IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Login to follow this author

Zongwu Cai

This is information that was supplied by Zongwu Cai in registering through RePEc. If you are Zongwu Cai , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name:Zongwu
Middle Name:
Last Name:Cai
Suffix:
RePEc Short-ID:pca121
Email:[This author has chosen not to make the email address public]
Homepage:http://www.math.uncc.edu/~zcai/
Postal Address:
Phone:(704) 687-2650
in new window

  1. Fukang Zhu & Zongwu Cai & Liang Peng, 2014. "Predictive regressions for macroeconomic data," Papers 1404.7642, arXiv.org.
  2. Zongwu Cai & Ying Fang, 2013. "Reducing the Asymptotic Bias of Weak Instruments Estimation Using Independently Repeated Cross-sectional Information," Papers 2013-10-14, Working Paper.
  3. Xiaoping Xu & Zongwu Cai, 2013. "Nonparametric Quantile Estimations For Dynamic Smooth Coefficient Models," Papers 2013-10-14, Working Paper.
  4. Zongwu Cai & Yongmiao Hong, 2013. "Some Recent Developments in Nonparametric Finance," Papers 2013-10-14, Working Paper.
  5. Zongwu Cai & Ying Fang & Henong Li, 2013. "Weak Instrumental Variables Models for Longitudinal Data," Papers 2013-10-14, Working Paper.
  6. Zongwu Cai & Henong Li, 2013. "Convergency and Divergency of Functional Coefficient Weak Instrumental Variables Models," Papers 2013-10-14, Working Paper.
  7. Zongwu Cai & Huaiyu Xiong, 2013. "Effient Estimation of Partially Varying Coefficient Instrumental Variables Models," Papers 2013-10-14, Working Paper.
  8. Zongwu Cai & Jiancheng Jiang and Jingshuang Zhang, 2013. "A New Test for Superior Predictive Ability," Papers 2013-10-14, Working Paper.
  9. Zongwu Cai & Bing-Yi Jing & Xin-Bing Kong & Zhi Liu, 2013. "Nonparametric Regression With Nearly Integrated Regressors Under Long Run Dependence," Papers 2013-10-14, Working Paper.
  10. Zongwu Cai, 2013. "Functional Coefficient Models for Economic and Financial Data," Papers 2013-10-14, Working Paper.
  11. Zongwu Cai & Qi Li, 2013. "Nonparametric Estimation Of Varying Coefficient Dynamic Panel Data Models," Papers 2013-10-14, Working Paper.
  12. Zongwu Cai & Linna Chen & Ying Fang, 2013. "Semiparametric Estimation of Partially Varying-Coefficient," Papers 2013-10-14, Working Paper.
  13. Zongwu Cai & Qi Li, 2013. "Some Recent Develop- ments on Nonparametric Econometrics," Papers 2013-10-14, Working Paper.
  14. Zongwu Cai & Xian Wang, 2013. "Nonparametric Methods for Estimating Conditional VaR and Expected Shortfall," Papers 2013-10-14, Working Paper.
  15. Zongwu Cai & Linna Chen & and Ying Fang, 2013. "A New Forecasting Model for USD/CNY Exchange Rate," Papers 2013-10-14, Working Paper.
  16. Cai, Zongwu & Liu, Xuan & Yang, Fang, 2012. "Reexamining the Empirical Relevance of Habit Formation Preferences," MPRA Paper 37817, University Library of Munich, Germany.
  17. Zongwu Cai & Zhijie Xiao, 2010. "Semiparametric Quantile Regression Estimation in Dynamic Models with Partially Varying Coefficients," Boston College Working Papers in Economics 761, Boston College Department of Economics.
  18. Jianqing Fan & Qiwei Yao & Zongwu Cai, 2003. "Adaptive varying co-efficient linear models," LSE Research Online Documents on Economics 5885, London School of Economics and Political Science, LSE Library.
  19. Cai, Zongwu, 2003. "Trending Time-Varying Coefficient Models With Serially Correlated Errors," SFB 373 Discussion Papers 2003,7, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  20. Cai, Zongwu & Hong, Yongmiao, 2003. "Nonparametric Methods in Continuous-Time Finance: A Selective Review," SFB 373 Discussion Papers 2003,15, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  21. Zongwu Cai & Qiwei Yao & Wenyang Zhang, 2001. "Smoothing for discrete-valued time series," LSE Research Online Documents on Economics 6095, London School of Economics and Political Science, LSE Library.
