Narrow search
Showing 1 - 10 of 14
Cover Image
Solving the price puzzle via a functional coefficient factor-augmented VAR model
Cai, Zongwu; Liu, Xiyuan - 2021
Persistent link: https://www.econbiz.de/10012602647
Cover Image
A nonparametric dynamic network via multivariate quantile autoregressions
Cai, Zongwu; Liu, Xiyuan - 2022
Persistent link: https://www.econbiz.de/10013283992
Cover Image
Estimating quantile treatment effects for panel data
Cai, Zongwu; Fang, Ying; Lin, Ming; Zhan, Mingfeng - 2022
Persistent link: https://www.econbiz.de/10012888248
Cover Image
The distribution of rolling regression estimators
Cai, Zongwu; Juhl, Ted - 2020
Persistent link: https://www.econbiz.de/10012312838
Cover Image
A functional-coefficient VAR model for dynamic quantiles with constructing financial network
Cai, Zongwu; Liu, Xiyuan - 2020
Persistent link: https://www.econbiz.de/10012312878
Cover Image
Econometric modeling of risk measures : a selective review of the recent literature
Tian, Dingshi; Cai, Zongwu; Fang, Ying - 2018
Persistent link: https://www.econbiz.de/10011965814
Cover Image
Testing unconfoundedness assumption using auxiliary variables
Cai, Zongwu; Fang, Ying; Lin, Ming; Tang, Shengfang - 2019
Persistent link: https://www.econbiz.de/10012203003
Cover Image
Testing unconfoundedness assumption using auxiliary variables
Cai, Zongwu; Fang, Ying; Lin, Ming; Tang, Shengfang - 2020
Persistent link: https://www.econbiz.de/10012203144
Cover Image
Testing conditional independence in macroeconomic policy evaluation for time series data
Fang, Ying; Lin, Ming; Tang, Shengfang; Cai, Zongwu - 2021
Persistent link: https://www.econbiz.de/10012663950
Cover Image
The distribution of rolling regression estimators
Cai, Zongwu; Juhl, Ted - 2022
Persistent link: https://www.econbiz.de/10014280636