Zhaoguo Zhan : Citation Profile


Are you Zhaoguo Zhan?

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.
   Cites by year: 5
   Journals where Zhaoguo Zhan has often published
   Relations with other researchers
   Recent citing documents: 15.    Total self citations: 3 (2.97 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pzh929
   Updated: 2024-11-06    RAS profile: 2024-05-06    
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Relations with other researchers


Works with:

Kleibergen, Frank (4)

Authors registered in RePEc who have co-authored more than one work in the last five years with Zhaoguo Zhan.

Is cited by:

Khalaf, Lynda (5)

Kenny, Charles (4)

Adrian, Tobias (3)

Crump, Richard (3)

Anatolyev, Stanislav (3)

Chen, Xi (3)

Cattaneo, Matias (3)

Eggleston, Karen (3)

Gospodinov, Nikolay (3)

Friedman, Evan (2)

Burtch, Gordon (2)

Cites to:

Kleibergen, Frank (24)

Shanken, Jay (10)

Kremer, Michael (9)

Fama, Eugene (7)

Mavroeidis, Sophocles (7)

Dufour, Jean-Marie (7)

Jagannathan, Ravi (6)

Stock, James (6)

French, Kenneth (6)

Andrews, Donald (5)

Khalaf, Lynda (5)

Main data


Where Zhaoguo Zhan has published?


Journals with more than one article published# docs
Journal of Financial Econometrics3

Working Papers Series with more than one paper published# docs
Papers / arXiv.org3

Recent works citing Zhaoguo Zhan (2024 and 2023)


YearTitle of citing document
2023Weak (Proxy) Factors Robust Hansen-Jagannathan Distance For Linear Asset Pricing Models. (2023). Kong, Lingwei. In: Papers. RePEc:arx:papers:2307.14499.

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2023Bayesian 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.

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2023Income 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.

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2023Identifying 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.

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2023Identification-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.

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2023Structural 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.

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2024Mining 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.

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2024International 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.

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2024GMM 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.

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2023Priced 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.

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2024Linear Factor Models and the Estimation of Expected Returns. (2024). , Bas ; Sarisoy, Cisil. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2024-14.

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2023.

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2024Testing 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.

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2023The 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.

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Works by Zhaoguo Zhan:


YearTitleTypeCited
2014Unexplained factors and their effects on second pass R-squared’s In: UvA-Econometrics Working Papers.
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paper39
2015Unexplained factors and their effects on second pass R-squared’s.(2015) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 39
article
2021Local Composite Quantile Regression for Regression Discontinuity In: Papers.
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paper4
2022Local Composite Quantile Regression for Regression Discontinuity.(2022) In: Journal of Business & Economic Statistics.
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This paper has nother version. Agregated cites: 4
article
2021Double robust inference for continuous updating GMM In: Papers.
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paper1
2022Misspecification and Weak Identification in Asset Pricing In: Papers.
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paper0
2024Does Health Behavior Change After Diagnosis? Evidence From Fuzzy Regression Discontinuity In: Journal of Econometric Methods.
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article0
2006Lowering Child Mortality in Poor Countries: The Power of Knowledgeable Parents In: CEP Discussion Papers.
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paper7
2006Lowering child mortality in poor countries: the power of knowledgeable parents.(2006) In: LSE Research Online Documents on Economics.
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This paper has nother version. Agregated cites: 7
paper
2013The Surprisingly Dire Situation of Childrens Education in Rural West Africa: Results from the CREO Study in Guinea-Bissau In: CEP Discussion Papers.
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paper0
2013The 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.
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This paper has nother version. Agregated cites: 0
paper
2020ROBUST INFERENCE IN STRUCTURAL VECTOR AUTOREGRESSIONS WITH LONG-RUN RESTRICTIONS In: Econometric Theory.
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article2
2016Robust inference in structural VARs with long-run restrictions In: ESSEC Working Papers.
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paper3
2015A medal share model for Olympic performance In: Economics Bulletin.
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article1
2014The 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.
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chapter6
2013The 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
2018Identification-Robust Inference on Risk Premia of Mimicking Portfolios of Non-traded Factors In: Journal of Financial Econometrics.
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article6
2023Identification Robust Testing of Risk Premia in Finite Samples In: Journal of Financial Econometrics.
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article1
2023Rejoinder on: Identification Robust Testing of Risk Premia in Finite Samples* In: Journal of Financial Econometrics.
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article0
2018The Impact of Rural Pensions in China on Labor Migration In: The World Bank Economic Review.
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article23
2020Does Extending Unemployment Benefits Improve Job Quality? Comment In: MPRA Paper.
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paper0
2016Linear regression with an estimated regressor: applications to aggregate indicators of economic development In: Empirical Economics.
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article5

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