Zongwu cai. The authors are grateful to Zongwu Cai, University of North Caroli...

Zongwu Cai, Xiaoping Xu, Nonparametric Quantile Estimations for D

Broke out at the end of 2019, the novel coronavirus pneumonia (COVID-19) has been spreading throughout the world, leading to more than 87 million confirmed infections and 1.88 million fatalities. Motivated by this, we evaluate the economic impacts of COVID-19 outbreak on both national and industrial …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 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 ...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 ...Semiparametric Estimation and Model Selection for Conditional Mixture Copula Models Guannan Liu1, Wei Long2, Bingduo Yang3, and Zongwu Cai4 1School of Economics and WISE, Xiamen University 2Department of Economics, Tulane University 3Lingnan (University) College, Sun Yat-Sen University 4Department of Economics, …Bingduo Yang, Zongwu Cai, Christian M. Hafner and Guannan Liu Guangdong University of Finance and Economics, University of Kansas, Universit e catholique de Louvain and Xiamen University Abstract: Modeling the joint tails of multiple nancial time series has many im-portant implications for risk management. Classical models for dependence often496 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 ...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. HoustonCai, 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 Scholar1. Interesting Resources. 2. Econ Department at KU. 3. Master Programs in Economics at KU. 4. The 2023 Kansas Econometrics Workshop (May 5, 2023) at KU. Education. Ph.D. in Statistics, 1995. University of California, Davis, USA. M.S. in Statistics, 1988. Zhejiang University (Hangzhou University), Hangzhou, China. B.S. in Mathematics, 1982.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 ...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 …polynomial tting; one-step procedure. Zongwu Cai is Assistant Professor, Department of Mathematics, University of North Carolina, Charlotte, NC. 28223. E-mail: ...6 Bingduo Yang, Zongwu Cai, Christian M. Hafner, and Guannan Liu Theorem A.2: Let fX 1i; ;X NigT i=1 be a strictly stationary -mixing se- quence following the proposed models (2.1)-(2.2) in the main text. For a left boundary point ˝= bh, under Conditions A1-A6, weXuan Liu∗ Fang Yang† Zongwu Cai‡§ April 13, 2013 Abstract We analyze whether relative risk aversion varies with wealth. We first derive the-oretical predictions on how risky shares respond to wealth fluctuations in a portfolio choice model with both external habits and time-varying labor income. Our analyticalCurrent information and listing of economic research for Zongwu Cai with RePEc Short-ID pca121 Advanced search Economic literature: papers , articles , software , chapters , books .select article State-domain change point detection for nonlinear time series regressionDr. 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. HoustonBiography —. 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.Cai, Zongwu & Liu, Xuan & Yang, Fang, 2012. " Reexamining the Empirical Relevance of Habit Formation Preferences ," MPRA Paper 37817, University Library of Munich, Germany. Robert Östling & Erik Lindqvist & David Cesarini & Joseph Briggs, 2016.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 | Cited by 4,322 | of University of Kansas, Kansas (KU) | Read 182 publications | Contact Zongwu CAIZongwu Cai & Ying Fang & Ming Lin & Shengfang Tang, 2021. "A Nonparametric Test for Testing Heterogeneity in Conditional Quantile Treatment Effects," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202117, University of Kansas, Department of Economics, revised Aug 2021. Shengfang Tang & Zongwu Cai & Ying …Effect of FDI (Zongwu Cai, Linna Chen and Ying Fang). Speaker: Zongwu Cai (University of Kansas). Chair: Hansheng Wang (Peking University). 10:00-10:20 Tea ...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 ...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, 2006. 132: 2006: Semiparametric quantile regression estimation in dynamic models with partially varying coefficients.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 ...Effect of FDI (Zongwu Cai, Linna Chen and Ying Fang). Speaker: Zongwu Cai (University of Kansas). Chair: Hansheng Wang (Peking University). 10:00-10:20 Tea ...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.Zongwu Cai. This paper investigates two test statistics for testing structural changes and thresholds in predictive regression models. The generalized likelihood ratio (GLR) test is proposed for... 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 …. View full aims & scope.