Faculty

Institution

Unit

Venue

Zongwu Cai

Charles Oswald Distinguished Professor of Econometrics

University of Kansas

Affiliations

College of Liberal Arts & Sciences

Economics

Zongwu Cai is currently serving as a College Of Liberal Arts & Sciences Charles Oswald Distinguished Professor of Econometrics at University of Kansas.

Honors

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Experiences

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Education

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Zongwu Cai

University of Kansas

Charles Oswald Distinguished Professor of Econometrics

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statistics econometrics economics time series estimation theory applied statistics empirical finance finance financial economics data science forecasting statistical inference financial econometrics statistical methodology asset pricing economic research economic analysis multivariate analysis predictability probability theory management science distribution function nonstationary regressors economy of china social science research economic modelling bibliometrics panel data economic forecasting behavioral finance varying-coefficient models nonparametric estimation selective review semiparametric estimation nonlinear time series regression analysis policy evaluation efficient estimation censored dependent data kaplan-meier estimator smooth estimator predictive regression models integrated covariates predictive regression model asset returns panel data models cross-sectional dependence contemporary china administrative science reproductive health management engineering asian economics machine learning research theoretical economics economic literature environmental values trend prediction trend analysis parameter estimation disease transmission economic impact analysis interobserver agreement real estate finance censorship portfolio choice household finance dynamic economics adaptive optimization option pricing structural change backtesting obstetrics statistical analysis levy process high-frequency financial econometrics econodynamics macroeconomics quantitative analysis (finance)

Notable Scholarly Works

Notable Federal Grants

Collaborators

A Model Specification Test for Nonlinear Stochastic Diffusions With Delay. Statistical Inference for Stochastic Processes (2024)

Zongwu CaiHongwei MeiRui Wang

nonlinear stochastic diffusionsstatistical inferencemodel specification teststatistics

A Nonparametric Test of Heterogeneity in Conditional Quantile Treatment Effects. Econometric Theory (2024)

Zongwu CaiYing FangMing LinShengfang Tang

causal inferenceeconometricsstatisticseconodynamicsnonparametric test

A Quasi Synthetic Control Method for Nonlinear Models With High-Dimensional Covariates. Statistica Sinica (2024)

Zongwu CaiYing FangMing LinZixuan Wu

statistical methodologyhigh-dimensional covariatesnonlinear modelshigh-dimensional statisticsstatisticscontrol methods

Caviar Model Selection via Adaptive Lasso. Journal of Time Series Analysis (2024)

Zongwu CaiYing FangDingshi Tian

caviar model selectionadaptive lassomodel selectiondata scienceinformation retrievalpattern recognitionmachine learning

Online Investor Sentiment via Machine Learning. Mathematics (2024)

Zongwu CaiPixiong Chen

algorithmic tradingmathematicseconomicsonline investor sentimentfinancemachine learning

Time-Varying Relative Risk Aversion: Theoretical Mechanism and Empirical Evidence. Journal of Empirical Finance (2024)

Xuan LiuHaiyong LiuZongwu Cai

empirical evidencetheoretical mechanismbehavioral financeeconomicsbehavioral economicsfinancerisk management

A New Test on Asset Return Predictability With Structural Breaks. Journal of Financial Econometrics (2023)

Zongwu CaiSeong Yeon Chang

asset return predictabilitystructural breaksasset pricingempirical financefinancial econometrics

Assessing Tail Risk via a Generalized Conditional Autoregressive Expectile Model. (2023)

Zongwu CaiYing FangDingshi Tian

tail riskempirical financestatisticseconometrics

Economic Policy Uncertainty: Cross-Country Linkages and Spillover Effects on Economic Development in Some Belt and Road Countries. Journal of Systems Science and Complexity (2023)

Jing YuanYajing DongWeijie ZhaiZongwu Cai

economic developmentspillover effectseconomicseconomic policycross-country linkageseconomic policy uncertainty

Testing Conditional Independence in Casual Inference for Time Series Data. Statistica Neerlandica (2023)

Zongwu CaiYing FangMing LinShengfang Tang

statistical hypothesis testcausal inferencecasual inferencestatisticstime series dataconditional independencetime series

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Zongwu Cai

Charles Oswald Distinguished Professor of Econometrics

University of Kansas

Affiliations

College of Liberal Arts & Sciences

Economics

Zongwu Cai is currently serving as a College Of Liberal Arts & Sciences Charles Oswald Distinguished Professor of Econometrics at University of Kansas.

Honors

Create free account to unlock more features

Experiences

Create free account to unlock more features

Education

Create free account to unlock more features

Zongwu Cai

University of Kansas

Charles Oswald Distinguished Professor of Econometrics

You can click a keyword to filter the displayed items

Notable Scholarly Works

Notable Federal Grants

Collaborators

A Model Specification Test for Nonlinear Stochastic Diffusions With Delay. Statistical Inference for Stochastic Processes (2024)

Zongwu CaiHongwei MeiRui Wang

nonlinear stochastic diffusionsstatistical inferencemodel specification teststatistics

A Nonparametric Test of Heterogeneity in Conditional Quantile Treatment Effects. Econometric Theory (2024)

Zongwu CaiYing FangMing LinShengfang Tang

causal inferenceeconometricsstatisticseconodynamicsnonparametric test

A Quasi Synthetic Control Method for Nonlinear Models With High-Dimensional Covariates. Statistica Sinica (2024)

Zongwu CaiYing FangMing LinZixuan Wu

statistical methodologyhigh-dimensional covariatesnonlinear modelshigh-dimensional statisticsstatisticscontrol methods

Caviar Model Selection via Adaptive Lasso. Journal of Time Series Analysis (2024)

Zongwu CaiYing FangDingshi Tian

caviar model selectionadaptive lassomodel selectiondata scienceinformation retrievalpattern recognitionmachine learning

Online Investor Sentiment via Machine Learning. Mathematics (2024)

Zongwu CaiPixiong Chen

algorithmic tradingmathematicseconomicsonline investor sentimentfinancemachine learning

Time-Varying Relative Risk Aversion: Theoretical Mechanism and Empirical Evidence. Journal of Empirical Finance (2024)

Xuan LiuHaiyong LiuZongwu Cai

empirical evidencetheoretical mechanismbehavioral financeeconomicsbehavioral economicsfinancerisk management

A New Test on Asset Return Predictability With Structural Breaks. Journal of Financial Econometrics (2023)

Zongwu CaiSeong Yeon Chang

asset return predictabilitystructural breaksasset pricingempirical financefinancial econometrics

Assessing Tail Risk via a Generalized Conditional Autoregressive Expectile Model. (2023)

Zongwu CaiYing FangDingshi Tian

tail riskempirical financestatisticseconometrics

Economic Policy Uncertainty: Cross-Country Linkages and Spillover Effects on Economic Development in Some Belt and Road Countries. Journal of Systems Science and Complexity (2023)

Jing YuanYajing DongWeijie ZhaiZongwu Cai

economic developmentspillover effectseconomicseconomic policycross-country linkageseconomic policy uncertainty

Testing Conditional Independence in Casual Inference for Time Series Data. Statistica Neerlandica (2023)

Zongwu CaiYing FangMing LinShengfang Tang

statistical hypothesis testcausal inferencecasual inferencestatisticstime series dataconditional independencetime series

1
2
3
4
5
12
10 / page

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high-frequency financial econometrics