Zongwu cai

By Zongwu Cai and Xiyuan Liu; Abstract: The degree of interdependences among holdings of financial sectors and its varying patterns play important roles in A Functional-Coefficient VAR Model for Dynamic Quantiles with Constructing …

Zongwu Cai, Jiazi Chen and Linlin Liu Additional contact information Zongwu Cai: Department of Economics, The University of Kansas, Lawrence, KS 66045, USA Jiazi Chen: The Wang Yanan Institute for Studies in Economics, …Zongwu Cai & Ying Fang & Ming Lin & Zixuan Wu, 2023. " A Quasi Synthetic Control Method for Nonlinear Models With High-Dimensional Covariates ," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202305, University of Kansas, Department of Economics, revised Aug 2023. Handle: RePEc:kan:wpaper:202305. as.Shengfang Tang a, Zongwu Cai b, Ying Fang a, c, Ming Lin a, c, * a Wang Yanan Institute for Studies in Economics and Fujian Key Laboratory of Statistical Sciences, Xiamen University, Xiamen ...Zongwu Cai Chung-Ming Kuan In this paper, we study two classes of nonparametric capital asset pricing models. First, we consider a unified nonparametric econometric model for the time-varying be ...A Quantitative Evaluation of Interest Rate Liberalization Reform in China. Jing Yuan, Yan Peng, Zongwu Cai and Zhengyi Zhang Additional contact information Jing Yuan: School of Statistics, Shandong Technology and Business University, Yantai, Shandong 264005, ChinaView Zongwu Cai’s profile on LinkedIn, the world’s largest professional community. Zongwu has 1 job listed on their profile. See the complete profile on LinkedIn and discover Zongwu’s ...Dr. Zongwu Cai's Home Page. 1. Interesting Resources. 2. Econ Department at KU. 3. Master Programs in Economics at KU. 4. The 2023 Kansas Econometrics Workshop …Optimal Forecast under Structural Breaks. Tae Hwy Lee, Shahnaz Parsaeian and Aman Ullah. No 202207, WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS from University of Kansas, Department of Economics Abstract: This paper develops an optimal combined estimator to forecast out-of-sample under structural …

Dr. Wei Cai: Numerical Study on the Optical Coupling by Evanescent Whispering Gallery Modes Between Two Micro-spheres by using A Discontinuous Spectral Element Method: 24: Henong Li: 2006: Dr. Zongwu Cai: Semiparametric Weak Instrumental Variables Models for Panal and Cross-Sectional Data: 23: John R. Taylor: 2006: Dr. Evan G. HoustonZongwu Cai is a professor in the Mathematics department at University of North Carolina at Charlotte - see what their students are saying about them or ...Zongwu Cai. Charles Oswald Distinguished Professor of Econometrics. Masters Program Advisor. Contact Info. [email protected]. 785-864-1886. Office Phone: 785-864-1886. …Abstract. Researchers have constantly asked whether stock returns can be predicted by some macroeconomic data. However, it is known that macroeconomic data may exhibit nonstationarity and/or heavy tails, which complicates existing testing procedures for predictability. In this paper we propose novel empirical likelihood methods based on …Zongwu Cai, Xiyuan Liu Department of Economics, University of Kansas, Lawrence, KS 66045, USA July 27, 2021 Abstract The degree of interdependences among holdings of …Cai’s research was supported, in part, by the National Nature Science Foundation of China grants #71131008 and #70971113. We are grateful to two anonymous referees and the conference participants at the “International Symposium on Econometrics of Specification Test in 30 Years” in June 2010 in Xiamen, China.Cai, Zongwu and Chen, Jiazi and Niu, Linlin, A Semiparametric Model for Bond Pricing with Life Cycle Fundamental (January 7, 2021). Available at SSRN: https://ssrn.com/abstract=3762439 or http://dx.doi.org/10.2139/ssrn.3762439. Download This Paper. Open PDF in Browser.

