Narrow search
Showing 1 - 10 of 16
Cover Image
Estimating quantile treatment effects for panel data
Cai, Zongwu; Fang, Ying; Lin, Ming; Zhan, Mingfeng - 2022
Persistent link: https://www.econbiz.de/10012888248
Cover Image
A nonparametric dynamic network via multivariate quantile autoregressions
Cai, Zongwu; Liu, Xiyuan - 2022
Persistent link: https://www.econbiz.de/10013283992
Cover Image
Some recent developments in nonparametric finance
Cai, Zongwu; Hong, Yongmiao - In: Nonparametric econometric methods, (pp. 379-442). 2010
Persistent link: https://www.econbiz.de/10010216418
Cover Image
Nonparametric regression with nearly integrated regressors under long-run dependence
Cai, Zongwu; Jing, Bingyi; Kong, Xinbing; Liu, Zhi - In: The econometrics journal 20 (2017) 1, pp. 118-138
Persistent link: https://www.econbiz.de/10011719971
Cover Image
Testing unconfoundedness assumption using auxiliary variables
Cai, Zongwu; Fang, Ying; Lin, Ming; Tang, Shengfang - 2019
Persistent link: https://www.econbiz.de/10012203003
Cover Image
Testing unconfoundedness assumption using auxiliary variables
Cai, Zongwu; Fang, Ying; Lin, Ming; Tang, Shengfang - 2020
Persistent link: https://www.econbiz.de/10012203144
Cover Image
The distribution of rolling regression estimators
Cai, Zongwu; Juhl, Ted - 2020
Persistent link: https://www.econbiz.de/10012312838
Cover Image
A functional-coefficient VAR model for dynamic quantiles with constructing financial network
Cai, Zongwu; Liu, Xiyuan - 2020
Persistent link: https://www.econbiz.de/10012312878
Cover Image
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
Cover Image
Solving the price puzzle via a functional coefficient factor-augmented VAR model
Cai, Zongwu; Liu, Xiyuan - 2021
Persistent link: https://www.econbiz.de/10012602647