Zongwu cai

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 ..

Empir Econ (2015) 48:407–426 DOI 10.1007/s00181-014-0888-5 Forecasting major Asian exchange rates using a new semiparametric STAR model Nan Cai · Zongwu Cai · Ying Fang · Qiuhua Xu Received ...Meiying Zhong, Zongwu Cai Earnings management and liquidity risk [J] Journal of. Page 2. Curriculum Vitae. Page: 2/3. Systems Engineering. • Meiying Zhong, ...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 risk

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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. 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... 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 …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. …

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. University of Kansas - School of Business - Economics Area. Abstract. This paper explores the issue of understanding time-varying relative risk aversion with household-level data. First, we derive an analytic form for a parsimonious portfolio choice model with the preference given by Greenwood, Hercowitz and Huffman (1988, …Nonparametric Estimation Of Varying Coefficient Dynamic Panel Data Models. Provided by: Xiamen University Institutional Repository | Year: 2013. by Zongwu Cai, ...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 …

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. HoustonZongwu Cai, Xiyuan Liu Department of Economics, University of Kansas, Lawrence, KS 66045, USA July 27, 2021 Abstract The degree of interdependences among holdings of nancial sectors and its varying patterns play important roles in forming systemic risks within a nancial system. ….

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The Turks and Caicos Islands are a paradise located in the Caribbean, boasting crystal-clear turquoise waters, stunning beaches, and a relaxed atmosphere. This British Overseas Territory is made up of 40 islands and cays, with only eight of...Zongwu Cai Department of Mathematics & Statistics, University of North Carolina at Charlotte, NC 28223, USA. Wang Yanan Institute for Studies in Economics, MOE Key Laboratory of Econometrics, and Fujian Key Laboratory of Statistical Sciences, Xiamen University, Xiamen, Fujian 361005, China.

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 …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: Department of Economics, The University of Kansas, Lawrence, KS 66045, USA No 202008, WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS from University of Kansas, Department of Economics. Abstract: Keywords: coronavirus pneumonia (COVID-19); Damage assement; Economic impacts; Economy …

who community Zongwu 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.Zongwu Cai. Personal details. Affiliation. Research. Citations. More. Corrections. Citations. Many of the citations below have been collected in an experimental project, CitEc, where … mentor at risk youthkansas football houston 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 … cars near me under 7000 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 ... nada sxs valueslabcorp robbinsville njkansas university basketball coach 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 ... prism training 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.polynomial tting; one-step procedure. Zongwu Cai is Assistant Professor, Department of Mathematics, University of North Carolina, Charlotte, NC. 28223. E-mail: ... overtimemegan leaks redditbandh photo tax exemptthe studio grill 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 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, USA