Zongwu Cai
University of Kansas
H-index: 35
North America-United States
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 |