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~isPartOf:"Applied economics"
~isPartOf:"Journal of econometrics"
~person:"Cai, Zongwu"
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13
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5
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Cai, Zongwu
Phillips, Peter C. B.
53
Linton, Oliver
31
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29
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25
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24
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22
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20
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19
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19
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19
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19
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18
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18
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18
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17
Fan, Yanqin
16
Schmidt, Peter
16
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15
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15
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15
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15
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15
Yu, Jun
15
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14
Sun, Yixiao
14
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14
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14
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13
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13
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13
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13
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13
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13
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13
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ECONIS (ZBW)
13
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1
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
Saved in:
2
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
Saved in:
3
A new robust inference for predictive quantile regression
Cai, Zongwu
;
Chen, Haiqiang
;
Liao, Xiaosai
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 227-250
Persistent link: https://www.econbiz.de/10014364804
Saved in:
4
A semiparametric quantile panel data model with an application to estimating the growth effect of FDI
Cai, Zongwu
;
Chen, Linna
;
Fang, Ying
- In:
Journal of econometrics
206
(
2018
)
2
,
pp. 531-553
Persistent link: https://www.econbiz.de/10012110412
Saved in:
5
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
Saved in:
6
Optimal smoothing in nonparametric conditional quantile derivative function
estimation
Lin, Wei
;
Cai, Zongwu
;
Li, Zheng
;
Su, Li
- In:
Journal of econometrics
188
(
2015
)
2
,
pp. 502-513
Persistent link: https://www.econbiz.de/10011503661
Saved in:
7
Testing predictive regression models with nonstationary regressors
Cai, Zongwu
;
Wang, Yunfei
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 4-14
Persistent link: https://www.econbiz.de/10010254993
Saved in:
8
Misspecification test methods in econometrics : editoral
Cai, Zongwu
;
Hong, Yongmiao
;
Li, Qi
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10010254997
Saved in:
9
Annals issue: misspecification test methods in econometrics : [... International Symposium on Econometrics of Specification Test in 30 Years ... held in 2010 in Xiamen, China]
Cai, Zongwu
(
contributor
)
-
2014
Persistent link: https://www.econbiz.de/10010255591
Saved in:
10
Trending time-varying coefficient time series models with serially correlated errors
Cai, Zongwu
- In:
Journal of econometrics
136
(
2007
)
1
,
pp. 163-188
Persistent link: https://www.econbiz.de/10003401651
Saved in:
1
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