Narrow search
Showing 1 - 6 of 6
Cover Image
Misspecification test methods in econometrics : editoral
Cai, Zongwu; Hong, Yongmiao; Li, Qi - In: Journal of econometrics 178 (2014) 1, pp. 1-3
Persistent link: https://www.econbiz.de/10010254997
Cover Image
Realized volatility forecasting based on dynamic quantile model averaging
Cai, Zongwu; Ma, Chaoqun; Mi, Xianhua - 2020
Persistent link: https://www.econbiz.de/10012312856
Cover Image
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
Cover Image
Penalized model averaging for high dimensional quantile regressions
Bao, Haowen; Cai, Zongwu; Sun, Yuying - 2023
Persistent link: https://www.econbiz.de/10014280711
Cover Image
CAViaR model selection via adaptive lasso
Cai, Zongwu; Fang, Ying; Tian, Dingshi - 2024
Persistent link: https://www.econbiz.de/10014521035