Access statistics for papers by Zongwu Cai. Last updated 2020-05-04. Update your information in the RePEc Author Service. Short-id: pca121 Jump to Journal Articles Working Papers 2014. Predictive regressions for macroeconomic data Papers, arXiv.org View citations (12) 2013.Zongwu Cai, Chaoqun Ma, Xianhua Mi University of Kansas, Department of Economics, 2020 0 Reviews Reviews aren't verified, but Google checks for and removes fake content when it's identified What people are saying - Write a review We haven't found any Title ...Cai, Zongwu and Chen, Jiazi and Niu, Linlin, A Semiparametric Model for Bond Pricing with Life Cycle Fundamental (January 7, 2021). Available at SSRN: …Biography —. Zongwu Cai is the Charles Oswald Professor of Econometrics and a Professor of Economics at Department of Economics at the University of Kansas. His research interests include econometrics, quantitative finance, risk management, data-analytic modeling, nonlinear and nonstationary time series, and their applications.Zongwu Cai. Department of Mathematics & Statistics, University of North Carolina at Charlotte, NC 28223, USA. Wang Yanan Institute for Studies in Economics, …

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Guannan Liu1 Wei Long2 Bingduo Yang3 Zongwu Cai4 1SchoolofEconomicsandWISE,Xiamen University,Xiamen,China 2DepartmentofEconomics,Tulane University,NewOrleans,Louisiana 3Lingnan(University)College,Sun Yat-SenUniversity,Guangzhou,China …Zongwu Cai is Assistan t Professor, Departmen of Mathematics, Univ ersit y of North Carolina, Charlotte, NC 28223. E-mail: [email protected]. Jianqing F an is Professor, Departmen t of Statistics ...Work Biography for Zongwu Cai, University of Kansas. Zongwu Cai works as a Charles Oswald Distinguished Professor of Econometrics & Professor of Economics, ...thank Mark Bils, Zongwu Cai, Yongsung Chang, Ron Gallant, George Jakubson, Robert Jar- ... (2000, 2005) and Cai (2007).2 It avoids restrictive param-eterization of «(•)• The specification that a(-) is a function of ratio t/T rather than time t only is a common scaling scheme in the literature (e.g., PhillipsThis article proposes a unified and easily implemented nonparametric regression method for estimating the regression function for censored data under both iid and time series contexts.Zongwu Cai – University of Kansas, USA Mehmet Caner – North Carolina State University, USA Xu Cheng – University of Pennsylvania, USA Alexander Chudik - Federal Reserve Bank of Dallas, USA Aureo de Paula – University College London, UK Stephen Donald – University of Texas, USA Juan Carlos Escanciano – University Carlos III de Madrid ...

Zongwu Cai, Christian Hafner and Guannan Liu Corresponding Author Guannan Liu E-mail [email protected] Statistica Sinica 1 Time-Varying Mixture Copula Models with Copula Selection Bingduo Yang1, Zongwu Cai2, Christian M. Hafner3 and Guannan Liu4 ...Zongwu Cai. Charles Oswald Distinguished Professor of Econometrics. Masters Program Advisor. Contact Info. [email protected]. 785-864-1886. Office Phone: 785-864-1886. Department Phone: 785-864-3501. Fax: 785-864-5270. Snow Hall, room #352. Research — Research interests: Econometrics. Financial Econometrics. Quantitative Finance and Risk Management.In a report released today, Cai von Rumohr from Cowen & Co. maintained a Buy rating on Moog (MOG.A – Research Report), with a price t... In a report released today, Cai von Rumohr from Cowen & Co. maintained a Buy rating on Moog ...Chuột Zowie là một thương hiệu chuột máy tính thuộc hãng BenQ, một công ty đa quốc gia có trụ sở tại Đài Loan. Dòng sản phẩm chuột Zowie được ra đời vào năm 2008 với mục tiêu cung cấp cho người dùng những sản phẩm có chất lượng tốt nhất, không cần cài đặt phần ...All content in this area was uploaded by Zongwu Cai on Jan 05, 2022 . Content may be subject to copyright. ... Cai (2003) qui a proposé un estimateur de la fonction de régression. Nous ...The authors are grateful to Zongwu Cai, University of North Carolina, and Rob Hyndman, Monash University, Australia, for useful comments on an earlier version of this article. They also thank the associate editor and four referees, whose comments greatly improved the presentation of the results.Zongwu Cai Department of Mathematics & Statistics, University of North Carolina at Charlotte, NC 28223, USA. Wang Yanan Institute for Studies in Economics, MOE Key Laboratory of Econometrics, and Fujian Key Laboratory of Statistical Sciences, Xiamen University, Xiamen, Fujian 361005, China.Note that, according to Cai et al. (2006), one IV is sufficient in regressions like ours. Finally, to be consistent, we use the same set of instrument in discussing empirical results of all three forms. It seems clear that our instrument, by its nature, is related to the

