7
H index
7
i10 index
255
Citations
Shanghai Jiao Tong University | 7 H index 7 i10 index 255 Citations RESEARCH PRODUCTION: 13 Articles 5 Papers 2 Books RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Junhui Qian. | Is cited by: | Cites to: |
| Journals with more than one article published | # docs |
|---|---|
| Journal of Econometrics | 4 |
| Economics Letters | 4 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / Singapore Management University, School of Economics | 3 |
| Year | Title of citing document |
|---|---|
| 2025 | Nuclear Norm Regularized Estimation of Panel Regression Models. (2025). Weidner, Martin ; Moon, Hyungsik. In: Papers. RePEc:arx:papers:1810.10987. Full description at Econpapers || Download paper |
| 2024 | Detecting Multiple Structural Breaks in Systems of Linear Regression Equations with Integrated and Stationary Regressors. (2024). Schweikert, Karsten. In: Papers. RePEc:arx:papers:2201.05430. Full description at Econpapers || Download paper |
| 2025 | A projection based approach for interactive fixed effects panel data models. (2025). Wang, Weining ; Rodriguez-Poo, Juan M ; Keilbar, Georg ; Soberon, Alexandra. In: Papers. RePEc:arx:papers:2201.11482. Full description at Econpapers || Download paper |
| 2025 | Estimation and Inference in High-Dimensional Panel Data Models with Interactive Fixed Effects. (2024). LINTON, OLIVER ; Vogt, Michael ; Walsh, Christopher. In: Papers. RePEc:arx:papers:2206.12152. Full description at Econpapers || Download paper |
| 2025 | Change-Point Detection in Time Series Using Mixed Integer Programming. (2024). Radchenko, Peter ; Prokhorov, Artem ; Skrobotov, Anton ; Semenov, Alexander. In: Papers. RePEc:arx:papers:2408.05665. Full description at Econpapers || Download paper |
| 2024 | Bootstrap Adaptive Lasso Solution Path Unit Root Tests. (2024). Reinschlussel, Thilo ; Arnold, Martin C. In: Papers. RePEc:arx:papers:2409.07859. Full description at Econpapers || Download paper |
| 2025 | Recovering latent linkage structures and spillover effects with structural breaks in panel data models. (2025). Okui, Ryo ; Wang, Wendun ; Sun, Yutao. In: Papers. RePEc:arx:papers:2501.09517. Full description at Econpapers || Download paper |
| 2025 | Bayesian inference for dynamic spatial quantile models with interactive effects. (2025). Bai, Jushan ; Ando, Tomohiro ; Song, Yong ; Li, Kunpeng. In: Papers. RePEc:arx:papers:2503.00772. Full description at Econpapers || Download paper |
| 2025 | Functional Linear Projection and Impulse Response Analysis. (2025). Seong, Dakyung. In: Papers. RePEc:arx:papers:2503.08364. Full description at Econpapers || Download paper |
| 2025 | Estimation of Latent Group Structures in Time-Varying Panel Data Models. (2025). Smeekes, Stephan ; Haimerl, Paul ; Wilms, Ines. In: Papers. RePEc:arx:papers:2503.23165. Full description at Econpapers || Download paper |
| 2025 | Testing for multiple change-points in macroeconometrics: an empirical guide and recent developments. (2025). Boldea, Otilia ; Hall, Alastair R. In: Papers. RePEc:arx:papers:2507.22204. Full description at Econpapers || Download paper |
| 2025 | Two-Way Mean Group Estimators for Heterogeneous Panel Models with Fixed T. (2025). Su, Liangjun ; Lu, Xun. In: Papers. RePEc:arx:papers:2508.10302. Full description at Econpapers || Download paper |
| 2025 | Functional Regression with Nonstationarity and Error Contamination: Application to the Economic Impact of Climate Change. (2025). Seo, Won-Ki ; Nam, Kyungsik. In: Papers. RePEc:arx:papers:2509.08591. Full description at Econpapers || Download paper |
| 2025 | Optimal break tests for large linear time series models. (2025). Gupta, Abhimanyu ; Seo, Myung Hwan. In: Papers. RePEc:arx:papers:2510.12262. Full description at Econpapers || Download paper |
