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~person:"Cai, Zongwu"
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Cai, Zongwu
Phillips, Peter C. B.
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145
Linton, Oliver
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ECONIS (ZBW)
65
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1
A semiparametric conditional capital asset pricing model
Cai, Zongwu
;
Ren, Yu
;
Yang, Bingduo
- In:
Journal of banking & finance
61
(
2015
),
pp. 117-126
Persistent link: https://www.econbiz.de/10011545159
Saved in:
2
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
Saved in:
3
Semiparametric estimation of partially varying-coefficient dynamic panel data models
Cai, Zongwu
;
Chen, Linna
;
Fang, Ying
- In:
Econometric reviews
34
(
2015
)
6/10
,
pp. 695-719
Persistent link: https://www.econbiz.de/10011483372
Saved in:
4
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:
5
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:
6
The estimation for Lévy processes in high frequency data
Zheng, Jing
;
Gu, Wentao
;
Xu, Baolin
;
Cai, Zongwu
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 1051-1066
Persistent link: https://www.econbiz.de/10012040536
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
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
Saved in:
9
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
Saved in:
10
A new semiparametric test for superior predictive ability
Cai, Zongwu
;
Jiang, Jiancheng
;
Zhang, Jingshuang
; …
- In:
Empirical economics : a journal of the Institute for …
48
(
2015
)
1
,
pp. 389-405
Persistent link: https://www.econbiz.de/10011287553
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