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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

Cai, Zongwu - In: Journal of econometrics 136 (2007) 1, pp. 163-188

Persistent link: https://www.econbiz.de/10003401651

Cai, Zongwu (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001919034

Regression quantiles for time series

Cai, Zongwu - In: Econometric theory 18 (2002) 1, pp. 169-192

Persistent link: https://www.econbiz.de/10001652640

The spatial analysis of time series

Park, Joon Y. (contributor) - 2005

Persistent link: https://www.econbiz.de/10003273884

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

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

Cai, Zongwu - 2003

In this paper we study time-varying coefficient models with time trend function and serially correlated errors to characterize nonlinear, nonstationary and trending phenomenon in time series. Compared with the Nadaraya-Watson method, the local linear approach is developed to estimate the time...

Persistent link: https://www.econbiz.de/10010296443

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

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