Zongwu Cai
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Affiliations
-
University of Kansas
/ Department of Economics
Research profile
author of:
- Predictive regressions for macroeconomic data (RePEc:arx:papers:1404.7642)
by Fukang Zhu & Zongwu Cai & Liang Peng - Nonparametric Quantile Estimations for Dynamic Smooth Coefficient Models (RePEc:bes:jnlasa:v:103:i:484:y:2008:p:1595-1608)
by Cai, Zongwu & Xu, Xiaoping - Nonparametric Quantile Estimations for Dynamic Smooth Coefficient Models (RePEc:bes:jnlasa:v:104:i:485:y:2009:p:371-383)
by Cai, Zongwu & Xu, Xiaoping - Smoothing for discrete‐valued time series (RePEc:bla:jorssb:v:63:y:2001:i:2:p:357-375)
by Zongwu Cai & Qiwei Yao & Wenyang Zhang - Adaptive varying‐coefficient linear models (RePEc:bla:jorssb:v:65:y:2003:i:1:p:57-80)
by Jianqing Fan & Qiwei Yao & Zongwu Cai - Local Linear Estimation for Time‐Dependent Coefficients in Cox's Regression Models (RePEc:bla:scjsta:v:30:y:2003:i:1:p:93-111)
by Zongwu Cai & Yanqing Sun - A two–stage approach to additive time series models (RePEc:bla:stanee:v:56:y:2002:i:4:p:415-433)
by Zongwu Cai - Partially varying coefficient instrumental variables models (RePEc:bla:stanee:v:66:y:2012:i:2:p:85-110)
by Zongwu Cai & Huaiyu Xiong - Semiparametric Quantile Regression Estimation in Dynamic Models with Partially Varying Coefficients (RePEc:boc:bocoec:761)
by Zongwu Cai & Zhijie Xiao - A New Forecasting Model for USD/CNY Exchange Rate (RePEc:bpj:sndecm:v:16:y:2012:i:3:n:4)
by Cai Zongwu & Chen Linna & Fang Ying - Adaptive Varying-Coefficient Linear Models (RePEc:cep:stiecm:388)
by Zongwu Cai & Jianqin Fan & Qiwei Yao - Nonparametric Estimation Of Additive Nonlinear Arx Time Series: Local Linear Fitting And Projections (RePEc:cup:etheor:v:16:y:2000:i:04:p:465-501_16)
by Cai, Zongwu & Masry, Elias - Regression Quantiles For Time Series (RePEc:cup:etheor:v:18:y:2002:i:01:p:169-192_18)
by Cai, Zongwu - Nonparametric Estimation Of Varying Coefficient Dynamic Panel Data Models (RePEc:cup:etheor:v:24:y:2008:i:05:p:1321-1342_08)
by Cai, Zongwu & Li, Qi - Diagnostics for nonlinearity in generalized linear models (RePEc:eee:csdana:v:29:y:1999:i:4:p:445-469)
by Cai, Zongwu & Tsai, Chih-Ling - Functional coefficient instrumental variables models (RePEc:eee:econom:v:133:y:2006:i:1:p:207-241)
by Cai, Zongwu & Das, Mitali & Xiong, Huaiyu & Wu, Xizhi - Trending time-varying coefficient time series models with serially correlated errors (RePEc:eee:econom:v:136:y:2007:i:1:p:163-188)
by Cai, Zongwu - Nonparametric estimation of conditional VaR and expected shortfall (RePEc:eee:econom:v:147:y:2008:i:1:p:120-130)
by Cai, Zongwu & Wang, Xian - Functional-coefficient models for nonstationary time series data (RePEc:eee:econom:v:148:y:2009:i:2:p:101-113)
by Cai, Zongwu & Li, Qi & Park, Joon Y. - Semiparametric quantile regression estimation in dynamic models with partially varying coefficients (RePEc:eee:econom:v:167:y:2012:i:2:p:413-425)
by Cai, Zongwu & Xiao, Zhijie - Testing predictive regression models with nonstationary regressors (RePEc:eee:econom:v:178:y:2014:i:p1:p:4-14)
by Cai, Zongwu & Wang, Yunfei - Kernel Density and Hazard Rate Estimation for Censored Dependent Data (RePEc:eee:jmvana:v:67:y:1998:i:1:p:23-34)
by Cai, Zongwu - Kaplan-Meier Estimator under Association (RePEc:eee:jmvana:v:67:y:1998:i:2:p:318-348)
by Cai, Zongwu & Roussas, George G. - Average Regression Surface for Dependent Data (RePEc:eee:jmvana:v:75:y:2000:i:1:p:112-142)
by Cai, Zongwu & Fan, Jianqing - Estimating a Distribution Function for Censored Time Series Data (RePEc:eee:jmvana:v:78:y:2001:i:2:p:299-318)
by Cai, Zongwu - Two-Step Likelihood Estimation Procedure for Varying-Coefficient Models (RePEc:eee:jmvana:v:82:y:2002:i:1:p:189-209)
by Cai, Zongwu - Strong consistency and rates for recursive nonparametric conditional probability density estimates under ([alpha], [beta])-mixing conditions (RePEc:eee:spapps:v:38:y:1991:i:2:p:323-333)
