structural breaks. (2024). Skrobotov, Anton. In: Applied Econometrics. RePEc:ris:apltrx:0512.

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2024Linear models with time-varying parameters: a comparison of different approaches. (2024). Valentini, Francesco ; Lucchetti, Riccardo Jack. In: Computational Statistics. RePEc:spr:compst:v:39:y:2024:i:7:d:10.1007_s00180-023-01452-3.

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2024A Bayes analysis of autoregressive model having functional-coefficients and its application on exchange rate data. (2024). Upadhyay, Satyanshu K ; Agarwal, Manika ; Tripathi, Praveen Kumar. In: METRON. RePEc:spr:metron:v:82:y:2024:i:3:d:10.1007_s40300-024-00275-6.

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2025Estimation of panel data partially linear time-varying coefficient models with cross-sectional spatial autoregressive errors. (2025). Liu, Yuan ; Ge, Ling-Ling ; Zhao, Yan-Yong. In: Statistical Papers. RePEc:spr:stpapr:v:66:y:2025:i:1:d:10.1007_s00362-024-01620-7.

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2025EM estimation of the B-spline copula with penalized pseudo-likelihood functions. (2025). Kuriki, Satoshi ; Dou, Xiaoling ; Richards, Donald ; Lin, Gwo Dong. In: Statistical Papers. RePEc:spr:stpapr:v:66:y:2025:i:1:d:10.1007_s00362-024-01647-w.

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Works by Zongwu Cai:

