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 15 17 78
A Modified Information Criterion for Cointegration Tests based on a VAR Approximation 0 0 0 205 3 5 6 574
A Simple Modification to Improve the Finite Sample Properties of Ng and Perron’s Unit Root Tests 0 0 0 168 4 4 6 455
A Stochastic Volatility Model with Random Level Shifts: Theory and Applications to S&P 500 and NASDAQ Return Indices 0 0 0 102 5 9 10 197
A Test Against Spurious Long Memory 0 0 0 21 7 9 12 122
An Analytical Evaluation of the Log-periodogram Estimate in the Presence of Level Shifts 0 0 0 27 2 5 6 134
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 1 5 8 230
Estimating and testing structural changes in multivariate regressions 0 0 0 231 7 9 11 619
Estimating structural changes in regression quantiles 0 0 0 8 4 5 5 97
Fitting Dynamically Misspecified Models: An Optimal Transportation Approach 1 1 5 12 6 9 17 30
Frequency Domain Analysis of Medium Scale DSGE Models with Application to Smets and Wouters (2007) 0 0 0 38 1 2 5 256
Global Identification in DSGE Models Allowing for Indeterminacy 0 0 0 27 3 5 7 78
Identification and Frequency Domain QML Estimation of Linearized DSGE Models 0 0 0 19 1 3 8 89
Inference and Speci?cation Testing in DSGE Models with Possible Weak Identification 0 0 0 19 1 2 7 102
Likelihood Ratio Based Tests for Markov Regime Switching 0 0 1 69 5 6 11 112
Long-Memory and Level Shifts in the Volatility of Stock Market Return Indices 0 0 0 115 5 12 15 304
M Tests with a New Normalization Matrix 0 0 0 8 5 8 10 149
Nonparametric Estimation and Inference on Conditional Quantile Processes 0 0 0 22 2 3 6 108
Prediction Intervals for Model Averaging 0 11 11 11 3 15 15 15
Uniform Inference on Quantile Effects under Sharp Regression Discontinuity Designs 0 0 0 32 4 7 8 50
Total Working Papers 1 12 17 1,273 71 138 190 3,799

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 7 7 9 92
A MODIFIED INFORMATION CRITERION FOR COINTEGRATION TESTS BASED ON A VAR APPROXIMATION 0 0 0 51 1 5 7 222
A Test Against Spurious Long Memory 0 1 1 20 4 7 11 99
A Test Against Spurious Long Memory 0 0 1 55 3 7 8 176
A simple modification to improve the finite sample properties of Ng and Perron's unit root tests 1 1 1 139 6 7 13 389
A stochastic volatility model with random level shifts and its applications to S&P 500 and NASDAQ return indices 0 1 1 19 1 2 2 65
Estimating and Testing Structural Changes in Multivariate Regressions 1 2 8 434 5 6 18 993
Estimating restricted structural change models 1 3 6 307 6 11 19 631
Estimating structural changes in regression quantiles 0 0 0 115 2 3 5 372
Global Identification in DSGE Models Allowing for Indeterminacy 1 2 3 14 6 10 21 126
Identification and frequency domain quasi‐maximum likelihood estimation of linearized dynamic stochastic general equilibrium models 0 0 0 52 1 2 9 154
Inference in dynamic stochastic general equilibrium models with possible weak identification 0 0 0 6 2 3 5 46
Inference on Conditional Quantile Processes in Partially Linear Models with Applications to the Impact of Unemployment Benefits 0 2 3 6 3 7 13 65
Introduction to the Themed Issue: Macroeconometrics 0 0 1 2 3 5 12 14
Likelihood Ratio-Based Tests for Markov Regime Switching 0 3 5 11 3 9 23 55
Long-Memory and Level Shifts in the Volatility of Stock Market Return Indices 0 0 0 157 3 4 8 372
M Tests with a New Normalization Matrix 0 0 0 6 4 7 9 95
Nonparametric estimation and inference on conditional quantile processes 0 0 0 22 4 5 7 119
QR.break: An R Package for Structural Breaks in Quantile Regression 0 0 0 0 2 4 4 4
Searching for cointegration in a dynamic system 0 0 0 64 3 7 8 261
Sieve estimation of option-implied state price density 0 0 0 14 4 8 10 49
Testing for structural change in regression quantiles 0 1 1 107 0 2 5 372
Uniform Inference on Quantile Effects under Sharp Regression Discontinuity Designs 0 0 0 4 3 7 13 26
Using arbitrary precision arithmetic to sharpen identification analysis for DSGE models 0 0 0 3 6 11 14 23
Total Journal Articles 4 16 31 1,613 82 146 253 4,820

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 3 3 5
Total Chapters 0 0 0 0 1 3 3 5

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Statistics updated 2026-02-12