  22. Zongwu Cai & Jianqing Fan & Qiwei Yao, 2000. "Functional-coefficient regression models for nonlinear time series," LSE Research Online Documents on Economics 6314, London School of Economics and Political Science, LSE Library.
    RePEc:cep:stiecm:/2000/388 is not listed on IDEAS
  23. Fang Yang & Xuan Liu & Zongwu Cai, . "Does Relative Risk Aversion Vary with Wealth? Evidence from Households' Portfolio Choice Data," Departmental Working Papers 2013-09, Department of Economics, Louisiana State University.
  1. Zongwu Cai & Xian Wang, 2014. "Selection of Mixed Copula Model via Penalized Likelihood," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 109(506), pages 788-801, June.
  2. Cai, Zongwu & Wang, Yunfei, 2014. "Testing predictive regression models with nonstationary regressors," Journal of Econometrics, Elsevier, vol. 178(P1), pages 4-14.
  3. Sun, Yiguo & Cai, Zongwu & Li, Qi, 2013. "Semiparametric Functional Coefficient Models With Integrated Covariates," Econometric Theory, Cambridge University Press, vol. 29(03), pages 659-672, June.
  4. Cai, Zongwu & Xiao, Zhijie, 2012. "Semiparametric quantile regression estimation in dynamic models with partially varying coefficients," Journal of Econometrics, Elsevier, vol. 167(2), pages 413-425.
  5. Cai Zongwu & Chen Linna & Fang Ying, 2012. "A New Forecasting Model for USD/CNY Exchange Rate," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 16(3), pages 1-20, September.
  6. Cai, Zongwu & Fang, Ying & Su, Jia, 2012. "Reducing asymptotic bias of weak instrumental estimation using independently repeated cross-sectional information," Statistics & Probability Letters, Elsevier, vol. 82(1), pages 180-185.
  7. Zongwu Cai & Huaiyu Xiong, 2012. "Partially varying coefficient instrumental variables models," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 66(2), pages 85-110, 05.
  8. Cai, Zongwu & Li, Qi & Park, Joon Y., 2009. "Functional-coefficient models for nonstationary time series data," Journal of Econometrics, Elsevier, vol. 148(2), pages 101-113, February.
  9. Cai, Zongwu & Wang, Xian, 2008. "Nonparametric estimation of conditional VaR and expected shortfall," Journal of Econometrics, Elsevier, vol. 147(1), pages 120-130, November.
  10. Cai, Zongwu & Li, Qi, 2008. "Nonparametric Estimation Of Varying Coefficient Dynamic Panel Data Models," Econometric Theory, Cambridge University Press, vol. 24(05), pages 1321-1342, October.
  11. Cai, Zongwu & Xu, Xiaoping, 2008. "Nonparametric Quantile Estimations for Dynamic Smooth Coefficient Models," Journal of the American Statistical Association, American Statistical Association, vol. 103(484), pages 1595-1608.
  12. Cai, Zongwu, 2007. "Trending time-varying coefficient time series models with serially correlated errors," Journal of Econometrics, Elsevier, vol. 136(1), pages 163-188, January.
  13. Cai, Zongwu & Das, Mitali & Xiong, Huaiyu & Wu, Xizhi, 2006. "Functional coefficient instrumental variables models," Journal of Econometrics, Elsevier, vol. 133(1), pages 207-241, July.
  14. Zongwu Cai, 2003. "Local Linear Estimation for Time-Dependent Coefficients in Cox's Regression Models," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 30(1), pages 93-111.
  15. Cai, Zongwu & Ould-Saïd, Elias, 2003. "Local M-estimator for nonparametric time series," Statistics & Probability Letters, Elsevier, vol. 65(4), pages 433-449, December.
