Narrow search
Showing 71 - 80 of 579
Cover Image
Flexible seasonal time series models
Cai, Zongwu; Chen, Rong - 2006
Persistent link: https://www.econbiz.de/10003350085
Cover Image
Nonparametric estimation of varying coefficient dynamic panel data models
Cai, Zongwu; Li, Qi - In: Econometric theory 24 (2008) 5, pp. 1321-1342
Persistent link: https://www.econbiz.de/10003748775
Cover Image
Functional coefficient instrumental variables models
Cai, Zongwu; Das, Mitali; Xiong, Huaiyu; Wu, Xizhi - In: Journal of econometrics 133 (2006) 1, pp. 207-241
Persistent link: https://www.econbiz.de/10003354575
Cover Image
Nonparametric estimation of conditional VaR and expected shortfall
Cai, Zongwu; Wang, Xian - In: Journal of econometrics 147 (2008) 1, pp. 120-130
Persistent link: https://www.econbiz.de/10003783792
Cover Image
The distribution of rolling regression estimators
Cai, Zongwu; Juhl, Ted - In: Journal of econometrics 235 (2023) 2, pp. 1447-1463
Persistent link: https://www.econbiz.de/10014471400
Cover Image
Optimal local model averaging for divergent-dimensional functional-coefficient regressions
Sun, Yuying; Hong, Shaoxin; Cai, Zongwu - 2023
Persistent link: https://www.econbiz.de/10014414241
Cover Image
A combination forecast for nonparametric models with structural breaks
Cai, Zongwu; Gunawan - 2023
Persistent link: https://www.econbiz.de/10014414260
Cover Image
Nonparametric quantile estimations for dynamic smooth coefficient models
Cai, Zongwu; Xu, Xiaoping - In: Journal of the American Statistical Association : JASA 104 (2009) 485, pp. 371-383
Persistent link: https://www.econbiz.de/10003878203
Cover Image
Semiparametric quantile regression estimation in dynamic models with partially varying coefficients
Cai, Zongwu; Xiao, Zhijie - In: Journal of econometrics 167 (2012) 2, pp. 413-425
Persistent link: https://www.econbiz.de/10009612844