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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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Trending time-varying coefficient time series models with serially correlated errors
Cai, Zongwu - In: Journal of econometrics 136 (2007) 1, pp. 163-188
Persistent link: https://www.econbiz.de/10003401651
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Trending time-varying coefficient models with serially correlated errors
Cai, Zongwu (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001919034
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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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The spatial analysis of time series
Park, Joon Y. (contributor) - 2005
Persistent link: https://www.econbiz.de/10003273884
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An invariance principle for sieve bootstrap in time series
Park, Joon Y. - In: Econometric theory 18 (2002) 2, pp. 469-490
Persistent link: https://www.econbiz.de/10001661308
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Consistent model specification tests for time series econometric models
Li, Qi - In: Journal of econometrics 92 (1999) 1, pp. 101-147
Persistent link: https://www.econbiz.de/10001400093
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Forecasting major Asian exchange rates using a new semiparametric STAR model
Cai, Nan; Cai, Zongwu; Fang, Ying; Xu, Qiuhua - In: Empirical economics : a journal of the Institute for … 48 (2015) 1, pp. 407-426
Persistent link: https://www.econbiz.de/10011287504
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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
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Flexible seasonal time series models
Cai, Zongwu; Chen, Rong - 2006
Persistent link: https://www.econbiz.de/10003350085