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 0 45 2 3 4 65
A Modified Information Criterion for Cointegration Tests based on a VAR Approximation 0 0 0 205 1 2 2 570
A Simple Modification to Improve the Finite Sample Properties of Ng and Perron’s Unit Root Tests 0 0 0 168 0 1 2 451
A Stochastic Volatility Model with Random Level Shifts: Theory and Applications to S&P 500 and NASDAQ Return Indices 0 0 0 102 1 1 2 189
A Test Against Spurious Long Memory 0 0 0 21 1 2 4 114
An Analytical Evaluation of the Log-periodogram Estimate in the Presence of Level Shifts 0 0 0 27 1 2 2 130
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 2 2 5 227
Estimating and testing structural changes in multivariate regressions 0 0 0 231 0 0 3 610
Estimating structural changes in regression quantiles 0 0 0 8 0 0 0 92
Fitting Dynamically Misspecified Models: An Optimal Transportation Approach 0 0 11 11 1 2 22 22
Frequency Domain Analysis of Medium Scale DSGE Models with Application to Smets and Wouters (2007) 0 0 0 38 1 3 4 255
Global Identification in DSGE Models Allowing for Indeterminacy 0 0 0 27 1 2 3 74
Identification and Frequency Domain QML Estimation of Linearized DSGE Models 0 0 0 19 1 6 6 87
Inference and Speci?cation Testing in DSGE Models with Possible Weak Identification 0 0 0 19 1 4 6 101
Likelihood Ratio Based Tests for Markov Regime Switching 0 1 1 69 0 2 5 106
Long-Memory and Level Shifts in the Volatility of Stock Market Return Indices 0 0 0 115 1 4 4 293
M Tests with a New Normalization Matrix 0 0 0 8 2 3 6 143
Nonparametric Estimation and Inference on Conditional Quantile Processes 0 0 0 22 0 1 4 105
Prediction Intervals for Model Averaging 11 11 11 11 11 11 11 11
Uniform Inference on Quantile Effects under Sharp Regression Discontinuity Designs 0 0 0 32 2 2 4 45
Total Working Papers 11 12 23 1,272 29 53 99 3,690

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 0 5 0 0 3 85
A MODIFIED INFORMATION CRITERION FOR COINTEGRATION TESTS BASED ON A VAR APPROXIMATION 0 0 0 51 1 1 3 218
A Test Against Spurious Long Memory 0 0 1 55 1 1 2 170
A Test Against Spurious Long Memory 1 1 1 20 2 4 7 94
A simple modification to improve the finite sample properties of Ng and Perron's unit root tests 0 0 0 138 0 2 7 382
A stochastic volatility model with random level shifts and its applications to S&P 500 and NASDAQ return indices 1 1 1 19 1 1 2 64
Estimating and Testing Structural Changes in Multivariate Regressions 0 3 6 432 0 3 15 987
Estimating restricted structural change models 1 2 4 305 1 5 9 621
Estimating structural changes in regression quantiles 0 0 0 115 0 1 2 369
Global Identification in DSGE Models Allowing for Indeterminacy 0 0 1 12 3 6 14 119
Identification and frequency domain quasi‐maximum likelihood estimation of linearized dynamic stochastic general equilibrium models 0 0 1 52 1 1 10 153
Inference in dynamic stochastic general equilibrium models with possible weak identification 0 0 0 6 0 1 2 43
Inference on Conditional Quantile Processes in Partially Linear Models with Applications to the Impact of Unemployment Benefits 1 2 2 5 3 6 10 61
Introduction to the Themed Issue: Macroeconometrics 0 0 2 2 1 3 10 10
Likelihood Ratio-Based Tests for Markov Regime Switching 2 3 4 10 2 4 17 48
Long-Memory and Level Shifts in the Volatility of Stock Market Return Indices 0 0 0 157 0 2 4 368
M Tests with a New Normalization Matrix 0 0 0 6 1 2 3 89
Nonparametric estimation and inference on conditional quantile processes 0 0 0 22 0 1 3 114
QR.break: An R Package for Structural Breaks in Quantile Regression 0 0 0 0 1 1 1 1
Searching for cointegration in a dynamic system 0 0 0 64 3 3 4 257
Sieve estimation of option-implied state price density 0 0 0 14 2 3 4 43
Testing for structural change in regression quantiles 0 0 0 106 0 0 6 370
Uniform Inference on Quantile Effects under Sharp Regression Discontinuity Designs 0 0 0 4 3 4 10 22
Using arbitrary precision arithmetic to sharpen identification analysis for DSGE models 0 0 0 3 2 4 5 14
Total Journal Articles 6 12 23 1,603 28 59 153 4,702

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Frequency Domain Analysis of Medium Scale DSGE Models with Application to Smets and Wouters (2007) 0 0 0 0 0 0 0 2
Total Chapters 0 0 0 0 0 0 0 2

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-12-06