Year  ↓Title  ↓Type  ↓Cited  ↓
2014Predictive regressions for macroeconomic data In: Papers.
[Full Text][Citation analysis]		paper15
2008Nonparametric Quantile Estimations for Dynamic Smooth Coefficient Models In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article83
2009Nonparametric Quantile Estimations for Dynamic Smooth Coefficient Models.(2009) In: Journal of the American Statistical Association.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 83		article
2013Nonparametric Quantile Estimations For Dynamic Smooth Coefficient Models.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 83		paper
2001Smoothing for discrete‐valued time series In: Journal of the Royal Statistical Society Series B.
[Full Text][Citation analysis]		article2
2001Smoothing for discrete-valued time series.(2001) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2003Adaptive varying‐coefficient linear models In: Journal of the Royal Statistical Society Series B.
[Full Text][Citation analysis]		article73
2000Adaptive Varying-Coefficient Linear Models.(2000) In: STICERD - Econometrics Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 73		paper
2003Adaptive varying co-efficient linear models.(2003) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 73		paper
2000Adaptive varying-coefficient linear models.(2000) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 73		paper
2003Local Linear Estimation for Time‐Dependent Coefficients in Coxs Regression Models In: Scandinavian Journal of Statistics.
[Full Text][Citation analysis]		article30
2002A two–stage approach to additive time series models In: Statistica Neerlandica.
[Full Text][Citation analysis]		article11
2012Partially varying coefficient instrumental variables models In: Statistica Neerlandica.
[Full Text][Citation analysis]		article6
2010Semiparametric Quantile Regression Estimation in Dynamic Models with Partially Varying Coefficients In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]		paper52
2012Semiparametric quantile regression estimation in dynamic models with partially varying coefficients.(2012) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 52		article
2012A New Forecasting Model for USD/CNY Exchange Rate In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article15
2013A New Forecasting Model for USD/CNY Exchange Rate.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		paper
2000NONPARAMETRIC ESTIMATION OF ADDITIVE NONLINEAR ARX TIME SERIES: LOCAL LINEAR FITTING AND PROJECTIONS In: Econometric Theory.
[Full Text][Citation analysis]		article15
2002REGRESSION QUANTILES FOR TIME SERIES In: Econometric Theory.
[Full Text][Citation analysis]		article75
2008NONPARAMETRIC ESTIMATION OF VARYING COEFFICIENT DYNAMIC PANEL DATA MODELS In: Econometric Theory.
[Full Text][Citation analysis]		article61
2013Nonparametric Estimation Of Varying Coefficient Dynamic Panel Data Models.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 61		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]		article36
2007Trending time-varying coefficient time series models with serially correlated errors In: Journal of Econometrics.
[Full Text][Citation analysis]		article193
2008Nonparametric estimation of conditional VaR and expected shortfall In: Journal of Econometrics.
[Full Text][Citation analysis]		article50
2009Functional-coefficient models for nonstationary time series data In: Journal of Econometrics.
[Full Text][Citation analysis]		article86
2014Testing predictive regression models with nonstationary regressors In: Journal of Econometrics.
[Full Text][Citation analysis]		article24
1998Kernel Density and Hazard Rate Estimation for Censored Dependent Data In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]		article10
1998Kaplan-Meier Estimator under Association In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]		article15
2000Average Regression Surface for Dependent Data In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]		article7
2001Estimating a Distribution Function for Censored Time Series Data In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]		article3
2002Two-Step Likelihood Estimation Procedure for Varying-Coefficient Models In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]		article12
1991Strong consistency and rates for recursive nonparametric conditional probability density estimates under ([alpha], [beta])-mixing conditions In: Stochastic Processes and their Applications.
[Full Text][Citation analysis]		article0
1992Strong consistency and rates for recursive nonparametric conditional probability density estimates under ([alpha], [beta])-mixing conditions.(1992) In: Stochastic Processes and their Applications.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article
1992Uniform strong estimation under [alpha]-mixing, with rates In: Statistics & Probability Letters.
[Full Text][Citation analysis]		article4
1997Smooth estimate of quantiles under association In: Statistics & Probability Letters.
[Full Text][Citation analysis]		article11
1998Asymptotic properties of Kaplan-Meier estimator for censored dependent data In: Statistics & Probability Letters.
[Full Text][Citation analysis]		article21
2001Weighted Nadaraya-Watson regression estimation In: Statistics & Probability Letters.
[Full Text][Citation analysis]		article11
2003Nonparametric estimation equations for time series data In: Statistics & Probability Letters.
[Full Text][Citation analysis]		article6
2003Local M-estimator for nonparametric time series In: Statistics & Probability Letters.
[Full Text][Citation analysis]		article14
2012Reducing asymptotic bias of weak instrumental estimation using independently repeated cross-sectional information In: Statistics & Probability Letters.
[Full Text][Citation analysis]		article1
2013Reducing the Asymptotic Bias of Weak Instruments Estimation Using Independently Repeated Cross-sectional Information.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2000Functional-coefficient regression models for nonlinear time series In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper219
2013Does Relative Risk Aversion Vary with Wealth? Evidence from Households Portfolio Choice Data In: Departmental Working Papers.
[Full Text][Citation analysis]		paper5
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]		article11
2013Nonparametric Methods for Estimating Conditional VaR and Expected Shortfall In: Working Papers.
[Full Text][Citation analysis]		paper0
2013Effient Estimation of Partially Varying Coefficient Instrumental Variables Models In: Working Papers.
[Full Text][Citation analysis]		paper0
2013Convergency and Divergency of Functional Coefficient Weak Instrumental Variables Models In: Working Papers.
[Full Text][Citation analysis]		paper0
2013Weak Instrumental Variables Models for Longitudinal Data In: Working Papers.
[Full Text][Citation analysis]		paper4
2013Some Recent Develop- ments on Nonparametric Econometrics In: Working Papers.
[Full Text][Citation analysis]		paper2
2013Functional Coefficient Models for Economic and Financial Data In: Working Papers.
[Full Text][Citation analysis]		paper0
2013A New Test for Superior Predictive Ability In: Working Papers.
[Full Text][Citation analysis]		paper0
2013Semiparametric Estimation of Partially Varying-Coefficient In: Working Papers.
[Full Text][Citation analysis]		paper2
2003Nonparametric Methods in Continuous-Time Finance: A Selective Review In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]		paper8
2003Trending Time-Varying Coefficient Models With Serially Correlated Errors In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]		paper0

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