Zongwu cai.

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 ...

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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 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 ...Current 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 & 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.Zongwu Cai. Department of Mathematics, Hangzhou University, Hangzhou ... Cai, Strong consistency and rates for probability density estimators of weakly dependent ...

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. 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, Xiyuan Liu Department of Economics, University of Kansas, Lawrence, KS 66045, USA July 27, 2021 Abstract The degree of interdependences among holdings of nancial sectors and its varying patterns play important roles in forming systemic risks within a nancial system.

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 ...LAWRENCE — Zongwu Cai is recognized internationally for his outstanding professional and academic achievements in economics, econometrics and statistics. …Zongwu Cai. (Department of Economics, The University of Kansas, Lawrence, KS 66045, USA) Gunawan. (Department of Economics, The University of Kansas, Lawrence, KS …蔡宗武 Zongwu Cai: 計畫主持人 89,000: 097: 專題研究計畫 (推動規劃補助計畫) 財務: 補助國內大專校院購置S&P COMPUSTAT企業財務分析資料庫專案: 計畫主持人 ...

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.

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 ...

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 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 …Title. A Functional-coefficient VAR Model for Dynamic Quantiles with Constructing Financial Network. Working papers series in theoretical and applied economics. Authors. Zongwu …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 oftenDr. 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 & Xiyuan Liu, 2020. " A Nonparametric Dynamic Network via Multivariate Quantile Autoregressions ," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202209, University of Kansas, Department of Economics, revised Mar 2022. Handle: RePEc:kan:wpaper:202209. as.

Zongwu Cai. University of Kansas - School of Business - Economics Area. Haiqiang Chen. Xiamen University. Xiaosai Liao. Southwestern University of Finance …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.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 …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- Zongwu Cai, Wei Lin, Linman Sun and Zhengyi Zhang. “Misspecification test of nonparametric pricing kernel.” - Wei Lin, Jianhua Huang and Tucker McElroy ...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, China

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 …Title. A Functional-coefficient VAR Model for Dynamic Quantiles with Constructing Financial Network. Working papers series in theoretical and applied economics. Authors. Zongwu …

“Optimal Smoothing in Nonparametric Conditional Quantile Derivative Function Estimation”, with Wei Lin, Zongwu Cai and Zheng Li. Journal of Econometrics ...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 oftensuggestions. We are grateful for the comments on early versions of this paper by Zongwu Cai, Stephen Donald, Peter R. Hansen, Joel Hasbrouck, Shantaram Hegde, Yingyao Hu, Robert Lieli, Chris Neely, Pedro Saffi, Michael Wolf, Yangru Wu, and Jialin Yu. We also thank the participants of the InauguralSemiparametric Estimation and Model Selection for Conditional Mixture Copula Models. Guannan Liu, Wei Long, Bingduo Yang and Zongwu Cai Additional contact information Guannan Liu: School of Economics and WISE, Xiamen University, Xiamen, Fujian 361005, ChinaA 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, ChinaFor 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...Selection of Mixed Copula Model via Penalized Likelihood Zongwu CAI and Xian WANG ...Nonparametric Estimation Of Varying Coefficient Dynamic Panel Data Models. Provided by: Xiamen University Institutional Repository | Year: 2013. by Zongwu Cai, ...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.

Selection of Mixed Copula Model via Penalized Likelihood Zongwu CAI and Xian WANG ...

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 …

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 …Cai, Zongwu and Chen, Jiazi and Niu, Linlin, A Semiparametric Model for Bond Pricing with Life Cycle Fundamental (January 7, 2021). Available at SSRN: …Cai, 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.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.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 …Show : "Wow ! Nice Figure S3" Cut EP5Cp : Wang Ziyi * Xumengjie BGM : Ngôi sao nhỏ - Uông Tô Lang - 小星星 - 汪蘇瀧Nguồn Vedeo: © 不吃魔芋的我 ...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, 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 …

Cai, Zongwu and Chen, Jiazi and Niu, Linlin, A Semiparametric Model for Bond Pricing with Life Cycle Fundamental (January 7, 2021). Available at SSRN: …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, 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, Christian Hafner and Guannan Liu Corresponding Author Guannan Liu E-mail [email protected] Notice: Accepted version subject to English editing. Statistica Sinica 1Instagram:https://instagram. kansas basketball last yearinformation systems careerparking rules and regulationssustainability plan for grant example 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 - 2:15pmMeiying Zhong, Zongwu Cai Earnings management and liquidity risk [J] Journal of. Page 2. Curriculum Vitae. Page: 2/3. Systems Engineering. • Meiying Zhong, ... persuasion examplericky council iv mom 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 ... ku functional medicine - Zongwu Cai, Wei Lin, Linman Sun and Zhengyi Zhang. “Misspecification test of nonparametric pricing kernel.” - Wei Lin, Jianhua Huang and Tucker McElroy ...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.