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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:
2
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/10010120927
Saved in:
3
NONPARAMETRIC ESTIMATION OF VARYING COEFFICIENT DYNAMIC PANEL DATA MODELS
Cai, Zongwu
;
Li, Qi
- In:
Econometric theory
24
(
2008
)
5
,
pp. 1321-1342
Persistent link: https://www.econbiz.de/10008088972
Saved in:
4
Theory and Methods - Functional-Coefficient Regression Models for Nonlinear Time Series
Cai, Zongwu
;
Fan, Jianqing
;
Yao, Qiwei
- In:
Journal of the American Statistical Association : JASA
95
(
2000
)
451
,
pp. 941-956
Persistent link: https://www.econbiz.de/10006623155
Saved in:
5
Theory and Methods - Efficient Estimation and Inferences for Varying-Coefficient Models
Cai, Zongwu
;
Fan, Jianqing
;
Li, Runze
- In:
Journal of the American Statistical Association : JASA
95
(
2000
)
451
,
pp. 888-902
Persistent link: https://www.econbiz.de/10006623159
Saved in:
6
Partially varying coefficient instrumental variables models
Cai, Zongwu
;
Xiong, Huaiyu
- In:
Statistica Neerlandica : journal of the Netherlands …
66
(
2012
)
2
,
pp. 85-111
Persistent link: https://www.econbiz.de/10009961056
Saved in:
7
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/10008240462
Saved in:
8
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:
9
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:
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/10007391034
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