Zongwu Cai (Department of Economics, The University of Kansas, Lawrence, KS 66045, USA) Registered: Abstract. Broke out at the end of 2019, the novel coronavirus pneumonia (COVID-19) has been spreading in over 185 countries and territories, leading to more than 1,350,000 confirmed infections and 74,000 fatalities; the dismal performance of the ...170 ZONGWU CAI alternative procedure is first to estimate the conditional distribution function using the “double-kernel” local linear technique of Fan, Yao , and Tong ~1996! and then to invert the conditional distribution estimator to produce an estima-tor of a ...AU - 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.All content in this area was uploaded by Zongwu Cai on Jan 05, 2022 . Content may be subject to copyright. ... Cai (2003) qui a proposé un estimateur de la fonction de régression. Nous ...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, 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 ...Zongwu Cai Huaiyu Xiong In this article, we study a new class of semiparametric instrumental variables models, in which the structural function has a partially varying coefficient functional form.Chih-Ling Tsai, Zongwu Cai and Xizhi Wu. University of California, Southwest Missouri State University. and Nankai University. Abstract: Linear and squared ...Contents 1 Introduction page 1 1.1 Overview 1 1.2 Birth of the text 2 1.3 Who will benefit 3 1.4 Why this book is relevant 3 1.5 Examples 4 1.5.1 CO2 emissions 4 1.5.2 Age earnings 5Zongwu 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 …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.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.Get ratings and reviews for the top 11 gutter guard companies in Tega Cay, SC. Helping you find the best gutter guard companies for the job. Expert Advice On Improving Your Home All Projects Featured Content Media Find a Pro About Please en...select article State-domain change point detection for nonlinear time series regression202219 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 …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 …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.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. …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 …Zongwu Cai (Contact Author) University of North Carolina at Charlotte ( email) 9201 University City Blvd Charlotte, NC 28223 United States 704-687-2650 (Phone) Download This Paper Open PDF in Browser Do you …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 & 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 …Zongwu Cai. The Charles Osward Professor of Econometrics, Department of Economics, University of Kansas, Lawrence, USA 66045 and Xiamen University, Xiamen, China, …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 Department of Mathematics, University of North Carolina, Charlotte, NC, 28223, USA Jianqing Fan Department of Statistics, University of California, Los Angeles, CA, 90095, USA Qiwei Yao Department of Statistics, London School of Economics, London, WC2A 2AE, U.K.Extension to modeling β and γ as a smooth function of t is available in Cai et al. (2015). Some recent developments on nonparametric inferences for predictive regressions, when X t is nonstationary, include, but not limited to, the papers by Juhl (2014) and Kasparis et al. (2015).Zongwu Cai *² . Christian M. Hafner *³ . Guannan Liu *² * Sun Yat-sen University, People's Republic of China *² Xiamen University, People's Republic of China *³ Universit e catholique de Louvain, Belgium . This research was supported by the Deutsche Forschungsgemeinschaft through the International Research Training Group 1792 .Mingfeng Zhan, Zongwu Cai, Ying Fang, Ming Lin. 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 reviews in the usual places.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 …In this article, quantile regression methods are suggested for a class of smooth coefficient time series models. We use both local polynomial and local constant fitting schemes to estimate the smoo... Zongwu Cai Zongwu Cai is Professor, Department of Mathematics and Statistics, University of North Carolina, Charlotte, NC 28223 , and …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 ...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 …Zongwu Cai, Christian Hafner and Guannan Liu Corresponding Author Guannan Liu E-mail [email protected] Notice: Accepted version subject to English editing. Statistica Sinica 1Zongwu Cai, Xiyuan Liu. University of Kansas, Department of Economics, 2020. Bibliographic information.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 ...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 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 …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 …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 is a professor in the Mathematics department at University of North Carolina at Charlotte - see what their students are saying about them or leave a rating yourself.6 Bingduo Yang, Zongwu Cai, Christian M. Hafner, and Guannan Liu Theorem A.2: Let fX 1i; ;X NigT i=1 be a strictly stationary -mixing se- quence following the proposed models (2.1)-(2.2) in the main text. For a left boundary point ˝= bh, under Conditions A1-A6, weCai, 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. 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.Zongwu Cai. The Charles Osward Professor of Econometrics, Department of Economics, University of Kansas, Lawrence, USA 66045 and Xiamen University, Xiamen, China, …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, …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 Ying Fang: The Wang Yanan Institute for Studies in Economics, Xiamen University, Xiamen, China No 201807, WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS from University of Kansas, Department of Economics.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, 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.We are preparing your search results for download ... We will inform you here when the file is ready. Download now!AU - 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.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 …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, …Zongwu Cai. University of Kansas - School of Business - Economics Area. Shouyang Wang. Chinese Academy of Sciences (CAS) - Academy of Mathematics and …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 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 ...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, …Zongwu CAI | Cited by 4,322 | of University of Kansas, Kansas (KU) | Read 182 publications | Contact Zongwu CAIZongwu 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.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 …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 ...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,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 4Zongwu Cai. Personal details. Affiliation. Research. Citations. More. Corrections. Research output. as. Jump to: Working papers Articles. Working papers. Fukang Zhu & Zongwu …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. University of Kansas - School of Business - Economics Area. There are 2 versions of this paper Time-Varying Relative Risk Aversion: Mechanisms and Evidence. Number of pages: 50 Posted: 17 …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 | Cited by 4,322 | of University of Kansas, Kansas (KU) | Read 182 publications | Contact Zongwu CAIDr. 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 (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 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.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.Current information and listing of economic research for Zongwu Cai with RePEc Short-ID pca121 Advanced search Economic literature: papers , articles , software , chapters , books .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， ...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?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. University of Kansas | KU · Department of Economics. Connect with experts in your field. Join ResearchGate to contact this researcher and connect with your scientific …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, ChinaCai, Z. & Wang, X.. (2014) Selection of mixed copula model via penalized likelihood. Journal of the American Statistical Association 109, 788 – 801. 10.1080/01621459.2013.873366 CrossRef Google ScholarDr. 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 …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 analyticalZongwu 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 ...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 …select article State-domain change point detection for nonlinear time series regressionZongwu 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.Get ratings and reviews for the top 11 gutter guard, Tzyh-Jong Tarn, Department of Electrical and Systems Engineering, Washington University, MO, USA. S, Dr. Zongwu Cai's Home Page. 1. Interesting Resources. 2. Econ Department at KU. 3. Master Programs in Economics at K, suggestions. We are grateful for the comments on early versi, 6 Bingduo Yang, Zongwu Cai, Christian M. Hafner, and Guannan Liu Theorem A.2: Let f, Zongwu Cai. University of Kansas | KU · Department of Economics. Conne, Penalized Model Averaging for High Dimensional Quantile Regressions. Haowen Bao, Zongwu Cai, Y, Solving the Price Puzzle Via A Functional Coefficient Factor-, This article proposes a unified and easily implemen, Zongwu Cai & Xiyuan Liu, 2020. "A Functional-Coefficient , View the article/chapter PDF and any associated supplements, Zongwu Cai. Charles Oswald Distinguished Professor of Eco, Zong-qi Cai (蔡宗齊) is a bicultural U.S./China academic based , Zongwu Cai University of North Carolina at Charlotte Haiyon, Semiparametric functional coefficient models with integrated covariat, Chih-Ling Tsai, Zongwu Cai and Xizhi Wu. University of Califor, Instructor: Dr. Zongwu CAI Phone: (785) 864-1886. Office: 3, LAWRENCE — Zongwu Cai is recognized internationally for his outsta.