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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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Weak instrumental variables models for longitudinal data
Cai, Zongwu; Fang, Ying; Li, Henong - In: Econometric reviews 31 (2012) 4/6, pp. 361-389
Persistent link: https://www.econbiz.de/10009539727
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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
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Semiparametric inferences for panel data models with fixed effects via nearest neighbor difference transformation
Xu, Qiuhua; Cai, Zongwu; Fang, Ying - In: Econometric reviews 40 (2021) 10, pp. 919-943
Persistent link: https://www.econbiz.de/10012624566
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Testing capital asset pricing models using functional-coefficient panel data models with cross-sectional dependence
Cai, Zongwu; Fang, Ying; Xu, Qiuhua - 2020
Persistent link: https://www.econbiz.de/10012312745
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A semiparametric quantile panel data model with an application to estimating the growth effect of FDI
Cai, Zongwu; Chen, Linna; Fang, Ying - In: Journal of econometrics 206 (2018) 2, pp. 531-553
Persistent link: https://www.econbiz.de/10012110412
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Testing capital asset pricing models using functional-coefficient panel data models with cross-sectional dependence
Cai, Zongwu; Fang, Ying; Xu, Qiuhua - In: Journal of econometrics 227 (2022) 1, pp. 114-133
Persistent link: https://www.econbiz.de/10013441628