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, The University of Kansas, Lawrence, KS 66045, USA) Gunawan. (Department of Economics, The University of Kansas, Lawrence, KS …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 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 ...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 ...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 ...Cai, Zongwu and Fan, Jianqing and Yao, Qiwei (2000) Functional-coefficient regression models for nonlinear time series. Journal of the American Statistical Association , 95 (451). pp. 941-956.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 ...LAWRENCE — Zongwu Cai is recognized internationally for his outstanding professional and academic achievements in economics, econometrics and statistics. …Cai, Zongwu and Fan, Jianqing and Yao, Qiwei (2000) Functional-coefficient regression models for nonlinear time series. Journal of the American Statistical Association , 95 (451). pp. 941-956.AU - Cai, Zongwu AU - Fan, Jianqing AU - Yao, Qiwei PY - 2000/9/1 Y1 - 2000/9/1 N2 - The local linear regression technique is applied to estimation of functional-coefficient regression models for time series data.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.Zongwu Cai. Department of Mathematics & Statistics, University of North Carolina at Charlotte, NC 28223, USA. Wang Yanan Institute for Studies in Economics, …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 …- Zongwu Cai, Wei Lin, Linman Sun and Zhengyi Zhang. “Misspecification test of nonparametric pricing kernel.” - Wei Lin, Jianhua Huang and Tucker McElroy ...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, 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 ...Penalized Model Averaging for High Dimensional Quantile Regressions. Haowen Bao, Zongwu Cai, Yuying Sun and Shouyang Wang Additional contact information Haowen Bao: School of Economics and Management, University of Chinese Academy of Sciences and Academy of Mathematics and Systems Science, Chinese Academy of Sciences, ChinaInstructor: Dr. Zongwu CAI Phone: (785) 864-1886 Office : 352 Snow Hall E-mail : [email protected] Classroom : 452 Snow Hall Lecture Hours: TR 1:00pm - 2:15pmZongwu 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.Get ratings and reviews for the top 11 gutter guard companies in Tega Cay, SC. Helping you find the best gutter guard companies for the job. Expert Advice On Improving Your Home All Projects Featured Content Media Find a Pro About Please en...Predictability of U.S. Housing Price Index Returns Based on an IVX-AR Model, by Bingduo Yang, Wei Long, Liang Peng, Zongwu Cai Resources Readme Activity Stars 0 stars Watchers 2 watching Forks 0 forks Report repository Releases 0 R 100.0 ...Zongwu Cai is a professor in the Mathematics department at University of North Carolina at Charlotte - see what their students are saying about them or ...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. University of Kansas; Elias Ould Saïd. Université du Littoral Côte d'Opale (ULCO) Download full-text PDF Read full-text. Download full-text PDF. Read full-text. Download citation.Xuan Liu∗ Fang Yang† Zongwu Cai‡§ April 13, 2013 Abstract We analyze whether relative risk aversion varies with wealth. We first derive the-oretical predictions on how risky shares respond to wealth fluctuations in a portfolio choice model with both external habits and time-varying labor income. Our analyticalZongwu Cai. The Charles Osward Professor of Econometrics, Department of Economics, University of Kansas, Lawrence, USA 66045 and Xiamen University, Xiamen, China, …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, …Broke out at the end of 2019, the novel coronavirus pneumonia (COVID-19) has been spreading throughout the world, leading to more than 87 million confirmed infections and 1.88 million fatalities. Motivated by this, we evaluate the economic impacts of COVID-19 outbreak on both national and industrial …Zongwu Cai. Department of Mathematics & Statistics, University of North Carolina at Charlotte, NC 28223, USA. Wang Yanan Institute for Studies in Economics, …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 4,322 | of University of Kansas, Kansas (KU) | Read 182 publications | Contact Zongwu CAICurrent information and listing of economic research for Zongwu Cai with RePEc Short-ID pca121 Advanced search Economic literature: papers , articles , software , chapters , books .Cai, Zongwu and Fan, Jianqing and Yao, Qiwei (2000) Functional-coefficient regression models for nonlinear time series. Journal of the American Statistical Association , 95 (451). pp. 941-956.