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A Quantitative Evaluation of Interest Rate Liberalization Reform in China. Jing Yuan, Yan Peng, Zongwu Cai and Zhengyi Zhang Additional contact information Jing Yuan: School of Statistics, Shandong Technology and Business University, Yantai, Shandong 264005, China1234 zongwu cai, prasad a. naik an d chih-ling tsai Here we assume that δ i and ε i a re mutually independen t and identi cally dis- tributed (i.i.d.) random errors with mean zero and variances ...A Quantitative Evaluation of Interest Rate Liberalization Reform in China. Jing Yuan, Yan Peng, Zongwu Cai and Zhengyi Zhang Additional contact information Jing Yuan: School of Statistics, Shandong Technology and Business University, Yantai, Shandong 264005, ChinaZongwu CAI | Cited by 4,323 | of University of Kansas, Kansas (KU) | Read 182 publications | Contact Zongwu CAIZongwu Cai, Jianqing Fan and Qiwei Yao. LSE Research Online Documents on Economics from London School of Economics and Political Science, LSE Library. Abstract: The local linear regression technique is applied to estimation of functional-coefficient regression models for time series data. The models include threshold autoregressive models and ...Aug 26, 2021 · Thu, 08/26/2021. LAWRENCE — Zongwu Cai is recognized internationally for his outstanding professional and academic achievements in economics, econometrics and statistics. After eight years of work at the University of Kansas, Cai received an appointment as the Charles Oswald Distinguished Professor of Econometrics, which began at the start of ... Note that, according to Cai et al. (2006), one IV is sufficient in regressions like ours. Finally, to be consistent, we use the same set of instrument in discussing empirical results of all three forms. It seems clear that our instrument, by its nature, is related to the

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Zongwu Cai. The Charles Osward Professor of Econometrics, Department of Economics, University of Kansas, Lawrence, USA 66045 and Xiamen University, Xiamen, China, …Zongwu Cai & Ying Fang & Ming Lin & Zixuan Wu, 2023. " A Quasi Synthetic Control Method for Nonlinear Models With High-Dimensional Covariates ," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202305, University of Kansas, Department of Economics, revised Aug 2023. Handle: RePEc:kan:wpaper:202305. as.Cai, Zongwu Jing, Bingyi Kong, Xinbing and Liu, Zhi 2017. Nonparametric regression with nearly integrated regressors under long-run dependence. The Econometrics Journal, Vol. 20, Issue. 1, p. 118. CrossRef Google …Zongwu Cai Department of Economics, University of Kansas Verified email at ku.edu View all Follow Jianqing Fan Professor of Statistics, Professor of Finance, Princeton University Verified email at princeton.edu - Homepage Statistics machine learning finance ...Current information and listing of economic research for Zongwu Cai with RePEc Short-ID pca121 Advanced search Economic literature: papers , articles , software , chapters , books .All content in this area was uploaded by Zongwu Cai on Jan 05, 2022 . Content may be subject to copyright. ... Cai (2003) qui a proposé un estimateur de la fonction de régression. Nous ...Zongwu Cai, Xiyuan Liu Department of Economics, University of Kansas, Lawrence, KS 66045, USA July 27, 2021 Abstract The degree of interdependences among holdings of …Zongwu Cai, Xiyuan Liu University of Kansas, Department of Economics, 2020 Bibliographic information Title A Functional-coefficient VAR Model for Dynamic Quantiles with Constructing Financial Network Working papers series in …All content in this area was uploaded by Zongwu Cai on Jan 05, 2022 . Content may be subject to copyright. ... Cai (2003) qui a proposé un estimateur de la fonction de régression. Nous ...By Zongwu Cai and Xiyuan Liu; Abstract: The degree of interdependences among holdings of financial sectors and its varying patterns play important roles in A Functional-Coefficient VAR Model for Dynamic Quantiles with Constructing … ….

