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subject:"Forecasting model"
~person:"Cai, Zongwu"
~subject:"Cointegration"
~type_genre:"Working Paper"
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Cai, Zongwu
Phillips, Peter C. B.
16
Gao, Jiti
14
Marcellino, Massimiliano
14
Koop, Gary
13
Swanson, Norman R.
13
Johansen, Søren
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Audrino, Francesco
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Benati, Luca
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Dijk, Dick van
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Jordà, Òscar
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Koopman, Siem Jan
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Rossi, Barbara
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Diebold, Francis X.
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Dijk, Herman K. van
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Caporale, Guglielmo Maria
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Working papers series in theoretical and applied economics
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ECONIS (ZBW)
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1
A combination forecast for nonparametric models with structural breaks
Cai, Zongwu
;
Gunawan
-
2023
Persistent link: https://www.econbiz.de/10014414260
Saved in:
2
A new test on asset return predictability with structural breaks
Cai, Zongwu
;
Chang, Seong Yeon
-
2022
Persistent link: https://www.econbiz.de/10012888261
Saved in:
3
Testing heteroskedasticity for predictive regressions with nonstationary regressors
Hong, Shaoxin
;
Zhang, Zhengyi
;
Cai, Zongwu
-
2021
Persistent link: https://www.econbiz.de/10012425349
Saved in:
4
A new robust inference for asset return predictability via quantile regression
Cai, Zongwu
;
Chen, Haiqiang
;
Liao, Xiaosai
-
2020
Persistent link: https://www.econbiz.de/10012203086
Saved in:
5
Testing for structural change of predictive regression model to threshold predictive regression model
Zhu, Fukang
;
Liu, Mengya
;
Ling, Shiqing
;
Cai, Zongwu
-
2020
Persistent link: https://www.econbiz.de/10012425329
Saved in:
6
Realized volatility forecasting based on dynamic quantile model averaging
Cai, Zongwu
;
Ma, Chaoqun
;
Mi, Xianhua
-
2020
Persistent link: https://www.econbiz.de/10012312856
Saved in:
7
Unified tests for a dynamic predictive regression
Yang, Bingduo
;
Liu, Xiaohui
;
Peng, Liang
;
Cai, Zongwu
-
2018
Persistent link: https://www.econbiz.de/10011965817
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