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 1 44 0 1 3 48
A Modified Information Criterion for Cointegration Tests based on a VAR Approximation 0 0 0 205 1 2 10 553
A Simple Modification to Improve the Finite Sample Properties of Ng and Perron’s Unit Root Tests 0 0 0 168 0 1 10 441
A Stochastic Volatility Model with Random Level Shifts: Theory and Applications to S&P 500 and NASDAQ Return Indices 0 0 0 102 0 1 6 172
A Test Against Spurious Long Memory 0 0 0 21 1 2 3 98
An Analytical Evaluation of the Log-periodogram Estimate in the Presence of Level Shifts 0 0 0 27 0 1 5 117
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 2 5 210
Estimating and testing structural changes in multivariate regressions 0 0 0 231 1 5 16 550
Estimating structural changes in regression quantiles 0 0 0 8 0 2 8 84
Frequency Domain Analysis of Medium Scale DSGE Models with Application to Smets and Wouters (2007) 0 0 0 38 1 2 12 229
Global Identification in DSGE Models Allowing for Indeterminacy 0 0 2 19 0 2 8 49
Identification and Frequency Domain QML Estimation of Linearized DSGE Models 0 0 0 19 0 0 1 73
Inference and Speci?cation Testing in DSGE Models with Possible Weak Identification 0 0 0 19 1 1 2 90
Likelihood Ratio Based Tests for Markov Regime Switching 0 0 3 59 1 1 13 68
Long-Memory and Level Shifts in the Volatility of Stock Market Return Indices 0 0 0 115 0 2 9 275
M Tests with a New Normalization Matrix 0 0 0 8 0 1 4 80
Nonparametric Estimation and Inference on Conditional Quantile Processes 0 0 0 22 0 2 6 94
Uniform Inference on Quantile Effects under Sharp Regression Discontinuity Designs 0 0 1 32 0 3 6 36
Total Working Papers 0 0 7 1,231 7 31 127 3,267


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 1 1 2 3 8 20 53
A MODIFIED INFORMATION CRITERION FOR COINTEGRATION TESTS BASED ON A VAR APPROXIMATION 0 0 1 49 0 1 5 204
A Test Against Spurious Long Memory 0 0 0 46 0 1 4 143
A Test Against Spurious Long Memory 0 0 3 12 0 2 8 53
A simple modification to improve the finite sample properties of Ng and Perron's unit root tests 0 1 4 116 1 4 26 330
A stochastic volatility model with random level shifts and its applications to S&P 500 and NASDAQ return indices 0 0 5 14 0 1 10 51
Estimating and Testing Structural Changes in Multivariate Regressions 1 2 4 402 3 8 21 891
Estimating restricted structural change models 3 5 30 242 5 13 65 492
Estimating structural changes in regression quantiles 1 3 5 110 1 6 19 345
Global Identification in DSGE Models Allowing for Indeterminacy 0 0 1 8 2 3 20 79
Identification and frequency domain quasi‐maximum likelihood estimation of linearized dynamic stochastic general equilibrium models 0 0 6 39 0 2 16 110
Inference in dynamic stochastic general equilibrium models with possible weak identification 0 0 0 6 0 2 5 32
Long-Memory and Level Shifts in the Volatility of Stock Market Return Indices 0 1 8 150 0 4 18 331
M Tests with a New Normalization Matrix 0 0 0 6 0 1 6 44
Nonparametric estimation and inference on conditional quantile processes 0 0 0 20 0 3 11 96
Searching for cointegration in a dynamic system 0 0 0 64 0 1 9 245
Testing for structural change in regression quantiles 0 2 5 95 1 5 18 334
Uniform Inference on Quantile Effects under Sharp Regression Discontinuity Designs 0 0 1 1 0 2 5 5
Total Journal Articles 5 15 74 1,382 16 67 286 3,838


Statistics updated 2020-09-04