Zongwu cai.

56. "Denoised Least Squares Estimators," with Zongwu Cai and Prasad Naik. Statistica Sinica, 2000, pp. 1231-1241. 57. "The Effects of Quality of Life on National Elections: A Multi-Country Analysis," with Prasad Naik and Michael Hagerty. Journal of Social Indicators Research, 2000, pp. 347- 362. 58.Loop is the open research network that increases the discoverability and impact of researchers and their work. Loop enables you to stay up-to-date with the latest discoveries and news, connect with researchers and form new collaborations.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, Christian Hafner and Guannan Liu Corresponding Author Guannan Liu E-mail [email protected] Notice: Accepted version subject to English editing. Statistica Sinica 1Zongwu Cai: Department of Economics, The University of Kansas, Lawrence, KS 66045, USA Ying Fang: The Wang Yanan Institute for Studies in Economics, Xiamen University, Xiamen, Fujian 361005, China and Department of Statistics & Data Science, School of Economics, Xiamen University, Xiamen, Fujian 361005, China

Cai's research was supported, in part, by the National Science Foundation grant DMS 0072400 and funds provided by the University of North Carolina at Charlotte. Cai did much of his work on this article during his visit at the Laboratoire de Mathématiques Pures et Appliquées Joseph Liouville, Université du Littoral.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 ... Tzyh-Jong Tarn, Department of Electrical and Systems Engineering, Washington University, MO, USA. Shouyang Wang, Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing, China. C.F. Jeff Wu, School of Industrial and Systems Engineering, Georgia Institute of Technology, USA.

Author links open overlay panel Zongwu Cai a b, Xian Wang a. Show more. Add to Mendeley. Share. Cite. ... (VaR) and Scaillet (2004) (ES) to the joint VaR and ES case. Cai and Wang (2008) also propose a nonparametric estimator for VaR and ES, which combines the WNW method of Cai (2002) with the double kernel local linear techniques …Zongwu Cai: Director. Bin He: Director. Benxian Zhang: Director. Ching-Lung Lee: Independent Director. Jen-Chi Lu: Independent Director. Shang-Wu Yu ...

Cai, Zongwu. Fan, Jianqing. Yao, Qiwei. Publication Date. 1999. eScholarship.org. Powered by the California Digital Library. University of California. Page 2 ...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 …Zongwu Caia,b,c and Xian Wanga a Department of Mathematics & Statistics and Department of Economics, University of North Carolina at Charlotte, Charlotte, NC 28223, USA b Wang Yanan Institute for Studies in Economics, Xiamen University, China. c College of Economics and Management, Shanghai Jiaotong University, China This version: July …496 ZONGWU CAI ET AL. function of Y given the remaining continuous variables. However, this sample splitting method may give unreliable estimation results or even become infeasible when the number ...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 Office Hours: TR 11:00am-12:00pm or by Appointment Teaching Assistant (TA): Jingwei Jin; e-mail: [email protected]. Course Website: http://www.people.ku.edu/~z397c158/teach.html.

Zongwu Cai: Department of Economics, The University of Kansas, Lawrence, KS 66045, USA Ying Fang: The Wang Yanan Institute for Studies in Economics, Xiamen University, Xiamen, Fujian 361005, China and Department of Statistics & Data Science, School of Economics, Xiamen University, Xiamen, Fujian 361005, China

Liu, Bingduo Yang and Zongwu Cai). Scandinavian Journal of Statistics, forthcoming. 4.Testing the Predictability of U.S. Housing Price Index Returns Based on an IVX-AR Model, (with Bingduo Yang, Liang Peng and Zongwu Cai). Journal of the American Statistical Association 115 (2020), 1598 - 1619. 5.How does oversight affect police?

by Zongwu Cai & Ying Fang & Ming Lin & Shengfang Tang 202116 The Determinants of Electricity Constraints by Firms in Developing Countries by Elizabeth Asiedu & Theophile T. Azomahou & Neepa B. Gaekwa & Mahamady OuedraogoZongwu 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 ...Semiparametric estimation and model selection for conditional mixture copula models Guannan Liu, Wei Long, Bingduo Yang and Zongwu Cai Scandinavian Journal of Statistics, 2022, vol. 49, issue 1, 287-330 Abstract: Conditional copula models allow the dependence structure among variables to vary with covariates, and thus can describe the evolution of …Zongwu Cai Haiqiang Chen Xiaosai Liao Cite Request full-text Price informativeness and adaptive trading Article Full-text available Sep 2019 Huanhuan Zheng Haiqiang Chen We propose a structural ...View 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 ...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...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.

