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 1 62
A Modified Information Criterion for Cointegration Tests based on a VAR Approximation 0 0 0 205 0 0 0 568
A Simple Modification to Improve the Finite Sample Properties of Ng and Perron’s Unit Root Tests 0 0 0 168 0 0 1 450
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 1 188
A Test Against Spurious Long Memory 0 0 0 21 0 0 3 112
An Analytical Evaluation of the Log-periodogram Estimate in the Presence of Level Shifts 0 0 0 27 0 0 1 128
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 1 3 225
Estimating and testing structural changes in multivariate regressions 0 0 0 231 1 1 5 610
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 1 20 20
Frequency Domain Analysis of Medium Scale DSGE Models with Application to Smets and Wouters (2007) 0 0 0 38 0 0 2 252
Global Identification in DSGE Models Allowing for Indeterminacy 0 0 0 27 0 0 1 72
Identification and Frequency Domain QML Estimation of Linearized DSGE Models 0 0 0 19 0 0 0 81
Inference and Speci?cation Testing in DSGE Models with Possible Weak Identification 0 0 0 19 0 0 2 97
Likelihood Ratio Based Tests for Markov Regime Switching 0 0 1 68 1 2 4 104
Long-Memory and Level Shifts in the Volatility of Stock Market Return Indices 0 0 0 115 0 0 1 289
M Tests with a New Normalization Matrix 0 0 0 8 1 1 3 140
Nonparametric Estimation and Inference on Conditional Quantile Processes 0 0 0 22 0 1 3 104
Uniform Inference on Quantile Effects under Sharp Regression Discontinuity Designs 0 0 0 32 0 0 2 43
Total Working Papers 0 0 12 1,260 5 8 53 3,637

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 1 2 217
A Test Against Spurious Long Memory 0 0 0 19 0 1 3 90
A Test Against Spurious Long Memory 0 0 1 55 0 0 1 169
A simple modification to improve the finite sample properties of Ng and Perron's unit root tests 0 0 0 138 0 1 7 380
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 2 63
Estimating and Testing Structural Changes in Multivariate Regressions 0 0 5 429 0 1 18 984
Estimating restricted structural change models 0 1 3 303 0 2 7 616
Estimating structural changes in regression quantiles 0 0 0 115 1 1 2 368
Global Identification in DSGE Models Allowing for Indeterminacy 0 0 1 12 1 5 8 113
Identification and frequency domain quasi‐maximum likelihood estimation of linearized dynamic stochastic general equilibrium models 0 0 1 52 5 5 10 152
Inference in dynamic stochastic general equilibrium models with possible weak identification 0 0 0 6 0 0 2 42
Inference on Conditional Quantile Processes in Partially Linear Models with Applications to the Impact of Unemployment Benefits 0 0 1 3 1 1 9 55
Introduction to the Themed Issue: Macroeconometrics 0 0 2 2 0 0 7 7
Likelihood Ratio-Based Tests for Markov Regime Switching 1 1 1 7 5 10 14 44
Long-Memory and Level Shifts in the Volatility of Stock Market Return Indices 0 0 1 157 1 2 3 366
M Tests with a New Normalization Matrix 0 0 0 6 0 0 1 87
Nonparametric estimation and inference on conditional quantile processes 0 0 0 22 0 0 2 113
Searching for cointegration in a dynamic system 0 0 0 64 0 0 3 254
Sieve estimation of option-implied state price density 0 0 0 14 0 1 2 40
Testing for structural change in regression quantiles 0 0 0 106 0 2 9 370
Uniform Inference on Quantile Effects under Sharp Regression Discontinuity Designs 0 0 0 4 0 2 6 18
Using arbitrary precision arithmetic to sharpen identification analysis for DSGE models 0 0 1 3 0 1 4 10
Total Journal Articles 1 2 17 1,591 14 36 125 4,643

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 2025-09-05