| 2025 | Robust Inference Methods for Latent Group Panel Models under Possible Group Non-Separation. (2025). Akgun, Oguzhan ; Okui, Ryo. In: Papers. RePEc:arx:papers:2511.18550. Full description at Econpapers || Download paper |
| 2024 | Functional principal component analysis for cointegrated functional time series. (2024). Seo, Wonki. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:45:y:2024:i:2:p:320-330. Full description at Econpapers || Download paper |
| 2025 | How Do Macroaggregates and Income Distribution Interact Dynamically? A Novel Structural Mixed Autoregression with Aggregate and Functional Variables. (2025). Kim, Soyoung ; Park, Joon Y ; Chang, Yoosoon. In: Working Papers. RePEc:bny:wpaper:0136. Full description at Econpapers || Download paper |
| 2024 | Nonparametric Instrumental Regression with Two-Way Fixed Effects. (2024). Enrico, De Monte. In: Journal of Econometric Methods. RePEc:bpj:jecome:v:13:y:2024:i:1:p:49-66:n:5. Full description at Econpapers || Download paper |
| 2024 | A three-way dynamic panel threshold regression model for change point detection in bioimpedance data. (2024). Di Lascio, F. Marta L. ; Perazzini, Selene ; Marta, F. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps104. Full description at Econpapers || Download paper |
| 2025 | Community influence analysis in social networks. (2025). Zhang, Qingzhao ; Tsai, Chih-Ling ; Lan, Wei ; Fang, Kuangnan ; Chen, Yuanxing. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:202:y:2025:i:c:s016794732400121x. Full description at Econpapers || Download paper |
| 2024 | Panel data models with time-varying latent group structures. (2024). Su, Liangjun ; Phillips, Peter ; Wang, Yiren. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000319. Full description at Econpapers || Download paper |
| 2024 | GMM estimation for high-dimensional panel data models. (2024). LINTON, OLIVER ; GAO, Jiti ; Dong, Chaohua ; Cheng, Tingting. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:1:s0304407624001982. Full description at Econpapers || Download paper |
| 2024 | Functional quantile autoregression. (2024). Liu, Weiyi ; Xiao, Zhijie ; Chen, Rong ; Dong, Chaohua. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:2:s0304407624001118. Full description at Econpapers || Download paper |
| 2024 | Variable selection in high dimensional linear regressions with parameter instability. (2024). Pesaran, Hashem M ; Sharifvaghefi, Mahrad ; Chudik, Alexander. In: Journal of Econometrics. RePEc:eee:econom:v:246:y:2024:i:1:s0304407624002513. Full description at Econpapers || Download paper |
| 2025 | When structural break meets threshold effect: Factor analysis under structural instabilities. (2025). Tu, Yundong ; Ma, Chenchen. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000260. Full description at Econpapers || Download paper |
| 2025 | Estimating coefficient-by-coefficient breaks in panel data models. (2025). Kaddoura, Yousef. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000594. Full description at Econpapers || Download paper |
| 2025 | Sieve estimation of state-varying factor models. (2025). Su, Liangjun ; Jin, Sainan ; Wang, Xia. In: Journal of Econometrics. RePEc:eee:econom:v:251:y:2025:i:c:s0304407625001186. Full description at Econpapers || Download paper |
| 2025 | Spatial panel data models with structural change. (2025). Wang, Luya ; Li, Kunpeng. In: Journal of Econometrics. RePEc:eee:econom:v:251:y:2025:i:c:s0304407625001320. Full description at Econpapers || Download paper |
| 2025 | Shrinkage estimation of spatial panel data models with multiple structural breaks and a multifactor error structure. (2025). Hong, Yongmiao ; Dai, Siqi ; Li, Haiqi ; Zheng, Chaowen. In: Journal of Econometrics. RePEc:eee:econom:v:251:y:2025:i:c:s0304407625001368. Full description at Econpapers || Download paper |
