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Regression quantiles for time series

Cai, Zongwu - In: Econometric theory 18 (2002) 1, pp. 169-192

Persistent link: https://www.econbiz.de/10001652640

Cai, Zongwu (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001919034

Cai, Zongwu - In: Journal of econometrics 136 (2007) 1, pp. 163-188

Persistent link: https://www.econbiz.de/10003401651

Nonparametric estimation of additive nonlinear ARX time series : local linear fitting and projections

Cai, Zongwu; Masry, Elias - In: Econometric theory 16 (2000) 4, pp. 465-501

Persistent link: https://www.econbiz.de/10001517328

Adaptive varying-coefficient linear models

Fan, Jianqing; Yao, Qiwei; Cai, Zongwu - 2000

Persistent link: https://www.econbiz.de/10001551042

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

A quantitative evaluation to interest rate marketization reform in China

Yuan, Jing; Peng, Yan; Cai, Zongwu; Zhang, Zhengyi - 2021

Persistent link: https://www.econbiz.de/10012888222

Estimating quantile treatment effects for panel data

Cai, Zongwu; Fang, Ying; Lin, Ming; Zhan, Mingfeng - 2022

Persistent link: https://www.econbiz.de/10012888248

A new test on asset return predictability with structural breaks

Cai, Zongwu; Chang, Seong Yeon - 2022

Persistent link: https://www.econbiz.de/10012888261

Time-Varying Relative Risk Aversion : Mechanisms and Evidence

Liu, Xuan; Liu, Haiyong; Cai, Zongwu - 2021

This paper explores theoretically and empirically the issue of time-varying relative risk aversion. We analytically solve a parsimonious life-cycle portfolio choice model with the preferences given by Greenwood, Hercowitz and Huffman (1988, GHH). Our analytical solution identifies four partial...

Persistent link: https://www.econbiz.de/10013228167