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Forecasting under structural breaks using improved weighted estimation
Lee, Tae-hwy; Parsaeian, Shahnaz; Ullah, Aman - 2022
Persistent link: https://www.econbiz.de/10013284029
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Estimating quantile treatment effects for panel data
Cai, Zongwu; Fang, Ying; Lin, Ming; Zhan, Mingfeng - 2022
Persistent link: https://www.econbiz.de/10012888248
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A nonparametric dynamic network via multivariate quantile autoregressions
Cai, Zongwu; Liu, Xiyuan - 2022
Persistent link: https://www.econbiz.de/10013283992
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Econometric modeling of risk measures : a selective review of the recent literature
Tian, Dingshi; Cai, Zongwu; Fang, Ying - 2018
Persistent link: https://www.econbiz.de/10011965814
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Testing unconfoundedness assumption using auxiliary variables
Cai, Zongwu; Fang, Ying; Lin, Ming; Tang, Shengfang - 2019
Persistent link: https://www.econbiz.de/10012203003
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Testing unconfoundedness assumption using auxiliary variables
Cai, Zongwu; Fang, Ying; Lin, Ming; Tang, Shengfang - 2020
Persistent link: https://www.econbiz.de/10012203144
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The distribution of rolling regression estimators
Cai, Zongwu; Juhl, Ted - 2020
Persistent link: https://www.econbiz.de/10012312838
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A functional-coefficient VAR model for dynamic quantiles with constructing financial network
Cai, Zongwu; Liu, Xiyuan - 2020
Persistent link: https://www.econbiz.de/10012312878
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Testing conditional independence in macroeconomic policy evaluation for time series data
Fang, Ying; Lin, Ming; Tang, Shengfang; Cai, Zongwu - 2021
Persistent link: https://www.econbiz.de/10012663950
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Solving the price puzzle via a functional coefficient factor-augmented VAR model
Cai, Zongwu; Liu, Xiyuan - 2021
Persistent link: https://www.econbiz.de/10012602647