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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
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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 new test on asset return predictability with structural breaks
Cai, Zongwu; Chang, Seong Yeon - 2022
Persistent link: https://www.econbiz.de/10012888261
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A combination forecast for nonparametric models with structural breaks
Cai, Zongwu; Gunawan - 2023
Persistent link: https://www.econbiz.de/10014414260
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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
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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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Forecasting major Asian exchange rates using a new semiparametric STAR model
Cai, Nan; Cai, Zongwu; Fang, Ying; Xu, Qiuhua - In: Empirical economics : a journal of the Institute for … 48 (2015) 1, pp. 407-426
Persistent link: https://www.econbiz.de/10011287504
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Flexible seasonal time series models
Cai, Zongwu; Chen, Rong - 2006
Persistent link: https://www.econbiz.de/10003350085
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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
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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