  16. Cai, Zongwu, 2003. "Nonparametric estimation equations for time series data," Statistics & Probability Letters, Elsevier, vol. 62(4), pages 379-390, May.
  17. Jianqing Fan & Qiwei Yao & Zongwu Cai, 2003. "Adaptive varying-coefficient linear models," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 65(1), pages 57-80.
  18. Zongwu Cai, 2002. "A two-stage approach to additive time series models," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 56(4), pages 415-433.
  19. Cai, Zongwu, 2002. "Regression Quantiles For Time Series," Econometric Theory, Cambridge University Press, vol. 18(01), pages 169-192, February.
  20. Cai, Zongwu, 2002. "Two-Step Likelihood Estimation Procedure for Varying-Coefficient Models," Journal of Multivariate Analysis, Elsevier, vol. 82(1), pages 189-209, July.
  21. Cai, Zongwu, 2001. "Estimating a Distribution Function for Censored Time Series Data," Journal of Multivariate Analysis, Elsevier, vol. 78(2), pages 299-318, August.
  22. Zongwu Cai & Qiwei Yao & Wenyang Zhang, 2001. "Smoothing for discrete-valued time series," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 63(2), pages 357-375.
  23. Cai, Zongwu, 2001. "Weighted Nadaraya-Watson regression estimation," Statistics & Probability Letters, Elsevier, vol. 51(3), pages 307-318, February.
  24. Cai, Zongwu & Fan, Jianqing, 2000. "Average Regression Surface for Dependent Data," Journal of Multivariate Analysis, Elsevier, vol. 75(1), pages 112-142, October.
  25. Cai, Zongwu & Masry, Elias, 2000. "Nonparametric Estimation Of Additive Nonlinear Arx Time Series: Local Linear Fitting And Projections," Econometric Theory, Cambridge University Press, vol. 16(04), pages 465-501, August.
  26. Cai, Zongwu & Tsai, Chih-Ling, 1999. "Diagnostics for nonlinearity in generalized linear models," Computational Statistics & Data Analysis, Elsevier, vol. 29(4), pages 445-469, February.
  27. Cai, Zongwu, 1998. "Asymptotic properties of Kaplan-Meier estimator for censored dependent data," Statistics & Probability Letters, Elsevier, vol. 37(4), pages 381-389, March.
  28. Cai, Zongwu & Roussas, George G., 1998. "Kaplan-Meier Estimator under Association," Journal of Multivariate Analysis, Elsevier, vol. 67(2), pages 318-348, November.
  29. Cai, Zongwu, 1998. "Kernel Density and Hazard Rate Estimation for Censored Dependent Data," Journal of Multivariate Analysis, Elsevier, vol. 67(1), pages 23-34, October.
  30. Cai, Zongwu & Roussas, George G., 1997. "Smooth estimate of quantiles under association," Statistics & Probability Letters, Elsevier, vol. 36(3), pages 275-287, December.
  31. Cai, Zongwu & Roussas, George G., 1992. "Uniform strong estimation under [alpha]-mixing, with rates," Statistics & Probability Letters, Elsevier, vol. 15(1), pages 47-55, September.
  32. Cai, Zongwu, 1991. "Strong consistency and rates for recursive nonparametric conditional probability density estimates under ([alpha], [beta])-mixing conditions," Stochastic Processes and their Applications, Elsevier, vol. 38(2), pages 323-333, August.
18 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (7) 2010-11-27 2014-05-09 2014-05-09 2014-05-09 2014-05-09 2014-05-09 2014-05-09. Author is listed
  2. NEP-ETS: Econometric Time Series (1) 2010-11-27
  3. NEP-FOR: Forecasting (1) 2014-05-09
  4. NEP-MON: Monetary Economics (1) 2014-05-09
  5. NEP-UPT: Utility Models & Prospect Theory (1) 2013-11-16
This author is among the top 5% authors according to these criteria:
  1. Number of Journal Pages, Weighted by Number of Authors

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Co-authorship network on CollEc

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Zongwu Cai should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.