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 University of North Carolina at Charlotte - see what their students are saying about them or ...

is T 1..., = ()Where 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...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 …

haitian creation Cai's research was supported, in part, by the National Science Foundation grant DMS 0072400 and funds provided by the University of North Carolina at Charlotte. Cai did much of his work on this article during his visit at the Laboratoire de Mathématiques Pures et Appliquées Joseph Liouville, Université du Littoral.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 guelatao oaxacahow far is target from me Cai, Zongwu and Fang, Ying and Tian, Dingshi, Assessing Tail Risk Via a Generalized Conditional Autoregressive Expectile Model. Available at SSRN: … ravens theme team pack madden 23 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...1. Interesting Resources. 2. Econ Department at KU. 3. Master Programs in Economics at KU. 4. The 2023 Kansas Econometrics Workshop (May 5, 2023) at KU. Education. Ph.D. in Statistics, 1995. University of California, Davis, USA. M.S. in Statistics, 1988. Zhejiang University (Hangzhou University), Hangzhou, China. B.S. in Mathematics, 1982. craigslist arizona cars and trucks by ownercraigslist cars waterloo iowamarac conference 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 ... madison tn zillow 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, … devex exchange ratesdemon slayer gif nezuko and tanjiroryan holland Xuan Liu, Fang Yang and Zongwu Cai. Journal of Economic Dynamics and Control, 2016, vol. 69, issue C, 229-248 Abstract: We test whether relative risk aversion varies with wealth using the Panel Study of Income Dynamics data in the U.S. Our analytical results indicate the following implications. For each household, there are two channels through ...Zongwu Cai. Department of Economics, University of Kansas. Verified email at ku.edu - Homepage. ... Z Cai, M Das, H Xiong, X Wu. Journal of Econometrics 133 (1), 207-241, 2006. 132: 2006: Semiparametric quantile regression estimation in dynamic models with partially varying coefficients.