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 0 0 21 83
A Modified Information Criterion for Cointegration Tests based on a VAR Approximation 0 0 0 205 1 1 10 578
A Simple Modification to Improve the Finite Sample Properties of Ng and Perron’s Unit Root Tests 0 0 0 168 0 1 9 459
A Stochastic Volatility Model with Random Level Shifts: Theory and Applications to S&P 500 and NASDAQ Return Indices 0 0 0 102 0 2 12 200
A Test Against Spurious Long Memory 0 0 0 21 0 0 13 125
An Analytical Evaluation of the Log-periodogram Estimate in the Presence of Level Shifts 0 0 0 27 1 2 14 142
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 1 11 235
Estimating and testing structural changes in multivariate regressions 0 0 0 231 1 2 20 629
Estimating structural changes in regression quantiles 0 0 0 8 0 1 10 102
Fitting Dynamically Misspecified Models: An Optimal Transportation Approach 0 0 1 12 0 1 13 32
Frequency Domain Analysis of Medium Scale DSGE Models with Application to Smets and Wouters (2007) 0 0 0 38 0 0 9 261
Global Identification in DSGE Models Allowing for Indeterminacy 0 0 0 27 0 1 11 83
Identification and Frequency Domain QML Estimation of Linearized DSGE Models 0 0 0 19 0 1 12 93
Inference and Speci?cation Testing in DSGE Models with Possible Weak Identification 0 0 0 19 0 0 7 104
Likelihood Ratio Based Tests for Markov Regime Switching 0 0 1 69 1 1 12 115
Long-Memory and Level Shifts in the Volatility of Stock Market Return Indices 0 0 0 115 0 0 23 312
M Tests with a New Normalization Matrix 0 0 0 8 0 2 13 152
Nonparametric Estimation and Inference on Conditional Quantile Processes 0 0 0 22 0 0 8 112
Prediction Intervals for Model Averaging 0 0 11 11 0 2 22 22
Uniform Inference on Quantile Effects under Sharp Regression Discontinuity Designs 0 0 0 32 1 3 12 55
Total Working Papers 0 0 13 1,273 5 21 262 3,894

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 2 19 104
A MODIFIED INFORMATION CRITERION FOR COINTEGRATION TESTS BASED ON A VAR APPROXIMATION 0 0 0 51 0 0 6 223
A Test Against Spurious Long Memory 0 0 0 55 0 0 9 178
A Test Against Spurious Long Memory 0 0 1 20 1 2 12 102
A simple modification to improve the finite sample properties of Ng and Perron's unit root tests 0 0 1 139 0 1 15 395
A stochastic volatility model with random level shifts and its applications to S&P 500 and NASDAQ return indices 0 0 1 19 2 2 8 71
Estimating State Price Densities Implied by American Options 0 0 0 0 0 0 3 3
Estimating and Testing Structural Changes in Multivariate Regressions 1 2 8 437 3 6 25 1,009
Estimating restricted structural change models 1 1 8 311 3 6 29 645
Estimating structural changes in regression quantiles 0 1 1 116 0 2 12 379
Global Identification in DSGE Models Allowing for Indeterminacy 0 0 2 14 0 2 19 131
Identification and frequency domain quasi‐maximum likelihood estimation of linearized dynamic stochastic general equilibrium models 0 0 0 52 0 1 11 158
Inference in dynamic stochastic general equilibrium models with possible weak identification 0 0 0 6 0 0 8 50
Inference on Conditional Quantile Processes in Partially Linear Models with Applications to the Impact of Unemployment Benefits 0 0 4 7 0 3 17 71
Introduction to the Themed Issue: Macroeconometrics 0 0 1 3 1 2 15 22
Likelihood Ratio-Based Tests for Markov Regime Switching 0 0 5 11 2 3 23 62
Long-Memory and Level Shifts in the Volatility of Stock Market Return Indices 1 1 1 158 1 2 11 376
M Tests with a New Normalization Matrix 0 0 0 6 0 0 11 98
Nonparametric estimation and inference on conditional quantile processes 0 0 1 23 1 1 11 124
QR.break: An R Package for Structural Breaks in Quantile Regression 0 0 1 1 1 2 12 12
Searching for cointegration in a dynamic system 0 0 0 64 0 1 9 263
Sieve estimation of option-implied state price density 0 0 0 14 0 0 18 58
Testing for structural change in regression quantiles 0 0 3 109 0 2 12 382
Uniform Inference on Quantile Effects under Sharp Regression Discontinuity Designs 0 0 0 4 0 0 10 28
Using arbitrary precision arithmetic to sharpen identification analysis for DSGE models 0 0 0 3 1 2 23 33
Total Journal Articles 3 5 38 1,628 16 42 348 4,977

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 1 7 9
Total Chapters 0 0 0 0 0 1 7 9

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Statistics updated 2026-08-07