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Asymptotic inference in continuous time semi-Markov processes
Akritas, Michael G.; Roussas, George G. - In: Scandinavian journal of statistics : SJS ; theory and … 7 (1980) 2, pp. 73-79
Persistent link: https://www.econbiz.de/10001813918
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Trending time-varying coefficient models with serially correlated errors
Cai, Zongwu (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001919034
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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
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Adaptive varying-coefficient linear models
Fan, Jianqing; Yao, Qiwei; Cai, Zongwu - 2000
Persistent link: https://www.econbiz.de/10001551042
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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
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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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Optimal local model averaging for divergent-dimensional functional-coefficient regressions
Sun, Yuying; Hong, Shaoxin; Cai, Zongwu - 2023
Persistent link: https://www.econbiz.de/10014414241
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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