Zongwu cai

Shengfang Tang a, Zongwu Cai b, Ying Fang

Cai, Zongwu and Fang, Ying and Tian, Dingshi, Assessing Tail Risk Via a Generalized Conditional Autoregressive Expectile Model. Available at SSRN: …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 ...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 ...

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Cai, Zongwu. Fan, Jianqing. Yao, Qiwei. Publication Date. 1999. eScholarship.org. Powered by the California Digital Library. University of California. Page 2 ...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 & 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. 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.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, …1234 zongwu cai, prasad a. naik an d chih-ling tsai Here we assume that δ i and ε i a re mutually independen t and identi cally dis- tributed (i.i.d.) random errors with mean zero and variances ...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 ...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 …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 – University of Kansas, USA Mehmet Caner – North Carolina State University, USA Xu Cheng – University of Pennsylvania, USA Alexander Chudik - Federal Reserve Bank of Dallas, USA Aureo de Paula – University College London, UK Stephen Donald – University of Texas, USA Juan Carlos Escanciano – University Carlos III de Madrid ...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.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.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, Wei Lin, Linman Sun and Zhengyi Zhang. “Misspecification test of nonparametric pricing kernel.” - Wei Lin, Jianhua Huang and Tucker McElroy ...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 …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, 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.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.Title. A Functional-coefficient VAR Model for Dynamic Quantiles with Constructing Financial Network. Working papers series in theoretical and applied economics. Authors. Zongwu …

202219 Tax Holidays and the Heterogeneous Pass-Through of Gasoline Taxes by Tsvetan Tsvetanov ; 202217 Consumption Loan Augmented Divisia Monetary Index and China Monetary Aggregation by William Barnett & Kun He & Jingtong He ; 202216 New Online Investor Sentiment and Asset Returns by Zongwu Cai & Pixiong Chen ; 202215 …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., PhillipsZongwu Cai: Department of Economics, The University of Kansas, Lawrence, KS 66045, USA Guannan Liu: School of Economics and WISE, Xiamen University, Xiamen, Fujian 361005, China No 202105, 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 1

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.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 ...…

Reader Q&A - also see RECOMMENDED ARTICLES & FAQs. Zongwu Cai and. Qi Li. Show author details. Zongwu Cai: Affiliatio. Possible cause: Tzyh-Jong Tarn, Department of Electrical and Systems Engineering, Washington Un.

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, 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.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 ...

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 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 ...16 de fev. de 2022 ... zero. Zongwu Cai (University of Kansas). Econometrics; Quantitative finance; Nonlinear Time Series. zero. Haiqiang Chen (Xiamen University).

Xuan Liua, Fang Yangb, Zongwu Caic,d,n a Department of Eco 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... 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 ... Zongwu Cai Haiqiang Chen Xiaosai Liao Cite Request full-text PrTzyh-Jong Tarn, Department of Electrical and Syste CAI, Zongwei 蔡宗葦教授. Chair Professor, Founding Kwok Yat Wai Endowed Chair of Environmental and Biological Analysis; Director, Dioxin Analysis Lab.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 Dr. Wei Cai: Numerical Study on the Optical Coupli 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 Kansthank Mark Bils, Zongwu Cai, Yongsung Chang, Ron Gallant, George JaLAWRENCE — Zongwu Cai is recognized internationall CAI, Zongwei 蔡宗葦教授. Chair Professor, Founding Kwok Yat Wai Endowed Chair of Environmental and Biological Analysis; Director, Dioxin Analysis Lab.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. Liu, Bingduo Yang and Zongwu Cai). Scandinavian Journal of S 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. Zongwu Cai, Haiyong Liu, and Xuan Liu, 2023. Time Varying Relative Risk Aversion: Mechanism and. Evidence. Working paper, Submitted. 2. T.J. Cheng and Xuan ... Shengfang Tang a, Zongwu Cai b, Ying Fang a, c, Ming Lin a,[Zongwu Cai. Department of Mathematics, Hangzhou University,Zongwu Cai & Xiyuan Liu, 2021. " Solving the Price Puzzle V 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.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 ...