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 3 568
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 0 1 187
A Test Against Spurious Long Memory 0 0 0 21 1 1 3 112
An Analytical Evaluation of the Log-periodogram Estimate in the Presence of Level Shifts 0 0 0 27 0 0 2 128
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 0 1 2 224
Estimating and testing structural changes in multivariate regressions 0 0 0 231 1 1 6 609
Estimating structural changes in regression quantiles 0 0 0 8 0 0 0 92
Fitting Dynamically Misspecified Models: An Optimal Transportation Approach 2 2 11 11 2 2 19 19
Frequency Domain Analysis of Medium Scale DSGE Models with Application to Smets and Wouters (2007) 0 0 0 38 0 1 2 252
Global Identification in DSGE Models Allowing for Indeterminacy 0 0 0 27 0 1 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 1 1 2 97
Likelihood Ratio Based Tests for Markov Regime Switching 0 0 1 68 0 1 4 102
Long-Memory and Level Shifts in the Volatility of Stock Market Return Indices 0 0 0 115 0 0 2 289
M Tests with a New Normalization Matrix 0 0 0 8 0 0 2 139
Nonparametric Estimation and Inference on Conditional Quantile Processes 0 0 0 22 0 0 2 103
Uniform Inference on Quantile Effects under Sharp Regression Discontinuity Designs 0 0 0 32 0 0 2 43
Total Working Papers 2 2 12 1,260 5 9 55 3,629

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 1 5 85
A MODIFIED INFORMATION CRITERION FOR COINTEGRATION TESTS BASED ON A VAR APPROXIMATION 0 0 0 51 0 1 2 216
A Test Against Spurious Long Memory 0 1 1 55 0 1 2 169
A Test Against Spurious Long Memory 0 0 2 19 0 0 4 89
A simple modification to improve the finite sample properties of Ng and Perron's unit root tests 0 0 0 138 2 3 8 379
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 2 9 429 2 4 24 983
Estimating restricted structural change models 0 1 4 302 1 2 8 614
Estimating structural changes in regression quantiles 0 0 0 115 0 0 1 367
Global Identification in DSGE Models Allowing for Indeterminacy 0 0 1 12 0 2 5 108
Identification and frequency domain quasi‐maximum likelihood estimation of linearized dynamic stochastic general equilibrium models 0 0 1 52 0 1 5 147
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 0 1 27 54
Introduction to the Themed Issue: Macroeconometrics 1 1 2 2 2 3 7 7
Likelihood Ratio-Based Tests for Markov Regime Switching 0 0 0 6 0 2 5 34
Long-Memory and Level Shifts in the Volatility of Stock Market Return Indices 0 0 1 157 0 0 3 364
M Tests with a New Normalization Matrix 0 0 0 6 0 1 1 87
Nonparametric estimation and inference on conditional quantile processes 0 0 0 22 1 1 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 0 1 39
Testing for structural change in regression quantiles 0 0 2 106 0 1 10 368
Uniform Inference on Quantile Effects under Sharp Regression Discontinuity Designs 0 0 0 4 1 1 4 16
Using arbitrary precision arithmetic to sharpen identification analysis for DSGE models 0 0 1 3 0 0 3 9
Total Journal Articles 1 5 25 1,589 9 25 134 4,607

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 2025-06-06