Cai’s research was supported, in part, by the National Nature Science Foundation of China Grants #71131008 (Key Project), #70871003, and #70971113. Ren’s research was supported by a Natural Science Foundation of Fujian Province Grant (#2011J01384), the Fundamental Research Funds for the Central Universities (#2013221022), and the Natural Science …Biography —. Zongwu Cai is the Charles Oswald Professor of Econometrics and a Professor of Economics at Department of Economics at the University of Kansas. His research interests include econometrics, quantitative finance, risk management, data-analytic modeling, nonlinear and nonstationary time series, and their applications.Zongwu Cai. Department of Mathematics & Statistics, University of North Carolina at Charlotte, NC 28223, USA. Wang Yanan Institute for Studies in Economics, …Zongwu Cai. University of Kansas - School of Business - Economics Area. There are 2 versions of this paper Time-Varying Relative Risk Aversion: Mechanisms and Evidence. Number of pages: 50 Posted: 17 …Dr. Zongwu Cai's Home Page. 1. Interesting Resources. 2. Econ Department at KU. 3. Master Programs in Economics at KU. 4. The 2023 Kansas Econometrics Workshop …Zongwu Cai & Qi Li, 2013. "Some Recent Develop- ments on Nonparametric Econometrics," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University. Yudong Wang & Zhiyuan Pan & Chongfeng Wu, 2017.Zongwu Cai Department of Mathematics & Statistics, University of North Carolina at Charlotte, NC 28223, USA. Wang Yanan Institute for Studies in Economics, MOE Key Laboratory of Econometrics, and Fujian Key Laboratory of Statistical Sciences, Xiamen University, Xiamen, Fujian 361005, China.Zongwu Cai. University of Kansas - School of Business - Economics Area. Abstract. This paper explores the issue of understanding time-varying relative risk aversion with household-level data. First, we derive an analytic form for a parsimonious portfolio choice model with the preference given by Greenwood, Hercowitz and Huffman (1988, …Zongwu Cai. (Department of Economics, The University of Kansas, Lawrence, KS 66045, USA) Gunawan. (Department of Economics, The University of Kansas, Lawrence, KS … Zongwu cai, Zongwu Cai and Xian Wang A fundamental issue of applying a copula method in applications is how to choose an appropriate copula function for a given problem. In this article we address this issue by proposing a new copula selection approach via penalized ..., 16 de fev. de 2022 ... zero. Zongwu Cai (University of Kansas). Econometrics; Quantitative finance; Nonlinear Time Series. zero. Haiqiang Chen (Xiamen University)., 1. A consistent nonparametric test on semiparametric smooth coefficient models with integrated time series. (with Yiguo Sun and Zongwu Cai), Econometric Theory, 2015. [ PDF] 2. A consistent model specification test with mixed discrete and continuous data (with Cheng Hsiao and Jeffrey., Zongwu Cai, Xiyuan Liu Department of Economics, University of Kansas, Lawrence, KS 66045, USA January 21, 2021 Abstract: E ects of monetary policy shocks on large amounts of macroeconomic variables are identi ed by a new class of functional-coe cient ..., The main contribution of this paper is to propose a novel and easy-to-implement approach, termed as the double weighted method, to develop a uniform (robust) inferential theory for predictive quantile regressions with highly persistent variables. The newly proposed method is based on a quantile regression with an auxiliary regressor, …, Project and Program Management. The Journal of Management Science and Engineering (JMSE) is an international, peer-reviewed, scholarly journal that publishes scientific research on the latest developments and practices of management science and engineering, emphasizing modeling, optimization, computation, and data analytics …., Cai, Zongwu and Chen, Jiazi and Niu, Linlin, A Semiparametric Model for Bond Pricing with Life Cycle Fundamental (January 7, 2021). Available at SSRN: …, Zongwu Cai, Christian Hafner and Guannan Liu Corresponding Author Guannan Liu E-mail [email protected] Statistica Sinica 1 Time-Varying Mixture Copula Models with Copula Selection Bingduo Yang1, Zongwu Cai2, Christian M. Hafner3 and Guannan Liu4 ..., Zongwu Cai *² . Christian M. Hafner *³ . Guannan Liu *² * Sun Yat-sen University, People's Republic of China *² Xiamen University, People's Republic of China *³ Universit e catholique de Louvain, Belgium . This research was supported by the Deutsche Forschungsgemeinschaft through the International Research Training Group 1792 ., Zongwu Cai is Assistan t Professor, Departmen of Mathematics, Univ ersit y of North Carolina, Charlotte, NC 28223. E-mail: [email protected]. Jianqing F an is Professor, Departmen t of Statistics ..., Instructor: Dr. Zongwu CAI Phone: (785) 864-1886 Office : 352 Snow Hall E-mail : [email protected] Classroom : 452 Snow Hall Lecture Hours: TR 1:00pm - 2:15pm, Zongwu Cai, Christian Hafner and Guannan Liu Corresponding Author Guannan Liu E-mail [email protected] Statistica Sinica 1 Time-Varying Mixture Copula Models