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type_genre:"Übersichtsarbeit"
person:"Cai, Zongwu"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Estimation theory
31
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31
Nichtparametrisches Verfahren
17
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17
Regression analysis
13
Regressionsanalyse
13
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9
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9
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7
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7
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6
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6
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Cai, Zongwu
Phillips, Peter C. B.
90
Lee, Lung-fei
65
Linton, Oliver
63
Baltagi, Badi H.
62
Li, Qi
59
Andrews, Donald W. K.
49
Newey, Whitney K.
48
Tsionas, Efthymios G.
47
Ullah, Aman
46
Su, Liangjun
44
Kumbhakar, Subal
39
Robinson, Peter M.
39
Gao, Jiti
38
Ohtani, Kazuhiro
38
Wooldridge, Jeffrey M.
38
Pesaran, M. Hashem
37
McAleer, Michael
36
Chen, Songnian
35
Simar, Léopold
35
White, Halbert
34
Bera, Anil K.
33
Horowitz, Joel
33
Parmeter, Christopher F.
33
Gouriéroux, Christian
32
Hahn, Jinyong
32
Perron, Pierre
32
Hsiao, Cheng
31
Lütkepohl, Helmut
31
Bai, Jushan
30
Fan, Yanqin
30
Krämer, Walter
30
Chen, Xiaohong
28
Giles, David E. A.
28
Westerlund, Joakim
28
Zhang, Xinyu
27
Florens, Jean-Pierre
26
Hansen, Bruce E.
26
Leybourne, Stephen James
26
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26
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1
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13
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31
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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
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:
3
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
Saved in:
4
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:
5
Testing heteroskedasticity for predictive regressions with nonstationary regressors
Hong, Shaoxin
;
Zhang, Zhengyi
;
Cai, Zongwu
- In:
Economics letters
201
(
2021
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012607071
Saved in:
6
Semiparametric inferences for panel data models with fixed effects via nearest neighbor difference transformation
Xu, Qiuhua
;
Cai, Zongwu
;
Fang, Ying
- In:
Econometric reviews
40
(
2021
)
10
,
pp. 919-943
Persistent link: https://www.econbiz.de/10012624566
Saved in:
7
Unified tests for a dynamic predictive regression
Yang, Bingduo
;
Liu, Xiaohui
;
Peng, Liang
;
Cai, Zongwu
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 684-699
Persistent link: https://www.econbiz.de/10012588007
Saved in:
8
An alternative test for conditional unconfoundedness using auxiliary variables
Fang, Ying
;
Tang, Shengfang
;
Cai, Zongwu
;
Lin, Ming
- In:
Economics letters
194
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012509265
Saved in:
9
Inferences for a partially varying coefficient model with endogenous regressors
Cai, Zongwu
;
Fang, Ying
;
Lin, Ming
;
Su, Jia
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
1
,
pp. 158-170
Persistent link: https://www.econbiz.de/10012176567
Saved in:
10
The estimation for Lévy processes in high frequency data
Zheng, Jing
;
Gu, Wentao
;
Xu, Baolin
;
Cai, Zongwu
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 1051-1066
Persistent link: https://www.econbiz.de/10012040536
Saved in:
11
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:
12
A consistent nonparametric test on semiparametric smooth coefficient models with integrated time series
Sun, Yiguo
;
Cai, Zongwu
;
Li, Qi
- In:
Econometric theory
32
(
2016
)
4
,
pp. 988-1022
Persistent link: https://www.econbiz.de/10011644226
Saved in:
13
A semiparametric conditional capital asset pricing model
Cai, Zongwu
;
Ren, Yu
;
Yang, Bingduo
- In:
Journal of banking & finance
61
(
2015
),
pp. 117-126
Persistent link: https://www.econbiz.de/10011545159
Saved in:
14
Testing instability in a predictive regression model with nonstationary regressors
Cai, Zongwu
;
Wang, Yunfei
;
Wang, Yonggang
- In:
Econometric theory
31
(
2015
)
5
,
pp. 953-980
Persistent link: https://www.econbiz.de/10011545495
Saved in:
15
Semiparametric estimation of partially varying-coefficient dynamic panel data models
Cai, Zongwu
;
Chen, Linna
;
Fang, Ying
- In:
Econometric reviews
34
(
2015
)
6/10
,
pp. 695-719
Persistent link: https://www.econbiz.de/10011483372
Saved in:
16
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:
17
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:
18
Pricing kernel estimation : a local estimating equation approach
Cai, Zongwu
;
Ren, Yu
;
Sun, Linman
- In:
Econometric theory
31
(
2015
)
3
,
pp. 560-580
Persistent link: https://www.econbiz.de/10011341909
Saved in:
19
A new semiparametric test for superior predictive ability
Cai, Zongwu
;
Jiang, Jiancheng
;
Zhang, Jingshuang
; …
- In:
Empirical economics : a journal of the Institute for …
48
(
2015
)
1
,
pp. 389-405
Persistent link: https://www.econbiz.de/10011287553
Saved in:
20
Pricing kernel estimation : a local estimating equation approach
Cai, Zongwu
;
Ren, Yu
;
Sun, Linman
- In:
Econometric theory
31
(
2015
)
3
,
pp. 560-580
Persistent link: https://www.econbiz.de/10011290889
Saved in:
21
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:
22
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:
23
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:
24
Semiparametric functional coefficient models with integrated covariates
Sun, Yiguo
;
Cai, Zongwu
;
Li, Qi
- In:
Econometric theory
29
(
2013
)
3
,
pp. 659-672
Persistent link: https://www.econbiz.de/10009778490
Saved in:
25
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
Saved in:
26
Nonparametric methods on continuous-time finance : a selective review
Cai, Zongwu
(
contributor
);
Hong, Yongmiao
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001919184
Saved in:
27
Functional-coefficient models for nonstationary time series data
Cai, Zongwu
;
Li, Qi
;
Park, Joon Y.
- In:
Journal of econometrics
148
(
2009
)
2
,
pp. 101-113
Persistent link: https://www.econbiz.de/10003833742
Saved in:
28
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
Saved in:
29
Nonparametric quantile estimations for dynamic smooth coefficient models
Cai, Zongwu
;
Xu, Xiaoping
- In:
Journal of the American Statistical Association : JASA
103
(
2008
)
484
,
pp. 1595-1608
Persistent link: https://www.econbiz.de/10003815309
Saved in:
30
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:
31
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
Saved in:
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