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 1 1 2 63
A Modified Information Criterion for Cointegration Tests based on a VAR Approximation 0 0 0 205 1 1 1 569
A Simple Modification to Improve the Finite Sample Properties of Ng and Perron’s Unit Root Tests 0 0 0 168 1 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 0 0 1 188
A Test Against Spurious Long Memory 0 0 0 21 1 1 4 113
An Analytical Evaluation of the Log-periodogram Estimate in the Presence of Level Shifts 0 0 0 27 1 1 1 129
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 3 225
Estimating and testing structural changes in multivariate regressions 0 0 0 231 0 1 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 21 21
Frequency Domain Analysis of Medium Scale DSGE Models with Application to Smets and Wouters (2007) 0 0 0 38 2 2 4 254
Global Identification in DSGE Models Allowing for Indeterminacy 0 0 0 27 1 1 2 73
Identification and Frequency Domain QML Estimation of Linearized DSGE Models 0 0 0 19 5 5 5 86
Inference and Speci?cation Testing in DSGE Models with Possible Weak Identification 0 0 0 19 3 3 5 100
Likelihood Ratio Based Tests for Markov Regime Switching 1 1 2 69 2 3 6 106
Long-Memory and Level Shifts in the Volatility of Stock Market Return Indices 0 0 0 115 2 3 4 292
M Tests with a New Normalization Matrix 0 0 0 8 1 2 4 141
Nonparametric Estimation and Inference on Conditional Quantile Processes 0 0 0 22 1 1 4 105
Uniform Inference on Quantile Effects under Sharp Regression Discontinuity Designs 0 0 0 32 0 0 2 43
Total Working Papers 1 1 13 1,261 23 29 74 3,661

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 0 0 2 217
A Test Against Spurious Long Memory 0 0 1 55 0 0 1 169
A Test Against Spurious Long Memory 0 0 0 19 0 2 5 92
A simple modification to improve the finite sample properties of Ng and Perron's unit root tests 0 0 0 138 1 2 7 382
A stochastic volatility model with random level shifts and its applications to S&P 500 and NASDAQ return indices 0 0 0 18 0 0 1 63
Estimating and Testing Structural Changes in Multivariate Regressions 1 3 6 432 1 3 16 987
Estimating restricted structural change models 1 1 3 304 4 4 8 620
Estimating structural changes in regression quantiles 0 0 0 115 1 2 2 369
Global Identification in DSGE Models Allowing for Indeterminacy 0 0 1 12 2 4 11 116
Identification and frequency domain quasi‐maximum likelihood estimation of linearized dynamic stochastic general equilibrium models 0 0 1 52 0 5 9 152
Inference in dynamic stochastic general equilibrium models with possible weak identification 0 0 0 6 1 1 2 43
Inference on Conditional Quantile Processes in Partially Linear Models with Applications to the Impact of Unemployment Benefits 0 1 1 4 2 4 7 58
Introduction to the Themed Issue: Macroeconometrics 0 0 2 2 2 2 9 9
Likelihood Ratio-Based Tests for Markov Regime Switching 1 2 2 8 2 7 16 46
Long-Memory and Level Shifts in the Volatility of Stock Market Return Indices 0 0 1 157 2 3 5 368
M Tests with a New Normalization Matrix 0 0 0 6 0 1 2 88
Nonparametric estimation and inference on conditional quantile processes 0 0 0 22 1 1 3 114
Searching for cointegration in a dynamic system 0 0 0 64 0 0 2 254
Sieve estimation of option-implied state price density 0 0 0 14 1 1 2 41
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 1 1 7 19
Using arbitrary precision arithmetic to sharpen identification analysis for DSGE models 0 0 1 3 1 2 5 12
Total Journal Articles 3 7 19 1,597 22 45 131 4,674

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

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Statistics updated 2025-11-08