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~isPartOf:"Applied economics letters"
~isPartOf:"Economics letters"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of the American Statistical Association : JASA"
~language:"eng"
~person:"Cai, Zongwu"
~source:"econis"
~subject:"EU-Staaten"
~subject:"Estimation theory"
~subject:"Experiment"
~subject:"Regressionsanalyse"
~subject:"Risiko"
~subject:"Schätztheorie"
~type_genre:"Article in journal"
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EU-Staaten
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Cai, Zongwu
Phillips, Peter C. B.
41
Li, Qi
28
Linton, Oliver
28
Lee, Lung-fei
27
Su, Liangjun
25
Chen, Songnian
24
Baltagi, Badi H.
22
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18
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18
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16
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16
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16
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15
Hahn, Jinyong
15
Ullah, Aman
15
Aït-Sahalia, Yacine
14
Carroll, Raymond J.
14
Chen, Xiaohong
14
Krämer, Walter
14
Kumbhakar, Subal
14
Sun, Yixiao
14
White, Halbert
14
Andrews, Donald W. K.
13
Francq, Christian
13
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13
Ohtani, Kazuhiro
13
Sutter, Matthias
13
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13
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12
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12
Galvão Júnior, Antônio Fialho
12
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12
Leybourne, Stephen James
12
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12
Schmidt, Peter
12
Tu, Yundong
12
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5
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3
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3
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ECONIS (ZBW)
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1
The distribution of rolling regression estimators
Cai, Zongwu
;
Juhl, Ted
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1447-1463
Persistent link: https://www.econbiz.de/10014471400
Saved in:
2
A new robust inference for predictive quantile regression
Cai, Zongwu
;
Chen, Haiqiang
;
Liao, Xiaosai
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 227-250
Persistent link: https://www.econbiz.de/10014364804
Saved in:
3
Testing capital asset pricing models using functional-coefficient panel data models with cross-sectional dependence
Cai, Zongwu
;
Fang, Ying
;
Xu, Qiuhua
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 114-133
Persistent link: https://www.econbiz.de/10013441628
Saved in:
4
Testing heteroskedasticity for predictive regressions with nonstationary regressors
Hong, Shaoxin
;
Zhang, Zhengyi
;
Cai, Zongwu
- In:
Economics letters
201
(
2021
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012607071
Saved in:
5
An alternative test for conditional unconfoundedness using auxiliary variables
Fang, Ying
;
Tang, Shengfang
;
Cai, Zongwu
;
Lin, Ming
- In:
Economics letters
194
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012509265
Saved in:
6
A unified test for predictability of asset returns regardless of properties of predicting variables
Liu, Xiaohui
;
Yang, Bingduo
;
Cai, Zongwu
;
Peng, Liang
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 141-159
Persistent link: https://www.econbiz.de/10012139823
Saved in:
7
A semiparametric quantile panel data model with an application to estimating the growth effect of FDI
Cai, Zongwu
;
Chen, Linna
;
Fang, Ying
- In:
Journal of econometrics
206
(
2018
)
2
,
pp. 531-553
Persistent link: https://www.econbiz.de/10012110412
Saved in:
8
Functional index coefficient models with variable selection
Cai, Zongwu
;
Juhl, Ted
;
Yang, Bingduo
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 272-284
Persistent link: https://www.econbiz.de/10011504526
Saved in:
9
Optimal smoothing in nonparametric conditional quantile derivative function estimation
Lin, Wei
;
Cai, Zongwu
;
Li, Zheng
;
Su, Li
- In:
Journal of econometrics
188
(
2015
)
2
,
pp. 502-513
Persistent link: https://www.econbiz.de/10011503661
Saved in:
10
Annals issue: misspecification test methods in econometrics : [... International Symposium on Econometrics of Specification Test in 30 Years ... held in 2010 in Xiamen, China]
Cai, Zongwu
(
contributor
)
-
2014
Persistent link: https://www.econbiz.de/10010255591
Saved in:
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