| Testing conditional independence in casual inference for time series data Z Cai, Y Fang, M Lin, S Tang Statistica Neerlandica 78 (2), 397-426, 2024 | 1 | 2024 |
| A model specification test for nonlinear stochastic diffusions with delay Z Cai, H Mei, R Wang Statistical Inference for Stochastic Processes, 1-18, 2024 | | 2024 |
| A NONPARAMETRIC TEST OF HETEROGENEITY IN CONDITIONAL QUANTILE TREATMENT EFFECTS Z Cai, Y Fang, M Lin, S Tang Econometric Theory, 1-28, 2024 | | 2024 |
| Model Specification Tests of Heterogenous Agent Models with Aggregate Shocks under Partial Information Z Cai, H Mei, R Wang WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, 2024 | | 2024 |
| Impact of Minimum Wage Standard on Occupational Income Inequality and Common Prosperity in China J Yuan, X Liu, Y Wang, Z Cai WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, 2024 | | 2024 |
| CAViaR Model Selection Via Adaptive Lasso Z Cai, Y Fang, D Tian WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, 2024 | | 2024 |
| Machine Learning Based Panel Data Models B Yang, W Long, Z Cai WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, 2024 | | 2024 |
| A Functional-Coefficient VAR Model for Dynamic Quantiles and Its Application to Constructing Nonparametric Financial Network Z Cai, X Liu, L Su WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, 2024 | | 2024 |
| Semiparametric Conditional Mixture Copula Models with Copula Selection Z Cai, G Liu, W Long, X Luo WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, 2024 | | 2024 |
| A Combination Forecast for Nonparametric Models with Structural Breaks Z Cai WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, 2023 | | 2023 |
| Optimal Local Model Averaging for Divergent-Dimensional Functional-Coefficient Regressions Y Sun, S Hong, Z Cai University of Kansas, Department of Economics, 2023 | | 2023 |
| A Quasi Synthetic Control Method for Nonlinear Models With High-Dimensional Covariates Z Cai, Y Fang, M Lin, Z Wu WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, 2023 | | 2023 |
| The distribution of rolling regression estimators Z Cai, T Juhl Journal of Econometrics 235 (2), 1447-1463, 2023 | 7 | 2023 |
| Assessing Tail Risk Via a Generalized Conditional Autoregressive Expectile Model Z Cai, Y Fang, D Tian Available at SSRN 4474460, 2023 | | 2023 |
| A new test on asset return predictability with structural breaks Z Cai, SY Chang Journal of Financial Econometrics, nbad018, 2023 | 2 | 2023 |
| Economic Policy Uncertainty: Cross-Country Linkages and Spillover Effects on Economic Development in Some Belt and Road Countries J Yuan, Y Dong, W Zhai, Z Cai Journal of Systems Science and Complexity 36 (3), 1169-1188, 2023 | 5 | 2023 |
| A new robust inference for predictive quantile regression Z Cai, H Chen, X Liao Journal of Econometrics 234 (1), 227-250, 2023 | 17 | 2023 |
| Estimation of Covariance Matrix Z Cai | | 2023 |
| Classical and Modern Model Selection Methods Z CAI | | 2023 |
| Assessing Tail Risk Via a Generalized Conditional Autoregressive Expectile Model (preprint) Z Cai, Y Fang, D Tian | | 2023 |
Jianqing FanProfessor of Statistics, Professor of Finance, Princeton University在 princeton.edu 的电子邮件经过验证
