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Adaptive varying-coefficient linear models for stochastic processes : asymptotic theory
Lu, Zu-di (contributor); Tjøstheim, Dag (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003165036
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Testing for multivariate volatility functions using minimum volume sets and inverse regression
Polonik, Wolfgang; Yao, Qiwei - In: Journal of econometrics 147 (2008) 1, pp. 151-162
Persistent link: https://www.econbiz.de/10003783795
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High dimensional stochastic regression with latent factors, endogeneity and nonlinearity
Chang, Jinyuan; Guo, Bin; Yao, Qiwei - In: Journal of econometrics 189 (2015) 2, pp. 297-312
Persistent link: https://www.econbiz.de/10011504536
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Testing for multivariate volatility functions using minimum volume sets and inverse regression
Polonik, Wolfgang (contributor); Yao, Qiwei (contributor) - 2005
Persistent link: https://www.econbiz.de/10003164811
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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
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The estimation for Lévy processes in high frequency data
Zheng, Jing; Gu, Wentao; Xu, Baolin; Cai, Zongwu - In: Econometric reviews 37 (2018) 6/10, pp. 1051-1066
Persistent link: https://www.econbiz.de/10012040536
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Realized volatility forecasting based on dynamic quantile model averaging
Cai, Zongwu; Ma, Chaoqun; Mi, Xianhua - 2020
Persistent link: https://www.econbiz.de/10012312856
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Estimating counterfactual distribution functions via optimal distribution balancing with applications
Cai, Zongwu; Fang, Ying; Lin, Ming; Wu, Yaqian - 2024
Persistent link: https://www.econbiz.de/10015386691
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A model specification test for nonlinear stochastic diffusions with delay
Cai, Zongwu; Mei, Hongwei; Wang, Rui - 2023
Persistent link: https://www.econbiz.de/10014280707