Zongwu cai
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. …Zongwu Cai. Charles Oswald Professor of Econometrics. Contact Info. [email protected]. Lawrence. Education — Ph.D. in Statistics, University of California. M.S. in Statistics, Zhejiang University (Hangzhou University), Hangzhou, China. B.S. in Mathematics, China University of Geosciences, Wuhan, China.
Did you know?
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; 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 ...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 ...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 ...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.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 …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 …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.Suggested Citation. Zongwu Cai & Xiyuan Liu, 2020. " A Nonparametric Dynamic Network via Multivariate Quantile Autoregressions ," WORKING PAPERS SERIES IN …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.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, …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: 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.Zongwu Cai and. Qi Li. Show author details. Zongwu Cai: Affiliation: University of North Carolina at Charlotte and Xiamen University. Qi Li*: Affiliation: Texas ...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 …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 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 …
Dr. Zongwu Cai. Oswald Distinguished Professor of Econometrics. [email protected]. Office: Snow Hall, Room 352 Mailing Address: Department of Economics University of Kansas 1460 Jayhawk Boulevard Lawrence, KS 66045 USA. Interesting Resources Econ Department at KU Academic and Professional Positions ...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, ……
Reader Q&A - also see RECOMMENDED ARTICLES & FAQs. Zongwu Cai. University of Kansas | KU · Departmen. Possible cause: - Zongwu Cai, Wei Lin, Linman Sun and Zhengyi Zhang. “Misspecification test of n.
Zong-qi Cai (蔡宗齊) is a bicultural U.S./China academic based at the University of Illinois at Urbana-Champaign, where he teaches Chinese literature and Classical Chinese poetry …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. The Charles Osward Professor of Econometrics, Department of Economics, University of Kansas, Lawrence, USA 66045 and Xiamen University, Xiamen, China, Rong Chen. Department of Statistics, Rutgers University, Piscataway, USA 08854
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 …Zong-qi Cai (蔡宗齊) is a bicultural U.S./China academic based at the University of Illinois at Urbana-Champaign, where he teaches Chinese literature and Classical Chinese poetry …
Zongwu Cai, Haiyong Liu, and Xuan Liu, 2023. Time Varying 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?The Turks and Caicos Islands are a paradise located in the Caribbean, boasting crystal-clear turquoise waters, stunning beaches, and a relaxed atmosphere. This British Overseas Territory is made up of 40 islands and cays, with only eight of... Zongwu Cai. Department of Economics, University oGuannan Liu1 Wei Long2 Bingduo Yang3 Zongwu Cai4 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. 1234 zongwu cai, prasad a. naik an d chih-ling 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 … Current information and listing of economicCAI, Zongwei 蔡宗葦教授. Chair Professor, Founding Kwok This article proposes a unified and easily implemented nonpa 498 zongwu cai et al. Hence, asymptotically all irrelevant covariates, either continuous or discrete, is smoothed out from the regression model by the CV method.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, This article proposes a unified and easily imp Zongwu Cai. Department of Mathematics & Statistics, University of North Carolina at Charlotte, NC 28223, USA. Wang Yanan Institute for Studies in Economics, … Get ratings and reviews for the top 11 gutter guard compan[Functional coefficient models for economic and fSuggested Citation. Zongwu Cai & Xiyuan Liu, 2020. " A 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.