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 & 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.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 *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 .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, Christian Hafner and Guannan Liu Corresponding Author Guannan Liu E-mail [email protected] Notice: Accepted version subject to English editing. Statistica Sinica 1Zongwu Cai. (Department of Economics, The University of Kansas, Lawrence, KS 66045, USA) Gunawan. (Department of Economics, The University of Kansas, Lawrence, KS …Functional coefficient models for economic and financial data / Zongwu Cai. Resampling methods for functional data / Timothy McMurry and Dimitris Politis.“Optimal Smoothing in Nonparametric Conditional Quantile Derivative Function Estimation”, with Wei Lin, Zongwu Cai and Zheng Li. Journal of Econometrics ...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.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 & Qi Li, 2013. "Some Recent Develop- ments on Nonparametric Econometrics," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University. Yudong Wang & Zhiyuan Pan & Chongfeng Wu, 2017.Zongwu Cai. https://doi.org/10.1093/oxfordhb/9780199568444.013.6. Pages. 166–186. Published: 08 August 2018. Cite. Permissions. Share. Abstract. This article discusses the …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 …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: 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, ChinaBingduo 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 oftenArtificial 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 …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. For 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...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 | Cited by 4,322 | of University of Kansas, Kansas (KU) | Read 182 publications | Contact Zongwu CAIShengfang 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,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 …há 19 horas ... ... Cai Zifeng, were killed in this battle. ] 】 [Although the ten elders of the Sun Moon Sect were injured and returned, they captured the ...LAWRENCE — Zongwu Cai is recognized internationally for his outstanding professional and academic achievements in economics, econometrics and statistics. After eight years of work at the University of Kansas, Cai received an appointment as the Charles Oswald Distinguished Professor of Econometrics, which began at the start of the fall 2021 ...Chair: Zongwu Cai. Session I. Professor Yu-Chin Hsu (Academia Sinica) Consistent Tests for Fractional Degree Stochastic Dominance Relations. Professor Chor-Yiu Sin (National Tsing Hua University) On validity of cluster-robust standard errors in cross-section or panel data. Professor Jui-Chung Yang (National Tsing Hua University)Zongwu Cai. University of Kansas - School of Business - Economics Area. Shouyang Wang. Chinese Academy of Sciences (CAS) - Academy of Mathematics and …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 & Qi Li, 2013. "Some Recent Develop- ments on Nonparametric Econometrics," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University. Yudong Wang & Zhiyuan Pan & Chongfeng Wu, 2017.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.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.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 …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 …select article State-domain change point detection for nonlinear time series regression6 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, weView 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 ...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) 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 ...Zongwu 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 . ...Haowen Bao & Zongwu Cai & Yuying Sun & Shouyang Wang, 2023. " Penalized Model Averaging for High Dimensional Quantile Regressions ," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202302, University of Kansas, Department of Economics, revised Jan 2023.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.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, 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. University of Kansas | KU · Department of Economics. Connect with experts in your field. Join ResearchGate to contact this researcher and connect with your scientific …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., PhillipsGet ratings and reviews for the top 12 lawn companies in Tega Cay, SC. Helping you find the best lawn companies for the job. Expert Advice On Improving Your Home All Projects Featured Content Media Find a Pro About Please enter a valid 5-di...