Access Statistics for Zhongjun Qu

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Composite Likelihood Framework for Analyzing Singular DSGE Models 0 0 1 45 0 0 5 60
A Modified Information Criterion for Cointegration Tests based on a VAR Approximation 0 0 0 205 0 0 5 563
A Simple Modification to Improve the Finite Sample Properties of Ng and Perron’s Unit Root Tests 0 0 0 168 0 0 3 446
A Stochastic Volatility Model with Random Level Shifts: Theory and Applications to S&P 500 and NASDAQ Return Indices 0 0 0 102 0 0 8 184
A Test Against Spurious Long Memory 0 0 0 21 0 0 6 109
An Analytical Evaluation of the Log-periodogram Estimate in the Presence of Level Shifts 0 0 0 27 0 0 6 124
An Analytical Evaluation of the Log-periodogram Estimate in the Presence of Level Shifts and its Implications for Stock Returns Volatility* 0 0 0 94 0 0 4 217
Estimating and testing structural changes in multivariate regressions 0 0 0 231 0 1 14 578
Estimating structural changes in regression quantiles 0 0 0 8 0 0 4 92
Frequency Domain Analysis of Medium Scale DSGE Models with Application to Smets and Wouters (2007) 0 0 0 38 1 3 7 244
Global Identification in DSGE Models Allowing for Indeterminacy 0 0 2 25 0 0 11 69
Identification and Frequency Domain QML Estimation of Linearized DSGE Models 0 0 0 19 0 0 3 77
Inference and Speci?cation Testing in DSGE Models with Possible Weak Identification 0 0 0 19 0 0 2 94
Likelihood Ratio Based Tests for Markov Regime Switching 0 0 4 63 1 2 13 89
Long-Memory and Level Shifts in the Volatility of Stock Market Return Indices 0 0 0 115 1 2 4 281
M Tests with a New Normalization Matrix 0 0 0 8 1 8 21 105
Nonparametric Estimation and Inference on Conditional Quantile Processes 0 0 0 22 0 1 3 100
Uniform Inference on Quantile Effects under Sharp Regression Discontinuity Designs 0 0 0 32 0 0 2 41
Total Working Papers 0 0 7 1,242 4 17 121 3,473

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Composite Likelihood Framework for Analyzing Singular DSGE Models 0 0 3 5 0 0 8 74
A MODIFIED INFORMATION CRITERION FOR COINTEGRATION TESTS BASED ON A VAR APPROXIMATION 0 0 0 51 0 0 2 212
A Test Against Spurious Long Memory 0 0 0 16 0 0 6 75
A Test Against Spurious Long Memory 0 0 0 51 0 0 4 163
A simple modification to improve the finite sample properties of Ng and Perron's unit root tests 2 2 4 124 2 2 7 346
A stochastic volatility model with random level shifts and its applications to S&P 500 and NASDAQ return indices 0 0 1 17 0 0 2 60
Estimating and Testing Structural Changes in Multivariate Regressions 1 1 2 407 1 4 11 928
Estimating restricted structural change models 4 9 23 279 5 16 43 568
Estimating structural changes in regression quantiles 0 0 2 113 1 2 7 358
Global Identification in DSGE Models Allowing for Indeterminacy 0 0 0 10 1 2 7 98
Identification and frequency domain quasi‐maximum likelihood estimation of linearized dynamic stochastic general equilibrium models 0 0 3 43 1 2 9 128
Inference in dynamic stochastic general equilibrium models with possible weak identification 0 0 0 6 0 0 2 38
Likelihood Ratio-Based Tests for Markov Regime Switching 0 0 0 0 0 6 11 11
Long-Memory and Level Shifts in the Volatility of Stock Market Return Indices 0 0 2 152 0 0 8 348
M Tests with a New Normalization Matrix 0 0 0 6 0 1 7 58
Nonparametric estimation and inference on conditional quantile processes 0 0 0 20 0 1 5 106
Searching for cointegration in a dynamic system 0 0 0 64 0 0 6 251
Sieve estimation of option-implied state price density 1 3 6 6 1 4 17 17
Testing for structural change in regression quantiles 0 0 4 99 1 1 9 348
Uniform Inference on Quantile Effects under Sharp Regression Discontinuity Designs 0 0 1 3 0 0 2 9
Total Journal Articles 8 15 51 1,472 13 41 173 4,196

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Statistics updated 2022-06-07