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A model specification test for nonlinear stochastic diffusions with delay
Cai, Zongwu; Mei, Hongwei; Wang, Rui - 2023
Persistent link: https://www.econbiz.de/10014280707
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Penalized model averaging for high dimensional quantile regressions
Bao, Haowen; Cai, Zongwu; Sun, Yuying - 2023
Persistent link: https://www.econbiz.de/10014280711
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A quasi synthetic control method for nonlinear models
Cai, Zongwu; Fang, Ying; Lin, Ming; Wu, Zixuan - 2023
Persistent link: https://www.econbiz.de/10014280802
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Testing for structural change of predictive regression model to threshold predictive regression model
Zhu, Fukang; Liu, Mengya; Ling, Shiqing; Cai, Zongwu - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 1, pp. 228-240
Persistent link: https://www.econbiz.de/10013540808
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A quantitative evaluation of interest rate liberalization reform in China
Yuan, Jing; Peng, Yan; Cai, Zongwu; Zhang, Zhengyi - In: Annals of economics and finance 23 (2022) 2, pp. 197-221
Persistent link: https://www.econbiz.de/10013533125
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Testing capital asset pricing models using functional-coefficient panel data models with cross-sectional dependence
Cai, Zongwu; Fang, Ying; Xu, Qiuhua - In: Journal of econometrics 227 (2022) 1, pp. 114-133
Persistent link: https://www.econbiz.de/10013441628
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Machine learning based panel data models
Yang, Bingduo; Long, Wei; Cai, Zongwu - 2024
Persistent link: https://www.econbiz.de/10014521034
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CAViaR model selection via adaptive lasso
Cai, Zongwu; Fang, Ying; Tian, Dingshi - 2024
Persistent link: https://www.econbiz.de/10014521035
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Impact of mnimum wage standard on occupational income inequality and common prosperity in China
Yuan, Jing; Liu, Xiaomin; Wang, Yinghui; Cai, Zongwu - 2024
Persistent link: https://www.econbiz.de/10014521077
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Model specification tests of heterogenous agent models with aggregate shocks under partial information
Cai, Zongwu; Mei, Hongwei; Wang, Rui - 2024
Persistent link: https://www.econbiz.de/10014521095