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Estimation and inference for varying-coefficient models with nonstationary regressors using penalized splines
Chen, Haiqiang; Fang, Ying; Li, Yingxing - In: Econometric theory 31 (2015) 4, pp. 753-777
Persistent link: https://www.econbiz.de/10011341928
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Regression quantiles for time series
Cai, Zongwu - In: Econometric theory 18 (2002) 1, pp. 169-192
Persistent link: https://www.econbiz.de/10001652640
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Pricing kernel estimation : a local estimating equation approach
Cai, Zongwu; Ren, Yu; Sun, Linman - In: Econometric theory 31 (2015) 3, pp. 560-580
Persistent link: https://www.econbiz.de/10011341909
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Testing instability in a predictive regression model with nonstationary regressors
Cai, Zongwu; Wang, Yunfei; Wang, Yonggang - In: Econometric theory 31 (2015) 5, pp. 953-980
Persistent link: https://www.econbiz.de/10011545495
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Nonparametric estimation of varying coefficient dynamic panel data models
Cai, Zongwu; Li, Qi - In: Econometric theory 24 (2008) 5, pp. 1321-1342
Persistent link: https://www.econbiz.de/10003748775
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Nonparametric estimation of additive nonlinear ARX time series : local linear fitting and projections
Cai, Zongwu; Masry, Elias - In: Econometric theory 16 (2000) 4, pp. 465-501
Persistent link: https://www.econbiz.de/10001517328
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Pricing kernel estimation : a local estimating equation approach
Cai, Zongwu; Ren, Yu; Sun, Linman - In: Econometric theory 31 (2015) 3, pp. 560-580
Persistent link: https://www.econbiz.de/10011290889
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Semiparametric functional coefficient models with integrated covariates
Sun, Yiguo; Cai, Zongwu; Li, Qi - In: Econometric theory 29 (2013) 3, pp. 659-672
Persistent link: https://www.econbiz.de/10009778490
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A consistent nonparametric test on semiparametric smooth coefficient models with integrated time series
Sun, Yiguo; Cai, Zongwu; Li, Qi - In: Econometric theory 32 (2016) 4, pp. 988-1022
Persistent link: https://www.econbiz.de/10011644226
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ARTICLES - Regression Quantiles for Time Series
Cai, Zongwu - In: Econometric theory 18 (2002) 1, pp. 169-192
Persistent link: https://www.econbiz.de/10006975234