5
H index
2
i10 index
98
Citations
Kennesaw State University | 5 H index 2 i10 index 98 Citations RESEARCH PRODUCTION: 10 Articles 11 Papers 1 Chapters RESEARCH ACTIVITY: 18 years (2006 - 2024). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pzh929 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Zhaoguo Zhan. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Financial Econometrics | 3 |
Working Papers Series with more than one paper published | # docs |
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Papers / arXiv.org | 3 |
Year | Title of citing document |
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2023 | Weak (Proxy) Factors Robust Hansen-Jagannathan Distance For Linear Asset Pricing Models. (2023). Kong, Lingwei. In: Papers. RePEc:arx:papers:2307.14499. Full description at Econpapers || Download paper |
2023 | Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models. (2023). Julliard, Christian ; Huang, Jiantao ; Bryzgalova, Svetlana. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:487-557. Full description at Econpapers || Download paper |
2023 | Income inequality and educational expenditures on children: Evidence from the China Family Panel Studies. (2023). Zhang, Min ; Yuan, Meng ; Chen, Yuanyuan. In: China Economic Review. RePEc:eee:chieco:v:78:y:2023:i:c:s1043951x23000172. Full description at Econpapers || Download paper |
2023 | Identifying latent factors based on high-frequency data. (2023). Zhang, Chuanhai ; Xu, Wen ; Sun, Yucheng. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:251-270. Full description at Econpapers || Download paper |
2023 | Identification-robust beta pricing, spanning, mimicking portfolios, and the benchmark neutrality of catastrophe bonds. (2023). Melin, Olena ; Khalaf, Lynda ; Dufour, Jean-Marie ; Beaulieu, Marie-Claude. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:1:s0304407623001586. Full description at Econpapers || Download paper |
2023 | Structural VAR models in the Frequency Domain. (2023). Pelgrin, Florian ; Guay, Alain. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:1:s0304407623001604. Full description at Econpapers || Download paper |
2024 | Mining the factor zoo: Estimation of latent factor models with sufficient proxies. (2024). Song, Rui ; Lu, Wenbin ; Li, Yingying ; Wan, Runzhe. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407623000179. Full description at Econpapers || Download paper |
2024 | International asset pricing with heterogeneous agents: Estimation and inference. (2024). Tinang, Jules ; Tedongap, Romeo. In: Journal of Empirical Finance. RePEc:eee:empfin:v:75:y:2024:i:c:s0927539823001263. Full description at Econpapers || Download paper |
2024 | GMM weighting matrices in cross-sectional asset pricing tests. (2024). Thimme, Julian ; Schlag, Christian ; Meinerding, Christoph ; Laurinaityte, Nora. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:162:y:2024:i:c:s0378426624000438. Full description at Econpapers || Download paper |
2023 | Priced risk in corporate bonds. (2023). Mueller, Philippe ; Dickerson, Alexander ; Robotti, Cesare. In: Journal of Financial Economics. RePEc:eee:jfinec:v:150:y:2023:i:2:s0304405x23001393. Full description at Econpapers || Download paper |
2024 | Linear Factor Models and the Estimation of Expected Returns. (2024). , Bas ; Sarisoy, Cisil. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2024-14. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2024 | Testing and Ranking of Asset Pricing Models Using the GRS Statistic. (2024). Shi, Ruoyao ; Kamstra, Mark J. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:4:p:168-:d:1379260. Full description at Econpapers || Download paper |
2023 | The Unintended Effects of Social Pensions on Migration: Evidence from Rural Mexico. (2023). Canedo, Ana P. In: Population Research and Policy Review. RePEc:kap:poprpr:v:42:y:2023:i:1:d:10.1007_s11113-023-09750-w. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2014 | Unexplained factors and their effects on second pass R-squared’s In: UvA-Econometrics Working Papers. [Full Text][Citation analysis] | paper | 39 |
2015 | Unexplained factors and their effects on second pass R-squared’s.(2015) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 39 | article | |
2021 | Local Composite Quantile Regression for Regression Discontinuity In: Papers. [Full Text][Citation analysis] | paper | 4 |
2022 | Local Composite Quantile Regression for Regression Discontinuity.(2022) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
2021 | Double robust inference for continuous updating GMM In: Papers. [Full Text][Citation analysis] | paper | 1 |
2022 | Misspecification and Weak Identification in Asset Pricing In: Papers. [Full Text][Citation analysis] | paper | 0 |
2024 | Does Health Behavior Change After Diagnosis? Evidence From Fuzzy Regression Discontinuity In: Journal of Econometric Methods. [Full Text][Citation analysis] | article | 0 |
2006 | Lowering Child Mortality in Poor Countries: The Power of Knowledgeable Parents In: CEP Discussion Papers. [Full Text][Citation analysis] | paper | 7 |
2006 | Lowering child mortality in poor countries: the power of knowledgeable parents.(2006) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
2013 | The Surprisingly Dire Situation of Childrens Education in Rural West Africa: Results from the CREO Study in Guinea-Bissau In: CEP Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2013 | The surprisingly dire situation of childrens education in rural west Africa: results from the CREO study in Guinea-Bissau.(2013) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2020 | ROBUST INFERENCE IN STRUCTURAL VECTOR AUTOREGRESSIONS WITH LONG-RUN RESTRICTIONS In: Econometric Theory. [Full Text][Citation analysis] | article | 2 |
2016 | Robust inference in structural VARs with long-run restrictions In: ESSEC Working Papers. [Full Text][Citation analysis] | paper | 3 |
2015 | A medal share model for Olympic performance In: Economics Bulletin. [Full Text][Citation analysis] | article | 1 |
2014 | The Surprisingly Dire Situation of Childrens Education in Rural West Africa: Results from the CREO Study in Guinea-Bissau (Comprehensive Review of Education Outcomes) In: NBER Chapters. [Full Text][Citation analysis] | chapter | 6 |
2013 | The Surprisingly Dire Situation of Childrens Education in Rural West Africa: Results from the CREO Study in Guinea-Bissau (Comprehensive Review of Education Outcomes).(2013) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
2018 | Identification-Robust Inference on Risk Premia of Mimicking Portfolios of Non-traded Factors In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 6 |
2023 | Identification Robust Testing of Risk Premia in Finite Samples In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 1 |
2023 | Rejoinder on: Identification Robust Testing of Risk Premia in Finite Samples* In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 0 |
2018 | The Impact of Rural Pensions in China on Labor Migration In: The World Bank Economic Review. [Full Text][Citation analysis] | article | 23 |
2020 | Does Extending Unemployment Benefits Improve Job Quality? Comment In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2016 | Linear regression with an estimated regressor: applications to aggregate indicators of economic development In: Empirical Economics. [Full Text][Citation analysis] | article | 5 |
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