Zongwu cai. This article proposes a unified and easily implemented nonpara...

Cai, Zongwu and Fang, Ying and Tian, Dingshi, Assessing Tail Risk

Statistica Sinica 1 Time-Varying Mixture Copula Models with Copula Selection Bingduo Yang1, Zongwu Cai2, Christian M. Hafner3 and Guannan Liu4 1Lingnan (University) College, Sun Yat-sen University 2Department of Economics, University of Kansas 3Louvain Institute of Data Analysis and Modeling, Universit e catholique de Louvain ...Zongwu Cai. The Charles Osward Professor of Econometrics, Department of Economics, University of Kansas, Lawrence, USA 66045 and Xiamen University, Xiamen, China, …Zongwu Cai; Yongmiao Hong; This paper gives a selective review on the recent developments of nonparametric methods in continuous-time finance, particularly in the areas of nonparametric estimation ...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 …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 ...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 ...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.“Optimal Smoothing in Nonparametric Conditional Quantile Derivative Function Estimation”, with Wei Lin, Zongwu Cai and Zheng Li. Journal of Econometrics ...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.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 ….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 …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 …Nonparametric Estimation Of Varying Coefficient Dynamic Panel Data Models. Provided by: Xiamen University Institutional Repository | Year: 2013. by Zongwu Cai, ...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, …Cai’s research was supported, in part, by the National Nature Science Foundation of China grants #71131008 and #70971113. We are grateful to two anonymous referees and the conference participants at the “International Symposium on Econometrics of Specification Test in 30 Years” in June 2010 in Xiamen, China.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 ...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. 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.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 …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.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 …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.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.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. 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.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, Chinapolynomial tting; one-step procedure. Zongwu Cai is Assistant Professor, Department of Mathematics, University of North Carolina, Charlotte, NC. 28223. E-mail: ...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.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. 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.Functional coefficient models for economic and financial data / Zongwu Cai. Resampling methods for functional data / Timothy McMurry and Dimitris Politis.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.suggestions. We are grateful for the comments on early versions of this paper by Zongwu Cai, Stephen Donald, Peter R. Hansen, Joel Hasbrouck, Shantaram Hegde, Yingyao Hu, Robert Lieli, Chris Neely, Pedro Saffi, Michael Wolf, Yangru Wu, and Jialin Yu. We also thank the participants of the InauguralAll 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 (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 …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.Receive an update when the latest issues in this journal are publishedZongwu 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 ...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 …Zongwu Cai: Director. Bin He: Director. Benxian Zhang: Director. Ching-Lung Lee: Independent Director. Jen-Chi Lu: Independent Director. Shang-Wu Yu ...If you’re planning a trip to the Bahamas, one activity that has gained popularity in recent years is swimming with pigs. Yes, you read that right – swimming with pigs. Swimming with pigs in the Bahamas began on a small island called Big Maj...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, ChinaPenalized Model Averaging for High Dimensional Quantile Regressions. Haowen Bao, Zongwu Cai, Yuying Sun and Shouyang Wang Additional contact information Haowen Bao: School of Economics and Management, University of Chinese Academy of Sciences and Academy of Mathematics and Systems Science, Chinese Academy of Sciences, ChinaAU - 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.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 …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 ...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, 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 ...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 …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 ...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 ...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 …Cai, Zongwu. Fan, Jianqing. Yao, Qiwei. Publication Date. 1999. eScholarship.org. Powered by the California Digital Library. University of California. Page 2 ...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.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, ChinaWork Biography for Zongwu Cai, University of Kansas. Zongwu Cai works as a Charles Oswald Distinguished Professor of Econometrics & Professor of Economics, ...The Bahamas is an archipelago of 700 islands and cays located in the Caribbean Sea. It is known for its stunning beaches, crystal clear waters, and vibrant culture. A cruise to the Bahamas is one of the best ways to experience all that this...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 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 Kansas - School of Business - Economics Area. Shouyang Wang. Chinese Academy of Sciences (CAS) - Academy of Mathematics and …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.By Zongwu Cai and Xiyuan Liu; Abstract: The degree of interdependences among holdings of financial sectors and its varying patterns play important roles in A Functional-Coefficient VAR Model for Dynamic Quantiles with Constructing …Zongwu CAI | Cited by 4,322 | of University of Kansas, Kansas (KU) | Read 182 publications | Contact Zongwu CAIBingduo 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 oftenSemantic Scholar extracted view of "Weighted Nadaraya–Watson regression estimation" by Z. Cai DOI: 10.1016/S0167-7152(00)00172-3 Corpus ID: 12425264 Weighted Nadaraya–Watson regression estimation @article{Cai2001WeightedNR, title={Weighted ...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. HoustonContents 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 | Cited by 4,322 | of University of Kansas, Kansas (KU) | Read 182 publications | Contact Zongwu CAIGet 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.... “Optimal Smoothing in Nonparametric ConditionalCai, Zongwu and Chen, Jiazi and Niu, Linlin, A Semiparame 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 ...Zongwu 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 … 34. 23. i10-index. 67. 48. Zongwu Cai. Department of Economics, Univer The majority of empirical research in economics ignores the potential benefits of nonparametric methods, while the majority of advances in nonparametric theory ignore the problems faced in applied econometrics. Zongwu Cai. Personal details. Affiliation. Rese...

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