15
H index
15
i10 index
1140
Citations
Boston University | 15 H index 15 i10 index 1140 Citations RESEARCH PRODUCTION: 22 Articles 18 Papers 1 Chapters RESEARCH ACTIVITY: 19 years (2005 - 2024). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pqu46 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Zhongjun Qu. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Econometrics | 5 |
Journal of Business & Economic Statistics | 2 |
Journal of Business & Economic Statistics | 2 |
The Review of Economic Studies | 2 |
The Review of Economics and Statistics | 2 |
Working Papers Series with more than one paper published | # docs |
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Boston University - Department of Economics - Working Papers Series / Boston University - Department of Economics | 18 |
Year | Title of citing document |
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2023 | Change-Point Testing and Estimation for Risk Measures in Time Series. (2018). Pelger, Markus ; Glynn, Peter W ; Fan, Lin. In: Papers. RePEc:arx:papers:1809.02303. Full description at Econpapers || Download paper |
2023 | Structural stability of infinite-order regression. (2019). SEO, MYUNG HWAN ; Gupta, Abhimanyu. In: Papers. RePEc:arx:papers:1911.08637. Full description at Econpapers || Download paper |
2023 | The Spectral Approach to Linear Rational Expectations Models. (2020). Al-Sadoon, Majid. In: Papers. RePEc:arx:papers:2007.13804. Full description at Econpapers || Download paper |
2023 | Testing for long-range dependence in non-stationary time series time-varying regression. (2021). Wu, Weichi ; Bai, Lujia. In: Papers. RePEc:arx:papers:2110.08089. Full description at Econpapers || Download paper |
2023 | Efficiently Detecting Multiple Structural Breaks in Systems of Linear Regression Equations with Integrated and Stationary Regressors. (2022). Schweikert, Karsten. In: Papers. RePEc:arx:papers:2201.05430. Full description at Econpapers || Download paper |
2023 | Likelihood ratio test for structural changes in factor models. (2022). Han, XU ; Duan, Jiangtao ; Bai, Jushan. In: Papers. RePEc:arx:papers:2206.08052. Full description at Econpapers || Download paper |
2023 | Modelling Large Dimensional Datasets with Markov Switching Factor Models. (2022). Massacci, Daniele ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2210.09828. Full description at Econpapers || Download paper |
2023 | Structural Break Detection in Quantile Predictive Regression Models with Persistent Covariates. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2302.05193. Full description at Econpapers || Download paper |
2023 | Quantile Time Series Regression Models Revisited. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.06617. Full description at Econpapers || Download paper |
2023 | Break-Point Date Estimation for Nonstationary Autoregressive and Predictive Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.13915. Full description at Econpapers || Download paper |
2023 | Multikink quantile regression for longitudinal data with application to progesterone data analysis. (2023). Zou, Changliang ; Zhang, Wenyang ; Zhong, Wei ; Wan, Chuang. In: Biometrics. RePEc:bla:biomet:v:79:y:2023:i:2:p:747-760. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Estimation of Heterogeneous Agent Models: A Likelihood Approach. (2023). Wang, Muchun ; Posch, Olaf ; Parraalvarez, Juan Carlos. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:2:p:304-330. Full description at Econpapers || Download paper |
2023 | Analyzing Electricity Demand in Colombia: A Functional Time Series Approach. (2023). Duque, Fernando Villada ; Marulanda, Laura Marquez ; Marin, Jorge Barrientos. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-01-11. Full description at Econpapers || Download paper |
2023 | Entrepreneurial risk shocks and financial acceleration asymmetry in a two-country DSGE model. (2023). Zheng, Xin ; Wang, XI ; Kwok, Simon ; Jin, Tao ; Hsiao, Cody Yu-Ling. In: China Economic Review. RePEc:eee:chieco:v:81:y:2023:i:c:s1043951x23000913. Full description at Econpapers || Download paper |
2023 | Nonparametric inference on smoothed quantile regression process. (2023). Su, Wen ; Shen, Guohao ; Lin, Yuanyuan ; Hao, Meiling. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:179:y:2023:i:c:s0167947322002250. Full description at Econpapers || Download paper |
