Zongwu Cai

Zongwu Cai

University of Kansas

H-index: 35

North America-United States

About Zongwu Cai

Zongwu Cai, With an exceptional h-index of 35 and a recent h-index of 23 (since 2020), a distinguished researcher at University of Kansas, specializes in the field of Theoretical and Applied Econometrics, Financial Econometrics, Quantitative Finance, Nonlinear Time Series, Nonparametrics.

His recent articles reflect a diverse array of research interests and contributions to the field:

Impact of Minimum Wage Standard on Occupational Income Inequality and Common Prosperity in China

CAViaR Model Selection Via Adaptive Lasso

Testing conditional independence in casual inference for time series data

Machine Learning Based Panel Data Models

A model specification test for nonlinear stochastic diffusions with delay

A Functional-Coefficient VAR Model for Dynamic Quantiles and Its Application to Constructing Nonparametric Financial Network

A NONPARAMETRIC TEST OF HETEROGENEITY IN CONDITIONAL QUANTILE TREATMENT EFFECTS

Semiparametric Conditional Mixture Copula Models with Copula Selection

Zongwu Cai Information

University

Position

Department of Economics

Citations(all)

5674

Citations(since 2020)

1851

Cited By

4766

hIndex(all)

35

hIndex(since 2020)

23

i10Index(all)

69

i10Index(since 2020)

45

Email

University Profile Page

University of Kansas

Google Scholar

View Google Scholar Profile

Zongwu Cai Skills & Research Interests

Theoretical and Applied Econometrics

Financial Econometrics

Quantitative Finance

Nonlinear Time Series

Nonparametrics

Top articles of Zongwu Cai

Title

Journal

Author(s)

Publication Date

Impact of Minimum Wage Standard on Occupational Income Inequality and Common Prosperity in China

Jing Yuan

Xiaomin Liu

Yinghui Wang

Zongwu Cai

2024/2

CAViaR Model Selection Via Adaptive Lasso

Zongwu Cai

Ying Fang

Dingshi Tian

2024/1/27

Testing conditional independence in casual inference for time series data

Statistica Neerlandica

Zongwu Cai

Ying Fang

Ming Lin

Shengfang Tang

2024/5

Machine Learning Based Panel Data Models

Bingduo Yang

Wei Long

Zongwu Cai

2024/1/15

A model specification test for nonlinear stochastic diffusions with delay

Statistical Inference for Stochastic Processes

Zongwu Cai

Hongwei Mei

Rui Wang

2024/3/22

A Functional-Coefficient VAR Model for Dynamic Quantiles and Its Application to Constructing Nonparametric Financial Network

Zongwu Cai

Xiyuan Liu

2020

A NONPARAMETRIC TEST OF HETEROGENEITY IN CONDITIONAL QUANTILE TREATMENT EFFECTS

Econometric Theory

Zongwu Cai

Ying Fang

Ming Lin

Shengfang Tang

2024/3/7

Semiparametric Conditional Mixture Copula Models with Copula Selection

Zongwu Cai

Guannan Liu

Wei Long

Xuelong Luo

2024/1

Model Specification Tests of Heterogenous Agent Models with Aggregate Shocks under Partial Information

Zongwu Cai

Hongwei Mei

Rui Wang

2024/2/28

Penalized Model Averaging for High Dimensional Quantile Regressions

Haowen Bao

Zongwu Cai

Yuying Sun

Shouyang Wang

2023/1

Economic Policy Uncertainty: Cross-Country Linkages and Spillover Effects on Economic Development in Some Belt and Road Countries

Journal of Systems Science and Complexity

Jing Yuan

Yajing Dong

Weijie Zhai

Zongwu Cai

2023/6

Optimal Local Model Averaging for Divergent-Dimensional Functional-Coefficient Regressions

Yuying Sun

Shaoxin Hong

Zongwu Cai

2023/9

A new robust inference for predictive quantile regression

Journal of Econometrics

Zongwu Cai

Haiqiang Chen

Xiaosai Liao

2023/5/1

A Quasi Synthetic Control Method for Nonlinear Models With High-Dimensional Covariates

Zongwu Cai

Ying Fang

Ming Lin

Zixuan Wu

2023/8/4

Estimation of Covariance Matrix

Zongwu Cai

2023/4/4

The distribution of rolling regression estimators

Journal of Econometrics

Zongwu Cai

Ted Juhl

2023/8/1

Classical and Modern Model Selection Methods

ZONGWU CAI

2023/2/17

Assessing Tail Risk Via a Generalized Conditional Autoregressive Expectile Model

Available at SSRN 4474460

Zongwu Cai

Ying Fang

Dingshi Tian

2023/6/13

Time-Varying Relative Risk Aversion: Theoretical Mechanism and Empirical Evidence

Available at SSRN 4445160

Xuan Liu

Haiyong Liu

Zongwu Cai

2023

A new test on asset return predictability with structural breaks

Journal of Financial Econometrics

Zongwu Cai

Seong Yeon Chang

2023/6/2

See List of Professors in Zongwu Cai University(University of Kansas)

Co-Authors

H-index: 121
Jianqing  Fan

Jianqing Fan

Princeton University

H-index: 60
Runze Li

Runze Li

Penn State University

H-index: 45
chih-ling tsai

chih-ling tsai

University of California, Davis

H-index: 41
Joon Y. Park

Joon Y. Park

Indiana University Bloomington

H-index: 40
Liang Peng

Liang Peng

Georgia State University

H-index: 17
Yiguo Sun

Yiguo Sun

University of Guelph

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