The following pages link to Zong-Wu Cai (Q1640687):
Displaying 50 items.
- (Q181911) (redirect page) (← links)
- Functional coefficient instrumental variables models (Q274916) (← links)
- Trending time-varying coefficient time series models with serially correlated errors (Q278242) (← links)
- Nonparametric estimation of conditional VaR and expected shortfall (Q299264) (← links)
- Functional-coefficient models for nonstationary time series data (Q301966) (← links)
- A new nonparametric stability test with an application to major Chinese macroeconomic time series (Q377925) (← links)
- Reducing asymptotic bias of weak instrumental estimation using independently repeated cross-sectional information (Q654497) (← links)
- Convergency and divergency of functional coefficient weak instrumental variables models (Q660068) (← links)
- Two-step likelihood estimation procedure for varying-coefficient models (Q697475) (← links)
- Panel data models with cross-sectional dependence: a selective review (Q729667) (← links)
- Semiparametric quantile regression estimation in dynamic models with partially varying coefficients (Q738166) (← links)
- Functional coefficient seasonal time series models with an application of Hawaii tourism data (Q740081) (← links)
- Functional index coefficient models with variable selection (Q888320) (← links)
- A new test on the conditional capital asset pricing model (Q904132) (← links)
- Strong consistency and rates for recursive nonparametric conditional probability density estimates under \((\alpha{}, \beta{})\)-mixing conditions (Q1177215) (← links)
- Uniform strong estimation under \(\alpha\)-mixing, with rates (Q1199868) (← links)
- Kernel density and hazard rate estimation for censored dependent data (Q1272742) (← links)
- Kaplan-Meier estimator under association (Q1275419) (← links)
- Diagnostics for nonlinearity in generalized linear models. (Q1285508) (← links)
- Smooth estimate of quantiles under association (Q1382225) (← links)
- Asymptotic properties of Kaplan-Meier estimator for censored dependent data (Q1387688) (← links)
- Local M-estimator for nonparametric time series. (Q1423066) (← links)
- Nonparametric estimation equations for time series data. (Q1423228) (← links)
- A perspective on recent methods on testing predictability of asset returns (Q1640689) (← links)
- Does relative risk aversion vary with wealth? Evidence from households portfolio choice data (Q1655733) (← links)
- A unified test for predictability of asset returns regardless of properties of predicting variables (Q1739638) (← links)
- A regression analysis of expected shortfall (Q1747455) (← links)
- A semiparametric quantile panel data model with an application to estimating the growth effect of FDI (Q1792461) (← links)
- Testing capital asset pricing models using functional-coefficient panel data models with cross-sectional dependence (Q2116326) (← links)
- Recent advances in statistical methodologies in evaluating program for high-dimensional data (Q2132738) (← links)
- An alternative test for conditional unconfoundedness using auxiliary variables (Q2208815) (← links)
- Statistical analysis and evaluation of macroeconomic policies: a selective review (Q2307816) (← links)
- Econometric modeling of risk measures: a selective review of the recent literature (Q2314141) (← links)
- Corrigendum to ``Testing predictive regression models with nonstationary regressors'' (Q2451795) (← links)
- Predictive regressions for macroeconomic data (Q2453692) (← links)
- Testing predictive regression models with nonstationary regressors (Q2512593) (← links)
- Testing heteroskedasticity for predictive regressions with nonstationary regressors (Q2660025) (← links)
- A new robust inference for predictive quantile regression (Q2697984) (← links)
- Smoothing for Discrete-Valued Time Series (Q2729115) (← links)
- A CONSISTENT NONPARAMETRIC TEST ON SEMIPARAMETRIC SMOOTH COEFFICIENT MODELS WITH INTEGRATED TIME SERIES (Q2826009) (← links)
- SEMIPARAMETRIC FUNCTIONAL COEFFICIENT MODELS WITH INTEGRATED COVARIATES (Q2845027) (← links)
- (Q3201164) (← links)
- (Q3352286) (← links)
- TESTING INSTABILITY IN A PREDICTIVE REGRESSION MODEL WITH NONSTATIONARY REGRESSORS (Q3453246) (← links)
- Flexible Seasonal Time Series Models (Q3571978) (← links)
- Some recent developments in nonparametric finance (Q3573037) (← links)
- Some recent developments on nonparametric econometrics (Q3573041) (← links)
- NONPARAMETRIC ESTIMATION OF VARYING COEFFICIENT DYNAMIC PANEL DATA MODELS (Q3632420) (← links)
- Berry-esseen bounds for smooth estimator of a distribution function under association (Q3836391) (← links)
- Efficient Estimation of a Distribution Function under Quadrant Dependence (Q3842758) (← links)