by Cai, Zongwu - Strong consistency and rates for recursive nonparametric conditional probability density estimates under ([alpha], [beta])-mixing conditions (RePEc:eee:spapps:v:41:y:1992:i:1:p:179-179)
by Cai, Zongwu - Uniform strong estimation under [alpha]-mixing, with rates (RePEc:eee:stapro:v:15:y:1992:i:1:p:47-55)
by Cai, Zongwu & Roussas, George G. - Smooth estimate of quantiles under association (RePEc:eee:stapro:v:36:y:1997:i:3:p:275-287)
by Cai, Zongwu & Roussas, George G. - Asymptotic properties of Kaplan-Meier estimator for censored dependent data (RePEc:eee:stapro:v:37:y:1998:i:4:p:381-389)
by Cai, Zongwu - Weighted Nadaraya-Watson regression estimation (RePEc:eee:stapro:v:51:y:2001:i:3:p:307-318)
by Cai, Zongwu - Nonparametric estimation equations for time series data (RePEc:eee:stapro:v:62:y:2003:i:4:p:379-390)
by Cai, Zongwu - Local M-estimator for nonparametric time series (RePEc:eee:stapro:v:65:y:2003:i:4:p:433-449)
by Cai, Zongwu & Ould-Saïd, Elias - Reducing asymptotic bias of weak instrumental estimation using independently repeated cross-sectional information (RePEc:eee:stapro:v:82:y:2012:i:1:p:180-185)
by Cai, Zongwu & Fang, Ying & Su, Jia - Adaptive varying co-efficient linear models (RePEc:ehl:lserod:5885)
by Fan, Jianqing & Yao, Qiwei & Cai, Zongwu - Smoothing for discrete-valued time series (RePEc:ehl:lserod:6095)
by Cai, Zongwu & Yao, Qiwei & Zhang, Wenyang - Functional-coefficient regression models for nonlinear time series (RePEc:ehl:lserod:6314)
by Cai, Zongwu & Fan, Jianqing & Yao, Qiwei - Adaptive varying-coefficient linear models (RePEc:ehl:lserod:6865)
by Fan, Jianqing & Yao, Qiwei & Cai, Zongwu - Does Relative Risk Aversion Vary with Wealth? Evidence from Households' Portfolio Choice Data (RePEc:lsu:lsuwpp:2013-09)
by Fang Yang & Xuan Liu & Zongwu Cai - Reexamining the Empirical Relevance of Habit Formation Preferences (RePEc:pra:mprapa:37817)
by Cai, Zongwu & Liu, Xuan & Yang, Fang - Selection of Mixed Copula Model via Penalized Likelihood (RePEc:taf:jnlasa:v:109:y:2014:i:506:p:788-801)
by Zongwu Cai & Xian Wang - Nonparametric Quantile Estimations For Dynamic Smooth Coefficient Models (RePEc:wyi:wpaper:001957)
by Xiaoping Xu & Zongwu Cai - Nonparametric Methods for Estimating Conditional VaR and Expected Shortfall (RePEc:wyi:wpaper:001958)
by Zongwu Cai & Xian Wang - Nonparametric Estimation Of Varying Coefficient Dynamic Panel Data Models (RePEc:wyi:wpaper:001966)
by Zongwu Cai & Qi Li - Effient Estimation of Partially Varying Coefficient Instrumental Variables Models (RePEc:wyi:wpaper:001967)
by Zongwu Cai & Huaiyu Xiong - Convergency and Divergency of Functional Coefficient Weak Instrumental Variables Models (RePEc:wyi:wpaper:001972)
by Zongwu Cai & Henong Li - Reducing the Asymptotic Bias of Weak Instruments Estimation Using Independently Repeated Cross-sectional Information (RePEc:wyi:wpaper:001999)
by Zongwu Cai & Ying Fang - Weak Instrumental Variables Models for Longitudinal Data (RePEc:wyi:wpaper:002001)
by Zongwu Cai & Ying Fang & Henong Li - Some Recent Develop- ments on Nonparametric Econometrics (RePEc:wyi:wpaper:002008)
by Zongwu Cai & Qi Li - Functional Coefficient Models for Economic and Financial Data (RePEc:wyi:wpaper:002009)
by Zongwu Cai - A New Forecasting Model for USD/CNY Exchange Rate (RePEc:wyi:wpaper:002017)
by Zongwu Cai & Linna Chen & Ying Fang - A New Test for Superior Predictive Ability (RePEc:wyi:wpaper:002018)
by Zongwu Cai & Jiancheng Jiang & Jingshuang Zhang - Semiparametric Estimation of Partially Varying-Coefficient (RePEc:wyi:wpaper:002052)
by Zongwu Cai & Linna Chen & Ying Fang - Nonparametric Methods in Continuous-Time Finance: A Selective Review (RePEc:zbw:sfb373:200315)
by Cai, Zongwu & Hong, Yongmiao - Trending Time-Varying Coefficient Models With Serially Correlated Errors (RePEc:zbw:sfb373:20037)
by Cai, Zongwu