Zhongjun Qu

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Uniform Inference on Quantile Effects under Sharp Regression Discontinuity Designs	2024-11-08	Paper
A stochastic volatility model with random level shifts and its applications to S&P 500 and NASDAQ return indices	2022-07-26	Paper
MTests with a New Normalization Matrix	2022-06-03	Paper
Likelihood Ratio-Based Tests for Markov Regime Switching	2022-01-19	Paper
Global Identification in DSGE Models Allowing for Indeterminacy	2021-09-21	Paper
Sieve estimation of option-implied state price density	2021-07-30	Paper
Frequency Domain Analysis of Medium Scale DSGE Models with Application to Smets and Wouters (2007)	2020-11-10	Paper
Identification and frequency domain quasi-maximum likelihood estimation of linearized dynamic stochastic general equilibrium models	2019-01-10	Paper
Inference in dynamic stochastic general equilibrium models with possible weak identification	2018-09-12	Paper
Estimating structural changes in regression quantiles	2016-08-12	Paper
Testing for structural change in regression quantiles	2016-06-13	Paper
Estimating restricted structural change models	2016-05-02	Paper
Nonparametric estimation and inference on conditional quantile processes	2015-05-06	Paper
A simple modification to improve the finite sample properties of Ng and Perron's unit root tests	2013-01-09	Paper
A modified information criterion for cointegration tests based on a VAR approximation	2012-05-14	Paper
A test against spurious long memory	2011-08-24	Paper
Long-Memory and Level Shifts in the Volatility of Stock Market Return Indices	2010-10-11	Paper
Estimating and Testing Structural Changes in Multivariate Regressions	2008-01-28	Paper
A mixture‐distribution factor model for multivariate outliers	2008-01-09	Paper

Research outcomes over time

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