Zongwu cai
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...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: 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.
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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, 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 ...Cai, 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 Scholar6 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, weA 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 …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 …16 de fev. de 2022 ... zero. Zongwu Cai (University of Kansas). Econometrics; Quantitative finance; Nonlinear Time Series. zero. Haiqiang Chen (Xiamen University).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 …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.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.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 ...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, Xiyuan Liu. University of Kansas, Department of Economics, 2020. Bibliographic information.Chih-Ling Tsai, Zongwu Cai and Xizhi Wu. University of California, Southwest Missouri State University. and Nankai University. Abstract: Linear and squared ...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 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.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 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 …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 & 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.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 is a professor in the Mathematics department at UZongwu Cai & Xiyuan Liu, 2020. " A Nonpar 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 … Dr. Zongwu Cai's Home Page 1. Interesting Resources 2. Econ De 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 ... Note that, according to Cai et al. (2006), one IV is 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 ...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.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. HoustonCurrent information and listing of economic research for Zongwu Cai with RePEc Short-ID pca121 Advanced search Economic literature: papers , articles , software , chapters , books .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...
- Zongwu Cai, Wei Lin, Linman Sun and Zhengyi Zhang. “Misspecification test of nonparametric pricing kernel.” - Wei Lin, Jianhua Huang and Tucker McElroy ...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 . ...…
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Work Biography for Zongwu Cai, University of Kansas. Zongwu Cai works as a Charles Oswald Distinguished Professor of Econometrics & Professor of Economics, ...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 . ...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.
Cai, Zongwu and Chen, Jiazi and Niu, Linlin, A Semiparametric Model for Bond Pricing with Life Cycle Fundamental (January 7, 2021). Available at SSRN: …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... 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. Wei Cai: Numerical Study on the Optical Coupling by 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. Functional coefficient models for economSemiparametric Estimation and Model Selection for Co 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 ...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 ... The Turks and Caicos Islands are a paradise located in the Caribb 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 ... Project and Program Management. The Journal of Management ScieZongwu Cai: Department of Economics, The UniverZongwu Cai. Department of Mathematics & Semiparametric 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, China170 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 ... Zongwu CAI | Cited by 4,323 | of University of Kansas, Kans 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). Haowen Bao & Zongwu Cai & Yuying Su[Zongwu Cai是谁?活动家提供Zongwu Cai简历，Zongwu Ca“Optimal Smoothing in Nonparametric Condition Project and Program Management. 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 ….Cai, Zongwu. Fan, Jianqing. Yao, Qiwei. Publication Date. 1999. eScholarship.org. Powered by the California Digital Library. University of California. Page 2 ...