On a cubic moment of Hardy's function with a shift

An asymptotic formula for $$\int_{T/2}^{T}Z^2(t)Z(t+U)\,dt\qquad(0< U = U(T) \le T^{1/2-\varepsilon})$$ is derived, where $$Z(t) := \zeta(1/2+it){\bigl(\chi(1/2+it)\bigr)}^{-1/2}\quad(t\in\Bbb R), \quad \zeta(s) = \chi(s)\zeta(1-s)$$ is Hardy's function. The cubic moment of $Z(t)$ is also discussed, and a mean value result is presented which supports the author's conjecture that $$\int_1^TZ^3(t)\,dt \;=\;O_\varepsilon(T^{3/4+\varepsilon}).$$