Zongwu cai. 56. "Denoised Least Squares Estimators," wi...

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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. Personal details. Affiliation. Research. Citations. More. Corrections. Research output. as. Jump to: Working papers Articles. Working papers. Fukang Zhu & Zongwu …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 4Empir 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 Department of Mathematics, University of North Carolina, Charlotte, NC, 28223, USA Jianqing Fan Department of Statistics, University of California, Los Angeles, CA, 90095, USA Runze Li Department of Statistics, University of North Carolina, Chapel Hill, NC, 27599, USAOptimal 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 …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 oftenZongwu 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 …Meiying Zhong, Zongwu Cai Earnings management and liquidity risk [J] Journal of. Page 2. Curriculum Vitae. Page: 2/3. Systems Engineering. • Meiying Zhong, ...Zongwu Cai; Yongmiao Hong; This paper gives a selective review on the recent developments of nonparametric methods in continuous-time finance, particularly in the areas of nonparametric estimation ...Shengfang Tang, Zongwu Cai, Ying Fang and Ming Lin Additional contact information Shengfang Tang: Department of Statistics, School of Economics, Xiamen University, Xiamen, Fujian 361005, China Zongwu Cai: Department of Economics, The University of Kansas, Lawrence, KS 66045, USA Ying Fang: The Wang Yanan Institute for Studies in …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.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 …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.The Bahamas is an archipelago of 700 islands and cays located in the Caribbean Sea. It is known for its stunning beaches, crystal clear waters, and vibrant culture. A cruise to the Bahamas is one of the best ways to experience all that this...Zongwu Cai: Director. Bin He: Director. Benxian Zhang: Director. Ching-Lung Lee: Independent Director. Jen-Chi Lu: Independent Director. Shang-Wu Yu ...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 analyticalInstructor: Dr. Zongwu CAI Phone: (785) 864-1886 Office : 352 Snow Hall E-mail : [email protected] Classroom : 452 Snow Hall Lecture Hours: TR 1:00pm - 2:15pmXuan 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, 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 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. Charles Oswald Distinguished Professor of Econometrics. Masters Program Advisor. Contact Info. [email protected]. 785-864-1886. Office Phone: 785-864-1886. …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. 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, …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. Department of Mathematics & Statistics, University of North Carolina at Charlotte, NC 28223, USA. Wang Yanan Institute for Studies in Economics, …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. …Semantic Scholar extracted view of "Weighted Nadaraya–Watson regression estimation" by Z. Cai DOI: 10.1016/S0167-7152(00)00172-3 Corpus ID: 12425264 Weighted Nadaraya–Watson regression estimation @article{Cai2001WeightedNR, title={Weighted ...1. 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.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.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 ...Cowen & Co. analyst Cai von Rumohr maintained a Buy rating on Boeing (BA – Research Report) today and set a price target of $230.00. ... Cowen & Co. analyst Cai von Rumohr maintained a Buy rating on Boeing (BA – Research Report) ...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 ...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 …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 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 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 ...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 & 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 & 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 …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 ...16 de fev. de 2022 ... zero. Zongwu Cai (University of Kansas). Econometrics; Quantitative finance; Nonlinear Time Series. zero. Haiqiang Chen (Xiamen University).The Bahamas is an archipelago of 700 islands and cays located in the Caribbean Sea. It is known for its stunning beaches, crystal clear waters, and vibrant culture. A cruise to the Bahamas is one of the best ways to experience all that this...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是谁?活动家提供Zongwu Cai简历,Zongwu Cai演讲邀约及出席会议历程(更新于:2015年05月29日)。Zongwu Cai,美国堪萨斯大学教授,近期共出席会议1场, ...Zongwu CAI | Cited by 4,323 | of University of Kansas, Kansas (KU) | Read 182 publications | Contact Zongwu CAIWork Biography for Zongwu Cai, University of Kansas. Zongwu Cai works as a Charles Oswald Distinguished Professor of Econometrics & Professor of Economics, ...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 theAU - 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.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 ...View the article/chapter PDF and any associated supplements and figures for a period of 48 hours. Article/Chapter can not be printed. Article/Chapter can not be downloaded. For nonlinear additive time series models, an …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.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 North Carolina at Charlotte In this paper we study nonparametric estimation of regression quantiles for time series data by inverting a weighted Nadaraya-Watson (WNW) estimator of con-ditional distribution function, which was first used by Hall, Wolff, and Yao (1999, Journal of the American Statistical Association …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.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 ...We are preparing your search results for download ... We will inform you here when the file is ready. Download now!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 ...Chih-Ling Tsai, Zongwu Cai and Xizhi Wu. University of California, Southwest Missouri State University. and Nankai University. Abstract: Linear and squared ...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.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 & 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, 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 ...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 - 2:15pmCai, 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.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 …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: 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 …Zongwu Cai & Huaiyu Xiong, 2013. "Effient Estimation of Partially Varying Coefficient Instrumental Variables Models," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University. repec:wyi:journl:002096 is not listed on IDEAS Cai, Zongwu & Li, Qi & Park, Joon Y., 2009.Selection of Mixed Copula Model via Penalized Likelihood Zongwu CAI and Xian WANG ...Cai’s research was supported, in part, by the National Nature Science Foundation of China grants #71131008 (Key Project) and #70871003. ... Baton Rouge, LA 70803; Email: [email protected]. xCorresponding Author: Zongwu Cai, Department of Economics, University of Kansas, Lawrence, KS 66045 and The Wang Yanan Institute for Studies in Economics ...Zongwu Cai: Department of Economics, The University of Kansas, Lawrence, KS 66045, USA Pixiong Chen: Department of Economics, The University of Kansas, Lawrence, KS 66045, USA No 202216, WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS from University of Kansas, Department of Economics.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.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, ChinaSolving 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 …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 & 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.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 Caia,b and Zhijie Xiaoc aDepartment of Mathematics & Statistics, University of North Carolina at Charlotte, Charlotte, NC 28223, USA, E-mail: [email protected]. ... Cai’s research was supported, in part, by the National Science Foundation of China grants #70871003 and #70971113, and funds provided by the University ...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 …Zongwu CAI | Cited by 4,323 | of University of Kansas, Kansas (KU) | Read 182 publications | Contact Zongwu CAICai’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 …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, …. Nonparametric Estimation Of Varying Coefficient Dynamic Panel DataCai’s research was supported, in part, by the National Nature S 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 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 Effect of FDI (Zongwu Cai, Linna Chen and Ying Fang). Sp...

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