2023 | Quasi-maximum likelihood estimation of break point in high-dimensional factor models. (2023). Bai, Jushan ; Han, XU ; Duan, Jiangtao. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:209-236. Full description at Econpapers || Download paper |
2023 | Asymptotic properties of Bayesian inference in linear regression with a structural break. (2023). Shimizu, Kenichi. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:1:p:202-219. Full description at Econpapers || Download paper |
2023 | Specification tests for time-varying coefficient models. (2023). Su, Liangjun ; Hong, Yongmiao ; Wang, Xia ; Fu, Zhonghao. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:720-744. Full description at Econpapers || Download paper |
2023 | A solution to the global identification problem in DSGE models. (2023). Kocięcki, Andrzej ; Kolasa, Marcin ; Kocicki, Andrzej. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:2:s0304407623001938. Full description at Econpapers || Download paper |
2023 | Short- and long-run determinants of the price behavior of US clean energy stocks: A dynamic ARDL simulations approach. (2023). , Mohamed. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002694. Full description at Econpapers || Download paper |
2023 | Optimal monetary policy under bounded rationality. (2023). Bounader, Lahcen ; Benchimol, Jonathan. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000517. Full description at Econpapers || Download paper |
2023 | Historical performance of rule-like monetary policy. (2023). Teryoshin, Yevgeniy. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:130:y:2023:i:c:s0261560622001693. Full description at Econpapers || Download paper |
2023 | Political stability and credibility of currency board. (2023). Ho, Wai-Yip Alex ; Fu, Liang ; Feng, Shu. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623001122. Full description at Econpapers || Download paper |
2023 | A finite mixture analysis of structural breaks in the G-7 gross domestic product series. (2023). Maruotti, Antonello ; Cremaschini, Alessandro. In: Research in Economics. RePEc:eee:reecon:v:77:y:2023:i:1:p:76-90. Full description at Econpapers || Download paper |
2023 | Long memory in the high frequency cryptocurrency markets using fractal connectivity analysis: The impact of COVID-19. (2023). Bhandari, Avishek ; Yousaf, Imran ; Mokni, Khaled ; Assaf, Ata. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002070. Full description at Econpapers || Download paper |
2023 | Reconsidering the relationship between health and income in the UK. (2023). Watson, Duncan ; Cook, Steve ; Chowdhury, Rosen. In: Social Science & Medicine. RePEc:eee:socmed:v:332:y:2023:i:c:s0277953623004513. Full description at Econpapers || Download paper |
2023 | A lack-of-fit test for quantile regression process models. (2023). Wang, Caixing ; Liu, Qiaochu ; Feng, Xingdong. In: Statistics & Probability Letters. RePEc:eee:stapro:v:192:y:2023:i:c:s0167715222001936. Full description at Econpapers || Download paper |
2023 | An efficient approach to structural breaks and the case of automobile gasoline consumption in Australia. (2023). Hensher, David A ; Zeng, Jingjing ; Li, Zheng. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:169:y:2023:i:c:s0965856423000149. Full description at Econpapers || Download paper |
2023 | Change-point estimators with the weighted objective function when estimating breaks one at a time. (2023). 黒住, 英司, ; Kurozumi, Eiji ; 田柳, 俊和, ; Tayanagi, Toshikazu. In: Discussion Papers. RePEc:hit:econdp:2023-04. Full description at Econpapers || Download paper |
2023 | Long Memory, Spurious Memory: Persistence in Range-Based Volatility of Exchange Rates. (2023). Sibbertsen, Philipp ; Afzal, Alia. In: Open Economies Review. RePEc:kap:openec:v:34:y:2023:i:4:d:10.1007_s11079-022-09686-2. Full description at Econpapers || Download paper |
2023 | Long memory and regime switching in the stochastic volatility modelling. (2023). Shi, Yanlin. In: Annals of Operations Research. RePEc:spr:annopr:v:320:y:2023:i:2:d:10.1007_s10479-020-03841-z. Full description at Econpapers || Download paper |
2023 | Markov chains, eigenvalues and the stability of economic growth processes. (2023). Delbianco, Fernando ; Tohme, Fernando ; Fioriti, Andres. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:3:d:10.1007_s00181-022-02276-8. Full description at Econpapers || Download paper |