Xuan Liua, Fang Yangb, Zongwu Caic,d,n a Department of Economics, East Carolina University, Greenville, NC 27858, ... [email protected] (X. Liu), [email protected] (F. Yang), [email protected] (Z. Cai). 1 The literature that directly tests time-varying risk aversion without assuming habit formation is limited. Guiso et al. (2013) find evidence that riskZongwu CAI | Cited by 4,323 | of University of Kansas, Kansas (KU) | Read 182 publications | Contact Zongwu CAIThe 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, 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 ...Zongwu Cai (Contact Author) University of North Carolina at Charlotte ( email) 9201 University City Blvd Charlotte, NC 28223 United States 704-687-2650 (Phone) Download This Paper Open PDF in Browser Do you …

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The majority of empirical research in economics ignores the potential benefits of nonparametric methods, while the majority of advances in nonparametric theory ignore the problems faced in applied econometrics.Chih-Ling Tsai, Zongwu Cai and Xizhi Wu. University of California, Southwest Missouri State University. and Nankai University. Abstract: Linear and squared ...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., PhillipsZongwu Cai: Department of Economics, The University of Kansas, Lawrence, KS 66045, USA Guannan Liu: School of Economics and WISE, Xiamen University, Xiamen, Fujian 361005, China No 202105, WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS from University of Kansas, Department of Economics.The Bahamas has 700 islands and 2,400 cays. It has a total area of 5,382 square miles. The highest point in the Bahamas is Mount Alvernia, which is located on Cat Island, at 206.7 feet.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 & Xiyuan Liu, 2020. "A Functional-Coefficient VAR Model for Dynamic Quantiles with Constructing Financial Network," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202017, University of Kansas, Department of Economics, revised Oct 2020. Hossein Hassani & Mohammad Reza Yeganegi & Rangan …Zongwu Cai. Charles Oswald Distinguished Professor of Econometrics. Masters Program Advisor. Contact Info. [email protected]. 785-864-1886. Office Phone: 785-864-1886. …Zongwu Cai. University of Kansas - School of Business - Economics Area. Haiqiang Chen. Xiamen University. Xiaosai Liao. Southwestern University of Finance and Economics. Date Written: May 5, 2020. Abstract.

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 & Gunawan, 2023. " A Combination Forecast for Nonparametric Models with Structural Breaks ," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202310, University of Kansas, Department of Economics, revised Sep 2023. Handle: RePEc:kan:wpaper:202310.

Zongwu Cai. Department of Economics, University of Kansas. Verified email at ku.edu - Homepage. ... Z Cai, M Das, H Xiong, X Wu. Journal of Econometrics 133 (1), 207-241, …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 theCai, Zongwu and Fang, Ying and Tian, Dingshi, Assessing Tail Risk Via a Generalized Conditional Autoregressive Expectile Model. Available at SSRN: https://ssrn.com/abstract=4474460 or http://dx.doi.org/10.2139/ssrn.4474460. Download This Paper. Open PDF in Browser.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; Zhijie Xiao; We study quantile regression estimation for dynamic models with partially varying coef-ficients so that the values of some coefficients may be functions of informative ...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,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 ...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 University of North Carolina at Charlotte Haiyong Liu Texas State University Xuan Liu East Carolina University - Department of Economics Date Written: March 13, 2019 Abstract This paper explores theoretical implications and …

This 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. Department of Mathematics, Hangzhou University, Hangzhou ... Cai, Strong consistency and rates for probability density estimators of weakly dependent ...A Nonparametric Dynamic Network via Multivariate Quantile Autoregressions. Zongwu Cai and Xiyuan Liu. Additional contact information. No 202209, WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS from University of Kansas, Department of Economics. Abstract: In this article, we propose a vector autoregressive model for …Instagram:https://instagram. craigslist nwi gigswikipedia reliable sourceweb ofsciencewhat is legal aid clinic Cai, Zongwu and Chen, Jiazi and Niu, Linlin, A Semiparametric Model for Bond Pricing with Life Cycle Fundamental (January 7, 2021). Available at SSRN: … osu all sports pass1025r front axle oil 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 …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. university verification Cai, Zongwu, 2002. "Regression Quantiles For Time Series," Econometric Theory, Cambridge University Press, vol. 18(1), pages 169-192, February.Toshio Honda, 2000. "Nonparametric Estimation of a Conditional Quantile for α-Mixing Processes," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. …Our estimates suggest that the outbreak will have the greatest impact on China's economy in the first quarter at −11.8%, which means the real GDP growth rate for this quarter will be below −6%, and this influence will quickly fall back to −2.4% in the second quarter ( Fig. 2 b) and fade in the second half of the year.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 the fall 2021 ...