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Zongwu Cai University of North Carolina at Charlotte Haiyong Liu Texas State University Xuan Liu East Carolina University - Department of Economics Date Written: March 13, 2019 Abstract This paper explores theoretical implications and …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 ...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, 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 ...

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:202106.170 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 ...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 ...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 . ...Zongwu 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.

LAWRENCE — Zongwu Cai is recognized internationally for his outstanding professional and academic achievements in economics, econometrics and statistics. …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)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 4 ….

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Aug 26, 2021 · Thu, 08/26/2021. 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 ... 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 | KU · Department of Economics. Connect with experts in your field. Join ResearchGate to contact this researcher and connect with your scientific …

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 …Semiparametric functional coefficient models with integrated covariates (with Yiguo Sun and Zongwu Cai), ​ Econometric Theory, 2013. [PDF] ​3. Measuring ...

freetech4teachers Zongwu Cai, Xiaoping Xu, Nonparametric Quantile Estimations for Dynamic Smooth Coefficient Models, Journal of the American Statistical Association, 10.1198/jasa.2009.0102, 104, 485, (371-383), (2009). Crossref Lieven Clement, Olivier Thas, Testing for trends ...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 … wickepdeiacretaceous paleogene extinction 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 ... concur download app Nonparametric Estimation Of Varying Coefficient Dynamic Panel Data Models. Provided by: Xiamen University Institutional Repository | Year: 2013. by Zongwu Cai, ...Functional coefficient models for economic and financial data / Zongwu Cai. Resampling methods for functional data / Timothy McMurry and Dimitris Politis. who is on the thousand dollar billjalen wilson bornmap it framework for disaster recovery 496 ZONGWU CAI ET AL. function of Y given the remaining continuous variables. However, this sample splitting method may give unreliable estimation results or even become infeasible when the number ... group velocity 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 … hassan johnsonjonathan morrison facebookseberger Zongwu Cai 1, Qi Li 2 ... ing data, and Cai et al + ~ 2006! considered nonparametric two-stage IV estima-tors for returns to education + The rest of this paper is organized as follows + In Section 2, we formally intro-duce the varying coefficient dynamic panel data model and discuss model iden-