2023 | Forecasting in the presence of in-sample and out-of-sample breaks. (2023). Perron, Pierre ; Xu, Jiawen. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:6:d:10.1007_s00181-022-02346-x. Full description at Econpapers || Download paper |
2023 | Estimation and Testing in Multivariate Generalized Ornstein-Uhlenbeck Processes with Change-Points. (2023). Nkurunziza, Severien. In: Sankhya A: The Indian Journal of Statistics. RePEc:spr:sankha:v:85:y:2023:i:1:d:10.1007_s13171-021-00251-6. Full description at Econpapers || Download paper |
2023 | Robust and efficient specification tests in Markov-switching autoregressive models. (2023). Chiba, Masaru. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:26:y:2023:i:1:d:10.1007_s11203-022-09277-5. Full description at Econpapers || Download paper |
2023 | Forecasting highly persistent time series with bounded spectrum processes. (2023). Maddanu, Federico. In: Statistical Papers. RePEc:spr:stpapr:v:64:y:2023:i:1:d:10.1007_s00362-022-01321-z. Full description at Econpapers || Download paper |
2023 | A general procedure for change-point detection in multivariate time series. (2023). Kengne, William ; Diop, Mamadou Lamine. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:32:y:2023:i:1:d:10.1007_s11749-022-00824-z. Full description at Econpapers || Download paper |
2023 | Negotiating the Wilderness of Bounded Rationality through Robust Policy. (2023). Levine, Paul ; Pham, Son ; Mirza, Afrasiab ; Deak, Szabolcs. In: School of Economics Discussion Papers. RePEc:sur:surrec:0223. Full description at Econpapers || Download paper |
2023 | Optimal forecasts in the presence of discrete structural breaks under long memory. (2023). Sibbertsen, Philipp ; Mboya, Mwasi Paza. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:7:p:1889-1908. Full description at Econpapers || Download paper |
2023 | Sticky information and the Taylor rule. (2023). Tzaawa-Krenzler, Mary ; Meyer-Gohde, Alexander. In: IMFS Working Paper Series. RePEc:zbw:imfswp:189. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2010 | Long-Memory and Level Shifts in the Volatility of Stock Market Return Indices In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 134 |
2008 | Long-Memory and Level Shifts in the Volatility of Stock Market Return Indices.(2008) In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] This paper has nother version. Agregated cites: 134 | paper | |
2011 | A Test Against Spurious Long Memory In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 100 |
2010 | A Test Against Spurious Long Memory.(2010) In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] This paper has nother version. Agregated cites: 100 | paper | |
2011 | A Test Against Spurious Long Memory.(2011) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 100 | article | |
2005 | Estimating and testing structural changes in multivariate regressions In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] | paper | 298 |
2007 | Estimating and Testing Structural Changes in Multivariate Regressions.(2007) In: Econometrica. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 298 | article | |
2006 | A Simple Modification to Improve the Finite Sample Properties of Ng and Perron’s Unit Root Tests In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] | paper | 135 |
2007 | A simple modification to improve the finite sample properties of Ng and Perrons unit root tests.(2007) In: Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 135 | article | |
2006 | A Modified Information Criterion for Cointegration Tests based on a VAR Approximation In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] | paper | 17 |
2007 | A MODIFIED INFORMATION CRITERION FOR COINTEGRATION TESTS BASED ON A VAR APPROXIMATION.(2007) In: Econometric Theory. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | article | |
2006 | An Analytical Evaluation of the Log-periodogram Estimate in the Presence of Level Shifts and its Implications for Stock Returns Volatility* In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] | paper | 7 |
2007 | An Analytical Evaluation of the Log-periodogram Estimate in the Presence of Level Shifts In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] | paper | 47 |
2008 | A Stochastic Volatility Model with Random Level Shifts: Theory and Applications to S&P 500 and NASDAQ Return Indices In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] | paper | 2 |