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 ... Zongwu Cai. Personal details. Affiliation. Research. Citations. More. Corrections. Citations. Many of the citations below have been collected in an experimental project, CitEc, where …Zongwu Cai: Department of Economics, The University of Kansas, Lawrence, KS 66045, USA No 202008, WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS from University of Kansas, Department of Economics. Abstract: Keywords: coronavirus pneumonia (COVID-19); Damage assement; Economic impacts; Economy …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 ….Selection of Mixed Copula Model via Penalized Likelihood Zongwu CAI and Xian WANG ...Haowen Bao & Zongwu Cai & Yuying Sun & Shouyang Wang, 2023. " Penalized Model Averaging for High Dimensional Quantile Regressions ," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202302, University of Kansas, Department of Economics, revised Jan 2023.Empir Econ (2015) 48:407–426 DOI 10.1007/s00181-014-0888-5 Forecasting major Asian exchange rates using a new semiparametric STAR model Nan Cai · Zongwu Cai · Ying Fang · Qiuhua Xu Received ...Zongwu Cai. https://doi.org/10.1093/oxfordhb/9780199568444.013.6. Pages. 166–186. Published: 08 August 2018. Cite. Permissions. Share. Abstract. This article discusses the …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) Registered: Abstract. Broke out at the end of 2019, the novel coronavirus pneumonia (COVID-19) has been spreading in over 185 countries and territories, leading to more than 1,350,000 confirmed infections and 74,000 fatalities; the dismal performance of the ...oof JournalPre-proof 9DOXLQJWKHLPSDFWRIFOLPDWHFKDQJHRQ&KLQD V economic growth Hongbo Duan, Deyu Yuan, Zongwu Cai, and Shouyang Wang* ABSTRACT There are still many ...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.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., PhillipsArtificial intelligence (AI) is transforming various aspects of business, such as marketing, management, and operations. However, there is a lack of a comprehensive and systematic understanding of AI in business research. This paper provides a state-of-the-art review of AI in business literature and offers a future research agenda for scholars …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, …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, ChinaZongwu Cai 1, Qi Li 2 ... ing data, and Cai et al + ~ 2006! considered nonparametric two-stage IV estima-tors for returns to education + The rest of this paper is organized as follows + In Section 2, we formally intro-duce the varying coefficient dynamic panel data model and discuss model iden-Zongwu Cai Zongwu Cai is Professor, Department of Mathematics and Statistics, University of North Carolina, Charlotte, NC 28223 and “Minjiang Scholar” Chair Professor, The Wang Yanan Institute for Studies in Economics, Xiamen University, China. Xiaoping Xu is ...Zongwu Cai, Xiyuan Liu. University of Kansas, Department of Economics, 2020. Bibliographic information.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...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 ...34. 23. i10-index. 67. 48. Zongwu Cai. Department of Economics, University of Kansas. Verified email at ku.edu - Homepage. Theoretical and Applied Econometrics Financial Econometrics Quantitative Finance Nonlinear Time Series Nonparametrics. 6 Bingduo Yang, Zongwu Cai, Christian M. Hafner, and Guannan Liu Theorem A.2: Let fX 1i; ;X NigT i=1 be a strictly stationary -mixing se- quence following the proposed models (2.1)-(2.2) in the main text. For a left boundary point ˝= bh, under Conditions A1-A6, we. Zongwu Cai: Department of Economics, The University of Cai, Zongwu, 2002. "Regression Quantiles For Time Series," Chih-Ling Tsai, Zongwu Cai and Xizhi Wu. University of California, Southwest Missouri State University. and Nankai University. Abstract: Linear and squared ...Bingduo Yang, Zongwu Cai, Christian M. Hafner and Guannan Liu Guangdong University of Finance and Economics, University of Kansas, Universit e catholique de Louvain and Xiamen University Abstract: Modeling the joint tails of multiple nancial time series has many im-portant implications for risk management. Classical models for dependence often For nonlinear additive time series model Zongwu Cai: Department of Economics, The University of Kansas Ying Fang: The Wang Yanan Institute for Studies in Economics, Xiamen University, Xiamen, China No 201807, WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS from University of Kansas, Department of Economics. The majority of empirical research in economics ignores...

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