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 3 16 19 81
A Modified Information Criterion for Cointegration Tests based on a VAR Approximation 0 0 0 205 2 6 8 576
A Simple Modification to Improve the Finite Sample Properties of Ng and Perron’s Unit Root Tests 0 0 0 168 1 5 6 456
A Stochastic Volatility Model with Random Level Shifts: Theory and Applications to S&P 500 and NASDAQ Return Indices 0 0 0 102 0 8 10 197
A Test Against Spurious Long Memory 0 0 0 21 0 8 11 122
An Analytical Evaluation of the Log-periodogram Estimate in the Presence of Level Shifts 0 0 0 27 1 5 7 135
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 3 7 230
Estimating and testing structural changes in multivariate regressions 0 0 0 231 1 10 12 620
Estimating structural changes in regression quantiles 0 0 0 8 1 6 6 98
Fitting Dynamically Misspecified Models: An Optimal Transportation Approach 0 1 3 12 1 9 14 31
Frequency Domain Analysis of Medium Scale DSGE Models with Application to Smets and Wouters (2007) 0 0 0 38 0 1 5 256
Global Identification in DSGE Models Allowing for Indeterminacy 0 0 0 27 0 4 7 78
Identification and Frequency Domain QML Estimation of Linearized DSGE Models 0 0 0 19 0 2 8 89
Inference and Speci?cation Testing in DSGE Models with Possible Weak Identification 0 0 0 19 0 1 6 102
Likelihood Ratio Based Tests for Markov Regime Switching 0 0 1 69 1 7 12 113
Long-Memory and Level Shifts in the Volatility of Stock Market Return Indices 0 0 0 115 3 14 18 307
M Tests with a New Normalization Matrix 0 0 0 8 0 6 10 149
Nonparametric Estimation and Inference on Conditional Quantile Processes 0 0 0 22 1 4 6 109
Prediction Intervals for Model Averaging 0 0 11 11 1 5 16 16
Uniform Inference on Quantile Effects under Sharp Regression Discontinuity Designs 0 0 0 32 1 6 8 51
Total Working Papers 0 1 15 1,273 17 126 196 3,816

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 8 15 16 100
A MODIFIED INFORMATION CRITERION FOR COINTEGRATION TESTS BASED ON A VAR APPROXIMATION 0 0 0 51 0 4 7 222
A Test Against Spurious Long Memory 0 0 1 20 0 5 10 99
A Test Against Spurious Long Memory 0 0 1 55 0 6 8 176
A simple modification to improve the finite sample properties of Ng and Perron's unit root tests 0 1 1 139 1 8 14 390
A stochastic volatility model with random level shifts and its applications to S&P 500 and NASDAQ return indices 0 0 1 19 1 2 3 66
Estimating State Price Densities Implied by American Options 0 0 0 0 1 1 1 1
Estimating and Testing Structural Changes in Multivariate Regressions 1 3 8 435 2 8 16 995
Estimating restricted structural change models 1 3 7 308 1 11 20 632
Estimating structural changes in regression quantiles 0 0 0 115 1 4 6 373
Global Identification in DSGE Models Allowing for Indeterminacy 0 2 2 14 0 7 20 126
Identification and frequency domain quasi‐maximum likelihood estimation of linearized dynamic stochastic general equilibrium models 0 0 0 52 2 3 10 156
Inference in dynamic stochastic general equilibrium models with possible weak identification 0 0 0 6 1 4 5 47
Inference on Conditional Quantile Processes in Partially Linear Models with Applications to the Impact of Unemployment Benefits 1 2 4 7 2 6 14 67
Introduction to the Themed Issue: Macroeconometrics 0 0 1 2 2 6 12 16
Likelihood Ratio-Based Tests for Markov Regime Switching 0 1 5 11 2 9 25 57
Long-Memory and Level Shifts in the Volatility of Stock Market Return Indices 0 0 0 157 0 4 8 372
M Tests with a New Normalization Matrix 0 0 0 6 0 6 9 95
Nonparametric estimation and inference on conditional quantile processes 1 1 1 23 1 6 8 120
QR.break: An R Package for Structural Breaks in Quantile Regression 1 1 1 1 2 5 6 6
Searching for cointegration in a dynamic system 0 0 0 64 0 4 7 261
Sieve estimation of option-implied state price density 0 0 0 14 2 8 12 51
Testing for structural change in regression quantiles 0 1 1 107 5 7 10 377
Uniform Inference on Quantile Effects under Sharp Regression Discontinuity Designs 0 0 0 4 0 4 11 26
Using arbitrary precision arithmetic to sharpen identification analysis for DSGE models 0 0 0 3 4 13 18 27
Total Journal Articles 5 15 34 1,618 38 156 276 4,858

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 1 4 4 6
Total Chapters 0 0 0 0 1 4 4 6

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Statistics updated 2026-03-04