Zongwu cai.

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 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 ...Cai’s research is supported, in part, by the National Nature Science Foundation of China grants #71131008 (Key Project) and #70971113. Li’s research is partially supported by the National Nature Science Foundation of China grant #71133001.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.

The 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.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 …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 …

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.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 | Cited by 4,323 | of University of Kansas, Kansas (KU) | Read 182 publications | Contact Zongwu CAISemiparametric functional coefficient models with integrated covariates (with Yiguo Sun and Zongwu Cai), ​ Econometric Theory, 2013. [PDF] ​3. Measuring ...Zongwu CAI | Cited by 4,322 | of University of Kansas, Kansas (KU) | Read 182 publications | Contact Zongwu CAIZongwu Cai. University of Kansas - School of Business - Economics Area. Haiqiang Chen. Xiamen University. Xiaosai Liao. Southwestern University of Finance …

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 ...

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 analytical

Zongwu Cai Department of Economics, University of Kansas Verified email at ku.edu View all Follow Jianqing Fan Professor of Statistics, Professor of Finance, Princeton University Verified email at princeton.edu - Homepage Statistics machine learning finance ...Biography —. 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. 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.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 ...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

Zongwu Cai. (Department of Economics, The University of Kansas, Lawrence, KS 66045, USA) Gunawan. (Department of Economics, The University of Kansas, Lawrence, KS …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 ...Nonparametric Estimation Of Varying Coefficient Dynamic Panel Data Models. Provided by: Xiamen University Institutional Repository | Year: 2013. by Zongwu Cai, ...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 & 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.AU - Cai, Zongwu. AU - Fan, Jianqing. AU - Li, Runze. PY - 2000/9/1. Y1 - 2000/9/1. N2 - This article deals with statistical inferences based on the varying-coefficient models proposed by Hastie and Tibshirani. Local polynomial regression techniques are used to estimate coefficient functions, and the asymptotic normality of the resulting ...

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

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.Semiparametric functional coefficient models with integrated covariates (with Yiguo Sun and Zongwu Cai), ​ Econometric Theory, 2013. [PDF] ​3. Measuring ...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.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.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 …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. 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.

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.

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, …

select article State-domain change point detection for nonlinear time series regressionAU - Cai, Zongwu. AU - Fan, Jianqing. AU - Li, Runze. PY - 2000/9/1. Y1 - 2000/9/1. N2 - This article deals with statistical inferences based on the varying-coefficient models proposed by Hastie and Tibshirani. Local polynomial regression techniques are used to estimate coefficient functions, and the asymptotic normality of the resulting ...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 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-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 ...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, …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 ...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...Artificial 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 …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 …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.

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 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 …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 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 ...Instagram:https://instagram. discontinued pier one glasswarerebecca wetzelkansas state wildcats baseballdoctorate in clinical nutrition 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 & 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 … letter crossingscm university Zongwu Cai. Charles Oswald Distinguished Professor of Econometrics. Masters Program Advisor. Contact Info. [email protected]. 785-864-1886. Office Phone: 785-864-1886. … kevin young 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, …Cai, 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.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 risk