| 2024 | Estimation of Large Dynamic Covariance Matrices: A Selective Review. (2024). Li, Degui. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:16-30. Full description at Econpapers || Download paper |
| 2025 | Heterogeneous panel data model with sharp and smooth changes: Testing green growth hypothesis in G7 countries. (2025). Guliyev, Hasraddin. In: Innovation and Green Development. RePEc:eee:ingrde:v:4:y:2025:i:3:s2949753125000426. Full description at Econpapers || Download paper |
| 2024 | Stein-like Common Correlated Effects Estimation under Structural Breaks. (2024). Parsaeian, Shahnaz. In: Econometrics. RePEc:gam:jecnmx:v:12:y:2024:i:2:p:11-:d:1378087. Full description at Econpapers || Download paper |
| 2025 | Gauging the Impact of Digital Finance on Financial Stability in the Presence of Multiple Unknown Structural Breaks: Evidence from Developing Economies. (2025). Okoli, Tochukwu Timothy. In: Economies. RePEc:gam:jecomi:v:13:y:2025:i:7:p:187-:d:1689726. Full description at Econpapers || Download paper |
| 2024 | Grouped Change-Points Detection and Estimation in Panel Data. (2024). Lu, Haoran ; Wang, Dianpeng. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:5:p:750-:d:1349815. Full description at Econpapers || Download paper |
| 2024 | SIMILARITY OF STRUCTURAL CHANGES: THE CASE OF UNIVERSITY ENROLLMENT RATES. (2024). Telezhkina, Marina S ; Maksimov, Andrey G. In: HSE Working papers. RePEc:hig:wpaper:271/ec/2024. Full description at Econpapers || Download paper |
| 2024 | Oil and the Stock Market Revisited: A Mixed Functional VAR Approach. (2024). Cross, Jamie ; Chang, Yoosoon ; Bjørnland, Hilde ; Bjornland, Hilde C. In: CAEPR Working Papers. RePEc:inu:caeprp:2023005. Full description at Econpapers || Download paper |
| 2024 | Shocking Climate: Identifying Economic Damages from Anthropogenic and Natural Climate Change. (2024). Miller, J. ; Chang, Yoosoon ; Park, Joon K. In: CAEPR Working Papers. RePEc:inu:caeprp:2024007. Full description at Econpapers || Download paper |
| 2025 | How Do Macroaggregates and Income Distribution Interact Dynamically? A Novel Structural Mixed Autoregression with Aggregate and Functional Variables. (2025). Kim, Soyoung ; Chang, Yoosoon ; Park, Joon. In: CAEPR Working Papers. RePEc:inu:caeprp:2025002. Full description at Econpapers || Download paper |
| 2024 | Stein-like Common Correlated Effects Estimation Under Structural Breaks. (2024). Parsaeian, Shahnaz. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202409. Full description at Econpapers || Download paper |
| 2025 | Shrinkage Estimation and Identification of Latent Group Structures in Panel Data with Interactive Fixed Effects. (2025). Parsaeian, Shahnaz ; Mehrabani, Ali. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202516. Full description at Econpapers || Download paper |
| 2025 | Does the Kyoto Protocol have a structural impact on the environmental Kuznets curve? An application of the varying coefficient model. (2025). Chen, Wan-Jiun ; Wang, Chien-Ho ; Chu, Chi-Yang. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:2:d:10.1007_s00181-024-02655-3. Full description at Econpapers || Download paper |
| 2024 | Active-set based block coordinate descent algorithm in group LASSO for self-exciting threshold autoregressive model. (2024). Khan, Ramzan Nazim ; Mohd, Muhammad Jaffri ; Nair, Gopalan ; Nur, Darfiana. In: Statistical Papers. RePEc:spr:stpapr:v:65:y:2024:i:5:d:10.1007_s00362-023-01472-7. Full description at Econpapers || Download paper |
| 2024 | Profile quasi-maximum likelihood estimation for semiparametric varying-coefficient spatial autoregressive panel models with fixed effects. (2024). Xu, Dengke ; Xia, Miaojie ; Tian, Ruiqin. In: Statistical Papers. RePEc:spr:stpapr:v:65:y:2024:i:8:d:10.1007_s00362-024-01586-6. Full description at Econpapers || Download paper |