2010 | M Tests with a New Normalization Matrix In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] | paper | 1 |
2015 | M Tests with a New Normalization Matrix.(2015) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
2010 | Estimating structural changes in regression quantiles In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] | paper | 53 |
2011 | Estimating structural changes in regression quantiles.(2011) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 53 | article | |
2010 | Identification and Frequency Domain QML Estimation of Linearized DSGE Models In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] | paper | 4 |
2011 | Inference and Speci?cation Testing in DSGE Models with Possible Weak Identification In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] | paper | 4 |
2011 | Nonparametric Estimation and Inference on Conditional Quantile Processes In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] | paper | 38 |
2015 | Nonparametric estimation and inference on conditional quantile processes.(2015) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 38 | article | |
2011 | Frequency Domain Analysis of Medium Scale DSGE Models with Application to Smets and Wouters (2007) In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] | paper | 6 |
2012 | Frequency Domain Analysis of Medium Scale DSGE Models with Application to Smets and Wouters (2007).(2012) In: Advances in Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | chapter | |
2015 | Global Identification in DSGE Models Allowing for Indeterminacy In: Boston University - Department of Economics - Working Papers Series. [Full Text][Citation analysis] | paper | 20 |
2017 | Global Identification in DSGE Models Allowing for Indeterminacy.(2017) In: The Review of Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | article | |
2015 | A Composite Likelihood Framework for Analyzing Singular DSGE Models In: Boston University - Department of Economics - Working Papers Series. [Full Text][Citation analysis] | paper | 4 |
2018 | A Composite Likelihood Framework for Analyzing Singular DSGE Models.(2018) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
2015 | Likelihood Ratio Based Tests for Markov Regime Switching In: Boston University - Department of Economics - Working Papers Series. [Full Text][Citation analysis] | paper | 7 |
2021 | Likelihood Ratio-Based Tests for Markov Regime Switching.(2021) In: The Review of Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
2015 | Uniform Inference on Quantile Effects under Sharp Regression Discontinuity Designs In: Boston University - Department of Economics - Working Papers Series. [Full Text][Citation analysis] | paper | 3 |
2019 | Uniform Inference on Quantile Effects under Sharp Regression Discontinuity Designs.(2019) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
2012 | Identification and frequency domain quasiâ€maximum likelihood estimation of linearized dynamic stochastic general equilibrium models In: Quantitative Economics. [Full Text][Citation analysis] | article | 54 |
2007 | Searching for cointegration in a dynamic system In: Econometrics Journal. [Full Text][Citation analysis] | article | 21 |
2006 | Estimating restricted structural change models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 73 |
2008 | Testing for structural change in regression quantiles In: Journal of Econometrics. [Full Text][Citation analysis] | article | 60 |
2021 | Sieve estimation of option-implied state price density In: Journal of Econometrics. [Full Text][Citation analysis] | article | 0 |
2024 | Inference on Conditional Quantile Processes in Partially Linear Models with Applications to the Impact of Unemployment Benefits In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 0 |
2013 | A stochastic volatility model with random level shifts and its applications to S&P 500 and NASDAQ return indices In: Econometrics Journal. [Full Text][Citation analysis] | article | 32 |
2023 | Using arbitrary precision arithmetic to sharpen identification analysis for DSGE models In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 0 |
2014 | Inference in dynamic stochastic general equilibrium models with possible weak identification In: Quantitative Economics. [Full Text][Citation analysis] | article | 20 |
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