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 …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.is T 1..., = ()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 …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.Current information and listing of economic research for Zongwu Cai with RePEc Short-ID pca121 Advanced search Economic literature: papers , articles , software , chapters , books .Suggested Citation. Zongwu Cai & Xiyuan Liu, 2020. " A Nonparametric Dynamic Network via Multivariate Quantile Autoregressions ," WORKING PAPERS SERIES IN …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 46 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, weGet 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...Chair: Zongwu Cai . Session I . Professor Yu-Chin Hsu (Academia Sinica) Consistent Tests for Fractional Degree Stochastic Dominance Relations . Professor Chor-Yiu Sin (National Tsing Hua University) On validity of cluster-robust standard errors in cross-section or panel data . Professor Jui-Chung Yang (National Tsing Hua University)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 ...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 ...Zongwu Cai Department of Economics, University of Kansas, Lawrence, Kansas, USA Search for more papers by this author Guannan Liu, Guannan Liu School of Economics and WISE, Xiamen University, Xiamen, …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 …Get ratings and reviews for the top 12 lawn companies in Tega Cay, SC. Helping you find the best lawn companies for the job. Expert Advice On Improving Your Home All Projects Featured Content Media Find a Pro About Please enter a valid 5-di...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, …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).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 - 2:15pmArtificial 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 …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 .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, …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. University of Kansas; Elias Ould Saïd. Université du Littoral Côte d'Opale (ULCO) Download full-text PDF Read full-text. Download full-text PDF. Read full-text. Download citation.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 …The Journal of Management Science and Engineering (JMSE) is an international, peer-reviewed, scholarly journal that publishes scientific research on the latest developments and practices of management science and engineering, emphasizing modeling, optimization, computation, and data analytics …. View full aims & scope.Zongwu 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 ...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 …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 ...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 Department of Mathematics, University of North Carolina, Charlotte, NC, 28223, USA Jianqing Fan Department of Statistics, University of California, Los Angeles, CA, 90095, USA Runze Li Department of Statistics, University of North Carolina, Chapel Hill, NC, 27599, USAZongwu Cai, Haiyong Liu, and Xuan Liu, 2023. Time Varying Relative Risk Aversion: Mechanism and. Evidence. Working paper, Submitted. 2. T.J. Cheng and Xuan ...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.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 …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 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, ChinaWhere to eat, play, and swim on NCL's private island in the Bahamas, plus what is (and isn't) included when you visit Great Stirrup Cay. Known for its luxury ocean liners, cutting-edge onboard attractions, and kids-sail-free cruise deals, N...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.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 theZongwu Cai, Jianqing Fan and Qiwei Yao. LSE Research Online Documents on Economics from London School of Economics and Political Science, LSE Library. Abstract: The local linear regression technique is applied to estimation of functional-coefficient regression models for time series data. The models include threshold autoregressive models and ...Effect of FDI (Zongwu Cai, Linna Chen and Ying Fang). Speaker: Zongwu Cai (University of Kansas). Chair: Hansheng Wang (Peking University). 10:00-10:20 Tea ...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, Chaoqun Ma, Xianhua Mi University of Kansas, Department of Economics, 2020 0 , Functional coefficient models for economic and financial data , Cai’s research was supported, in part, by the National Nature Science Foundation of China grants, Tzyh-Jong Tarn, Department of Electrical and Systems Engineering, Washington Universi, Xuan Liu, Fang Yang and Zongwu Cai. Journal of Economic Dynamics and Control, 2016, vol. 69, issue C, 229-248, Cai, Zongwu and Chen, Jiazi and Niu, Linlin, A Semiparametric Model for Bond Pricing , For nonlinear additive time series models, an appealing approach used in the literature to e, Zongwu Cai Huaiyu Xiong In this article, we study a ne, Dr. Zongwu Cai's Home Page 1. Interesting Resources 2. Econ, Zongwu CAI | Cited by 4,322 | of University of Kansas, Kan, Dr. Zongwu Cai. Oswald Distinguished Professor of Econometrics., Semiparametric estimation and model selection for conditional mixt, Haowen Bao & Zongwu Cai & Yuying Sun & Shouyang Wang, 202, 496 ZONGWU CAI ET AL. function of Y given the remaining conti, Selection of Mixed Copula Model via Penalized Likelihood Zongwu CAI , Zongwu Cai: Department of Economics, The University of Kansas Yin, Zongwu Cai: Department of Economics, The Universit, suggestions. We are grateful for the comments on early versions of t.