| 2025 | The finance-growth nexus over the long-run. (2025). Bua, Krystian ; Virgillito, Maria Enrica ; Dosi, Giovanni. In: LEM Papers Series. RePEc:ssa:lemwps:2025/24. Full description at Econpapers || Download paper |
| 2024 | A flexible stochastic production frontier model with panel data. (2024). Wang, Taining ; Kumbhakar, Subal C ; Yao, Feng. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:4:p:564-588. Full description at Econpapers || Download paper |
| 2025 | Multiple Structural Breaks in Interactive Effects Panel Data Models. (2025). Westerlund, Joakim ; Karavias, Yiannis ; Ditzen, Jan. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:40:y:2025:i:1:p:74-88. Full description at Econpapers || Download paper |
| 2024 | Consistent Estimation of Finite Mixtures: An Application to Latent Group Panel Structures. (2024). Langevin, R. In: Health, Econometrics and Data Group (HEDG) Working Papers. RePEc:yor:hectdg:24/16. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2025 | Analysis of Distributional Dynamics for Repeated Cross-Sectional and Intra-Period Observations In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Structural Changes in the Renminbi Exchange Rate Mechanism In: China & World Economy. [Full Text][Citation analysis] | article | 2 |
| 2023 | Intermediate Macroeconomics with Chinese Perspectives In: Cambridge Books. [Citation analysis] | book | 0 |
| 2023 | Intermediate Macroeconomics with Chinese Perspectives.(2023) In: Cambridge Books. [Citation analysis] This paper has nother version. Agregated cites: 0 | book | |
| 2016 | SHRINKAGE ESTIMATION OF REGRESSION MODELS WITH MULTIPLE STRUCTURAL CHANGES In: Econometric Theory. [Full Text][Citation analysis] | article | 30 |
| 2014 | Shrinkage Estimation of Regression Models with Multiple Structural Changes.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | paper | |
| 2014 | Structural change estimation in time series regressions with endogenous variables In: Economics Letters. [Full Text][Citation analysis] | article | 6 |
| 2015 | The inequality–growth plateau In: Economics Letters. [Full Text][Citation analysis] | article | 14 |
| 2015 | The Inequality-Growth Plateau.(2015) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2018 | Forecasting the yield curve using a dynamic natural cubic spline model In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2025 | Monotonicity in estimating multiple structural breaks In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2012 | Functional regression of continuous state distributions In: Journal of Econometrics. [Full Text][Citation analysis] | article | 29 |
| 2012 | Estimating semiparametric panel data models by marginal integration In: Journal of Econometrics. [Full Text][Citation analysis] | article | 21 |
| 2016 | Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso In: Journal of Econometrics. [Full Text][Citation analysis] | article | 58 |
| 2025 | On time-varying panel data models with time-varying interactive fixed effects In: Journal of Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2018 | Analyzing and forecasting the Chinese term structure of interest rates using functional principal component analysis In: China Finance Review International. [Full Text][Citation analysis] | article | 2 |
| 2015 | Shrinkage Estimation of Common Breaks in Panel Data Models via Adaptive Group Fused Lasso In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2015 | Panel Data Models with Interactive Fixed Effects and Multiple Structural Breaks In: Working Papers. [Full Text][Citation analysis] | paper | 14 |
| 2023 | Does the offshore market matter to China’s exchange rate policy? In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2016 | Panel Data Models With Interactive Fixed Effects and Multiple Structural Breaks In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 73 |
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