Zhongjun Qu

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
\texttt{QR.break}: an \texttt{R} package for structural breaks in quantile regression Journal of Econometric Methods	2025-08-28	Paper
Uniform Inference on Quantile Effects under Sharp Regression Discontinuity Designs Journal of Business and Economic Statistics	2024-11-08	Paper
A stochastic volatility model with random level shifts and its applications to S\&P 500 and NASDAQ return indices Econometrics Journal	2022-07-26	Paper
\(M\) tests with a new normalization matrix Econometric Reviews	2022-06-03	Paper
Likelihood ratio-based tests for Markov regime switching Review of Economic Studies	2022-01-19	Paper
Global identification in DSGE models allowing for indeterminacy Review of Economic Studies	2021-09-21	Paper
Sieve estimation of option-implied state price density Journal of Econometrics	2021-07-30	Paper
Frequency domain analysis of medium scale DSGE models with application to Smets and Wouters (2007) DSGE Models in Macroeconomics: Estimation, Evaluation, and New Developments	2020-11-10	Paper
Identification and frequency domain quasi-maximum likelihood estimation of linearized dynamic stochastic general equilibrium models Quantitative Economics	2019-01-10	Paper
Inference in dynamic stochastic general equilibrium models with possible weak identification Quantitative Economics	2018-09-12	Paper
Estimating structural changes in regression quantiles Journal of Econometrics	2016-08-12	Paper
Testing for structural change in regression quantiles Journal of Econometrics	2016-06-13	Paper
Estimating restricted structural change models Journal of Econometrics	2016-05-02	Paper
Nonparametric estimation and inference on conditional quantile processes Journal of Econometrics	2015-05-06	Paper
A simple modification to improve the finite sample properties of Ng and Perron's unit root tests Economics Letters	2013-01-09	Paper
A modified information criterion for cointegration tests based on a VAR approximation Econometric Theory	2012-05-14	Paper
A test against spurious long memory Journal of Business and Economic Statistics	2011-08-24	Paper
Long-Memory and Level Shifts in the Volatility of Stock Market Return Indices Journal of Business and Economic Statistics	2010-10-11	Paper
Estimating and Testing Structural Changes in Multivariate Regressions Econometrica	2008-01-28	Paper
A mixture‐distribution factor model for multivariate outliers Econometrics Journal	2008-01-09	Paper

Research outcomes over time

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