Zongwu Cai

Zongwu Cai
  • Charles Oswald Distinguished Professor of Econometrics
  • Masters Program Advisor

Contact Info

Office Phone:
Department Phone:
Snow Hall, room #352


Research interests:

  • Econometrics
  • Financial Econometrics
  • Quantitative Finance and Risk Management
  • Applied Econometrics in Labor Economics and Macroeconomics
  • Nonlinear and Non-stationary Time Series Modeling
  • Panel Data Analysis
  • Nonparametric Curve Estimation and Tests
  • Survival and Longitudinal Analysis with Applications in Economics and Finance


ECON 817

Office Hours

Monday/Wednesday 10:30 am – 12:00 pm, or by appointment 

Teaching interests:

  • Econometrics
  • Financial Econometrics
  • Time Series Analysis
  • Nonparametric Econometrics
  • Quantitative Finance