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 2 5 21 83
A Modified Information Criterion for Cointegration Tests based on a VAR Approximation 0 0 0 205 1 3 9 577
A Simple Modification to Improve the Finite Sample Properties of Ng and Perron’s Unit Root Tests 0 0 0 168 1 3 8 458
A Stochastic Volatility Model with Random Level Shifts: Theory and Applications to S&P 500 and NASDAQ Return Indices 0 0 0 102 1 1 11 198
A Test Against Spurious Long Memory 0 0 0 21 3 3 14 125
An Analytical Evaluation of the Log-periodogram Estimate in the Presence of Level Shifts 0 0 0 27 4 6 12 140
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 3 4 10 234
Estimating and testing structural changes in multivariate regressions 0 0 0 231 7 8 19 627
Estimating structural changes in regression quantiles 0 0 0 8 3 4 9 101
Fitting Dynamically Misspecified Models: An Optimal Transportation Approach 0 0 3 12 0 1 14 31
Frequency Domain Analysis of Medium Scale DSGE Models with Application to Smets and Wouters (2007) 0 0 0 38 5 5 9 261
Global Identification in DSGE Models Allowing for Indeterminacy 0 0 0 27 3 4 10 82
Identification and Frequency Domain QML Estimation of Linearized DSGE Models 0 0 0 19 2 3 11 92
Inference and Speci?cation Testing in DSGE Models with Possible Weak Identification 0 0 0 19 1 2 8 104
Likelihood Ratio Based Tests for Markov Regime Switching 0 0 1 69 0 2 12 114
Long-Memory and Level Shifts in the Volatility of Stock Market Return Indices 0 0 0 115 5 8 23 312
M Tests with a New Normalization Matrix 0 0 0 8 0 1 11 150
Nonparametric Estimation and Inference on Conditional Quantile Processes 0 0 0 22 3 4 9 112
Prediction Intervals for Model Averaging 0 0 11 11 4 5 20 20
Uniform Inference on Quantile Effects under Sharp Regression Discontinuity Designs 0 0 0 32 1 2 9 52
Total Working Papers 0 0 15 1,273 49 74 249 3,873

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 2 10 17 102
A MODIFIED INFORMATION CRITERION FOR COINTEGRATION TESTS BASED ON A VAR APPROXIMATION 0 0 0 51 1 1 7 223
A Test Against Spurious Long Memory 0 0 0 55 2 2 9 178
A Test Against Spurious Long Memory 0 0 1 20 1 1 11 100
A simple modification to improve the finite sample properties of Ng and Perron's unit root tests 0 0 1 139 3 5 17 394
A stochastic volatility model with random level shifts and its applications to S&P 500 and NASDAQ return indices 0 0 1 19 3 4 6 69
Estimating State Price Densities Implied by American Options 0 0 0 0 1 3 3 3
Estimating and Testing Structural Changes in Multivariate Regressions 0 1 6 435 6 10 22 1,003
Estimating restricted structural change models 2 3 8 310 7 8 26 639
Estimating structural changes in regression quantiles 0 0 0 115 2 5 10 377
Global Identification in DSGE Models Allowing for Indeterminacy 0 0 2 14 1 3 21 129
Identification and frequency domain quasi‐maximum likelihood estimation of linearized dynamic stochastic general equilibrium models 0 0 0 52 0 3 10 157
Inference in dynamic stochastic general equilibrium models with possible weak identification 0 0 0 6 1 4 8 50
Inference on Conditional Quantile Processes in Partially Linear Models with Applications to the Impact of Unemployment Benefits 0 1 4 7 1 3 14 68
Introduction to the Themed Issue: Macroeconometrics 0 1 2 3 3 6 15 20
Likelihood Ratio-Based Tests for Markov Regime Switching 0 0 5 11 2 4 25 59
Long-Memory and Level Shifts in the Volatility of Stock Market Return Indices 0 0 0 157 0 2 10 374
M Tests with a New Normalization Matrix 0 0 0 6 3 3 11 98
Nonparametric estimation and inference on conditional quantile processes 0 1 1 23 2 4 11 123
QR.break: An R Package for Structural Breaks in Quantile Regression 0 1 1 1 2 6 10 10
Searching for cointegration in a dynamic system 0 0 0 64 0 1 8 262
Sieve estimation of option-implied state price density 0 0 0 14 3 9 19 58
Testing for structural change in regression quantiles 1 2 3 109 1 8 12 380
Uniform Inference on Quantile Effects under Sharp Regression Discontinuity Designs 0 0 0 4 2 2 13 28
Using arbitrary precision arithmetic to sharpen identification analysis for DSGE models 0 0 0 3 2 8 22 31
Total Journal Articles 3 10 35 1,623 51 115 337 4,935

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 3 6 8
Total Chapters 0 0 0 0 0 3 6 8

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Statistics updated 2026-05-06