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 11 14 15 76
A Modified Information Criterion for Cointegration Tests based on a VAR Approximation 0 0 0 205 1 3 3 571
A Simple Modification to Improve the Finite Sample Properties of Ng and Perron’s Unit Root Tests 0 0 0 168 0 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 3 4 5 192
A Test Against Spurious Long Memory 0 0 0 21 1 3 5 115
An Analytical Evaluation of the Log-periodogram Estimate in the Presence of Level Shifts 0 0 0 27 2 4 4 132
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 2 4 7 229
Estimating and testing structural changes in multivariate regressions 0 0 0 231 2 2 4 612
Estimating structural changes in regression quantiles 0 0 0 8 1 1 1 93
Fitting Dynamically Misspecified Models: An Optimal Transportation Approach 0 0 11 11 2 4 23 24
Frequency Domain Analysis of Medium Scale DSGE Models with Application to Smets and Wouters (2007) 0 0 0 38 0 3 4 255
Global Identification in DSGE Models Allowing for Indeterminacy 0 0 0 27 1 3 4 75
Identification and Frequency Domain QML Estimation of Linearized DSGE Models 0 0 0 19 1 7 7 88
Inference and Speci?cation Testing in DSGE Models with Possible Weak Identification 0 0 0 19 0 4 6 101
Likelihood Ratio Based Tests for Markov Regime Switching 0 1 1 69 1 3 6 107
Long-Memory and Level Shifts in the Volatility of Stock Market Return Indices 0 0 0 115 6 9 10 299
M Tests with a New Normalization Matrix 0 0 0 8 1 4 7 144
Nonparametric Estimation and Inference on Conditional Quantile Processes 0 0 0 22 1 2 5 106
Prediction Intervals for Model Averaging 0 11 11 11 1 12 12 12
Uniform Inference on Quantile Effects under Sharp Regression Discontinuity Designs 0 0 0 32 1 3 5 46
Total Working Papers 0 12 23 1,272 38 90 135 3,728

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 3 4 6 221
A Test Against Spurious Long Memory 0 0 1 55 3 4 5 173
A Test Against Spurious Long Memory 0 1 1 20 1 3 8 95
A simple modification to improve the finite sample properties of Ng and Perron's unit root tests 0 0 0 138 1 2 8 383
A stochastic volatility model with random level shifts and its applications to S&P 500 and NASDAQ return indices 0 1 1 19 0 1 2 64
Estimating and Testing Structural Changes in Multivariate Regressions 1 2 7 433 1 2 14 988
Estimating restricted structural change models 1 3 5 306 4 9 13 625
Estimating structural changes in regression quantiles 0 0 0 115 1 2 3 370
Global Identification in DSGE Models Allowing for Indeterminacy 1 1 2 13 1 6 15 120
Identification and frequency domain quasi‐maximum likelihood estimation of linearized dynamic stochastic general equilibrium models 0 0 0 52 0 1 8 153
Inference in dynamic stochastic general equilibrium models with possible weak identification 0 0 0 6 1 2 3 44
Inference on Conditional Quantile Processes in Partially Linear Models with Applications to the Impact of Unemployment Benefits 1 2 3 6 1 6 11 62
Introduction to the Themed Issue: Macroeconometrics 0 0 2 2 1 4 11 11
Likelihood Ratio-Based Tests for Markov Regime Switching 1 4 5 11 4 8 21 52
Long-Memory and Level Shifts in the Volatility of Stock Market Return Indices 0 0 0 157 1 3 5 369
M Tests with a New Normalization Matrix 0 0 0 6 2 3 5 91
Nonparametric estimation and inference on conditional quantile processes 0 0 0 22 1 2 4 115
QR.break: An R Package for Structural Breaks in Quantile Regression 0 0 0 0 1 2 2 2
Searching for cointegration in a dynamic system 0 0 0 64 1 4 5 258
Sieve estimation of option-implied state price density 0 0 0 14 2 5 6 45
Testing for structural change in regression quantiles 1 1 1 107 2 2 5 372
Uniform Inference on Quantile Effects under Sharp Regression Discontinuity Designs 0 0 0 4 1 5 10 23
Using arbitrary precision arithmetic to sharpen identification analysis for DSGE models 0 0 0 3 3 6 8 17
Total Journal Articles 6 15 28 1,609 36 86 181 4,738

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 2 2 2 4
Total Chapters 0 0 0 0 2 2 2 4

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Statistics updated 2026-01-09