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Semiparametric estimation and model selection for conditional mixture copula models
Liu, Guannan; Long, Wei; Yang, Bingduo; Cai, Zongwu - 2021
Persistent link: https://www.econbiz.de/10012425393
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Time-varying mixture copula models with copula selection
Yang, Bingduo; Cai, Zongwu; Hafner, Christian M.; Liu, … - 2021
Persistent link: https://www.econbiz.de/10012602628
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Trending mixture copula models with copula selection
Yang, Bingduo; Cai, Zongwu; Hafner, Christian M.; Liu, … - 2018
Persistent link: https://www.econbiz.de/10011965829
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Semiparametric conditional mixture copula models with copula selection
Cai, Zongwu; Liu, Guannan; Long, Wei; Luo, Xuehong - 2023
Persistent link: https://www.econbiz.de/10014521027
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Machine learning based panel data models
Yang, Bingduo; Long, Wei; Cai, Zongwu - 2024
Persistent link: https://www.econbiz.de/10014521034
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Unified tests for a dynamic predictive regression
Yang, Bingduo; Liu, Xiaohui; Peng, Liang; Cai, Zongwu - 2018
Persistent link: https://www.econbiz.de/10011965817