The following pages link to Zhongjun Qu (Q278182):
Displaying 18 items.
- Estimating restricted structural change models (Q278183) (← links)
- Testing for structural change in regression quantiles (Q295711) (← links)
- Estimating structural changes in regression quantiles (Q737902) (← links)
- A simple modification to improve the finite sample properties of Ng and Perron's unit root tests (Q1929806) (← links)
- Sieve estimation of option-implied state price density (Q2043257) (← links)
- Nonparametric estimation and inference on conditional quantile processes (Q2343758) (← links)
- A MODIFIED INFORMATION CRITERION FOR COINTEGRATION TESTS BASED ON A VAR APPROXIMATION (Q2886962) (← links)
- A Test Against Spurious Long Memory (Q3089159) (← links)
- Long-Memory and Level Shifts in the Volatility of Stock Market Return Indices (Q3160947) (← links)
- Global Identification in DSGE Models Allowing for Indeterminacy (Q3382402) (← links)
- Inference in dynamic stochastic general equilibrium models with possible weak identification (Q4586298) (← links)
- Identification and frequency domain quasi-maximum likelihood estimation of linearized dynamic stochastic general equilibrium models (Q4645399) (← links)
- Likelihood Ratio-Based Tests for Markov Regime Switching (Q5022577) (← links)
- A stochastic volatility model with random level shifts and its applications to S&P 500 and NASDAQ return indices (Q5093213) (← links)
- Frequency Domain Analysis of Medium Scale DSGE Models with Application to Smets and Wouters (2007) (Q5133567) (← links)
- A mixture‐distribution factor model for multivariate outliers (Q5433625) (← links)
- Estimating and Testing Structural Changes in Multivariate Regressions (Q5437900) (← links)
- <i>M</i>Tests with a New Normalization Matrix (Q5863556) (← links)