with Copula Selection Bingduo Yang1, Zongwu Cai2, Christian M. Hafner3 and Guannan Liu4 ..., Zongwu Cai & Xiyuan Liu, 2021. " Solving the Price Puzzle Via A Functional Coefficient Factor-Augmented VAR Model ," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202106, University of Kansas, Department of Economics, revised Jan 2021. Handle: RePEc:kan:wpaper:202106., If you’re planning a trip to the Bahamas, one activity that has gained popularity in recent years is swimming with pigs. Yes, you read that right – swimming with pigs. Swimming with pigs in the Bahamas began on a small island called Big Maj..., Solving the Price Puzzle Via A Functional Coefficient Factor-Augmented VAR Model. Zongwu Cai and Xiyuan Liu. Additional contact information. No 202106, WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS from University of Kansas, Department of Economics. Abstract: Effects of monetary policy shocks on large …, select article State-domain change point detection for nonlinear time series regression, Statistica Sinica 1 Time-Varying Mixture Copula Models with Copula Selection Bingduo Yang1, Zongwu Cai2, Christian M. Hafner3 and Guannan Liu4 1Lingnan (University) College, Sun Yat-sen University 2Department of Economics, University of Kansas 3Louvain Institute of Data Analysis and Modeling, Universit e catholique de Louvain ..., Guannan Liu1 Wei Long2 Bingduo Yang3 Zongwu Cai4 1SchoolofEconomicsandWISE,Xiamen University,Xiamen,China 2DepartmentofEconomics,Tulane University,NewOrleans,Louisiana 3Lingnan(University)College,Sun Yat-SenUniversity,Guangzhou,China 4, Shengfang Tang a, Zongwu Cai b, Ying Fang a, c, Ming Lin a, c, * a Wang Yanan Institute for Studies in Economics and Fujian Key Laboratory of Statistical Sciences, Xiamen University, Xiamen, 361005,, Current information and listing of economic research for Zongwu Cai with RePEc Short-ID pca121 Advanced search Economic literature: papers , articles , software , chapters , books ., Zongwu Cai and Xian Wang A fundamental issue of applying a copula method in applications is how to choose an appropriate copula function for a given problem. In this article we address this issue by proposing a new copula selection approach via penalized ..., Cai, Zongwu and Fang, Ying and Tian, Dingshi, Assessing Tail Risk Via a Generalized Conditional Autoregressive Expectile Model. Available at SSRN: …, Mingfeng Zhan, Zongwu Cai, Ying Fang, Ming Lin. University of Kansas, Department of Economics, 2020. 0 Reviews. Reviews aren't verified, but Google checks for and removes fake content when it's identified. What people are saying - Write a review. We haven't found any reviews in the usual places., Zongwu Cai Charles Oswald Distinguished Professor of Econometrics Masters Program Advisor Contact Info [email protected] 785-864-1886 Office Phone: 785-864-1886 Department Phone: 785-864-3501 Fax: 785-864-5270 Snow Hall, room #352 Research — Research interests: Econometrics Financial Econometrics Quantitative Finance and Risk Management , Zongwu Cai Department of Economics, University of Kansas, Lawrence, Kansas, USA Search for more papers by this author Guannan Liu, Guannan Liu School of Economics and WISE, Xiamen University, Xiamen, …, For nonlinear additive time series models, an appealing approach used in the literature to estimate the nonparametric additive components is the projection method. In this paper, it is demonstrated t..., Receive an update when the latest issues in this journal are published, Xuan Liu, Fang Yang and Zongwu Cai. Journal of Economic Dynamics and Control, 2016, vol. 69, issue C, 229-248 Abstract: We test whether relative risk aversion varies with wealth using the Panel Study of Income Dynamics data in the U.S. Our analytical results indicate the following implications. For each household, there are two channels through ..., Zongwu Cai; Ying Fang; Dingshi Tian; To characterize heteroskedasticity, nonlinearity, and asymmetry in tail risk, this study investigates a class of conditional (dynamic) expectile models with ..., Zongwu Cai, Jianqing Fan and Qiwei Yao. LSE Research Online Documents on Economics from London School of Economics and Political Science, LSE Library. Abstract: The local linear regression technique is applied to estimation of functional-coefficient regression models for time series data. The models include threshold autoregressive models and ..., Chair: Zongwu Cai. Session I. Professor Yu-Chin Hsu (Academia Sinica) Consistent Tests for Fractional Degree Stochastic Dominance Relations. Professor Chor-Yiu Sin (National Tsing Hua University) On validity of cluster-robust standard errors in cross-section or panel data. Professor Jui-Chung Yang (National Tsing Hua University), Cai, Z. & Wang, X.. (2014) Selection of mixed copula model via penalized likelihood. Journal of the American Statistical Association 109, 788 – 801. 10.1080/01621459.2013.873366 CrossRef Google Scholar, Dr. Zongwu Cai's Home Page. 1. Interesting Resources. 2. Econ Department at KU. 3. Master Programs in Economics at KU. 4. The 2023 Kansas Econometrics Workshop …