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4
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Journal of econometrics
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ECONIS (ZBW)
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1
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:
2
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/10008175052
Saved in:
3
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/10008143199
Saved in:
4
Functional coefficient instrumental variables models
Cai, Zongwu
;
Das, Mitali
;
Xiong, Huaiyu
;
Wu, Xizhi
- In:
Journal of econometrics
133
(
2006
)
1
,
pp. 207-242
Persistent link: https://www.econbiz.de/10007288081
Saved in:
5
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/10007391034
Saved in:
6
Semiparametric quantile regression estimation in dynamic models with partially varying coefficients
Cai, Zongwu
;
Xiao, Zhijie
- In:
Journal of econometrics
167
(
2012
)
2
,
pp. 413-426
Persistent link: https://www.econbiz.de/10009833978
Saved in:
7
Nonparametric estimation of conditional VaR and expected shortfall
Cai, Zongwu
;
Wang, Xian
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 120-131
Persistent link: https://www.econbiz.de/10008898200
Saved in:
8
Functional-coefficient models for nonstationary time series data
Cai, Zongwu
;
Li, Qi
;
Park, Joon Y.
- In:
Journal of econometrics
148
(
2009
)
2
,
pp. 101-114
Persistent link: https://www.econbiz.de/10008890774
Saved in:
9
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:
10
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
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