Zhongjun Qu
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Affiliations
-
Boston University
/ Department of Economics
Research profile
author of:
- Long-Memory and Level Shifts in the Volatility of Stock Market Return Indices (RePEc:bes:jnlbes:v:28:i:2:y:2010:p:275-290)
by Perron, Pierre & Qu, Zhongjun - A Test Against Spurious Long Memory (RePEc:bes:jnlbes:v:29:i:3:y:2011:p:423-438)
by Qu, Zhongjun - Estimating and testing structural changes in multivariate regressions (RePEc:bos:wpaper:wp2005-012)
by Zhongjun Qu & Pierre Perron - A Simple Modification to Improve the Finite Sample Properties of Ng and Perron’s Unit Root Tests (RePEc:bos:wpaper:wp2006-010)
by Pierre Perron & Zhongjun Qu - A Modified Information Criterion for Cointegration Tests based on a VAR Approximation (RePEc:bos:wpaper:wp2006-011)
by Zhongjun Qu & Pierre Perron - An Analytical Evaluation of the Log-periodogram Estimate in the Presence of Level Shifts and its Implications for Stock Returns Volatility (RePEc:bos:wpaper:wp2006-016)
by Pierre Perron & Zhongjun Qu - An Analytical Evaluation of the Log-periodogram Estimate in the Presence of Level Shifts (RePEc:bos:wpaper:wp2007-044)
by Pierre Perron & Zhongjun Qu - Long-Memory and Level Shifts in the Volatility of Stock Market Return Indices (RePEc:bos:wpaper:wp2008-004)
by Pierre Perron & Zhongjun Qu - A Stochastic Volatility Model with Random Level Shifts: Theory and Applications to S&P 500 and NASDAQ Return Indices (RePEc:bos:wpaper:wp2008-007)
by Zhongjun Qu & Pierre Perron - M Tests with a New Normalization Matrix (RePEc:bos:wpaper:wp2010-050)
by Zhongjun Qu & Yi-Ting Chen - A Test Against Spurious Long Memory (RePEc:bos:wpaper:wp2010-051)
by Zhongjun Qu - Estimating structural changes in regression quantiles (RePEc:bos:wpaper:wp2010-052)
by Zhongjun Qu & Tatsushi Oka - Identification and Frequency Domain QML Estimation of Linearized DSGE Models (RePEc:bos:wpaper:wp2010-053)
by Zhongjun Qu & Denis Tkachenko - Inference and Speci?cation Testing in DSGE Models with Possible Weak Identification (RePEc:bos:wpaper:wp2011-058)
by Zhongjun Qu - Nonparametric Estimation and Inference on Conditional Quantile Processes (RePEc:bos:wpaper:wp2011-059)
by Zhongjun Qu & Jungmo Yoon - Frequency Domain Analysis of Medium Scale DSGE Models with Application to Smets and Wouters (2007) (RePEc:bos:wpaper:wp2011-060)
by Zhongjun Qu & Denis Tkachenko - Global Identification in DSGE Models Allowing for Indeterminacy (RePEc:bos:wpaper:wp2015-001)
by Zhongjun Qu & Denis Tkachenko - A Composite Likelihood Framework for Analyzing Singular DSGE Models (RePEc:bos:wpaper:wp2015-002)
by Zhongjun Qu - Likelihood Ratio Based Tests for Markov Regime Switching (RePEc:bos:wpaper:wp2015-003)
by Zhongjun Qu & Fan Zhuo - Uniform Inference on Quantile Effects under Sharp Regression Discontinuity Designs (RePEc:bos:wpaper:wp2015-009)
by Zhongjun Qu & Jungmo Yoon - A Modified Information Criterion For Cointegration Tests Based On A Var Approximation (RePEc:cup:etheor:v:23:y:2007:i:04:p:638-685_07)
by Qu, Zhongjun & Perron, Pierre - Estimating and Testing Structural Changes in Multivariate Regressions (RePEc:ecm:emetrp:v:75:y:2007:i:2:p:459-502)
by Zhongjun Qu & Pierre Perron - Identification and frequency domain quasi‐maximum likelihood estimation of linearized dynamic stochastic general equilibrium models (RePEc:ecm:quante:v:3:y:2012:i:1:p:95-132)
by Zhongjun Qu & Denis Tkachenko - Searching for cointegration in a dynamic system (RePEc:ect:emjrnl:v:10:y:2007:i:3:p:580-604)
by Zhongjun Qu - A simple modification to improve the finite sample properties of Ng and Perron's unit root tests (RePEc:eee:ecolet:v:94:y:2007:i:1:p:12-19)
by Perron, Pierre & Qu, Zhongjun - Estimating restricted structural change models (RePEc:eee:econom:v:134:y:2006:i:2:p:373-399)
by Perron, Pierre & Qu, Zhongjun - Testing for structural change in regression quantiles (RePEc:eee:econom:v:146:y:2008:i:1:p:170-184)
by Qu, Zhongjun - Estimating structural changes in regression quantiles (RePEc:eee:econom:v:162:y:2011:i:2:p:248-267)
by Oka, Tatsushi & Qu, Zhongjun - Nonparametric estimation and inference on conditional quantile processes (RePEc:eee:econom:v:185:y:2015:i:1:p:1-19)
by Qu, Zhongjun & Yoon, Jungmo - Sieve estimation of option-implied state price density (RePEc:eee:econom:v:224:y:2021:i:1:p:88-112)
by Lu, Junwen & Qu, Zhongjun - Frequency Domain Analysis of Medium Scale DSGE Models with Application to Smets and Wouters (2007) (RePEc:eme:aecozz:s0731-9053(2012)0000028011)
by Denis Tkachenko & Zhongjun Qu - Global Identification in DSGE Models Allowing for Indeterminacy (RePEc:oup:restud:v:84:y:2017:i:3:p:1306-1345.)
by Zhongjun Qu & Denis Tkachenko - Likelihood Ratio-Based Tests for Markov Regime Switching (RePEc:oup:restud:v:88:y:2021:i:2:p:937-968.)
by Zhongjun Qu & Fan Zhuo - M Tests with a New Normalization Matrix (RePEc:taf:emetrv:v:34:y:2015:i:5:p:617-652)
by Yi-Ting Chen & Zhongjun Qu - A Test Against Spurious Long Memory (RePEc:taf:jnlbes:v:29:y:2011:i:3:p:423-438)
by Zhongjun Qu - Uniform Inference on Quantile Effects under Sharp Regression Discontinuity Designs (RePEc:taf:jnlbes:v:37:y:2019:i:4:p:625-647)
by Zhongjun Qu & Jungmo Yoon - A Composite Likelihood Framework for Analyzing Singular DSGE Models (RePEc:tpr:restat:v:100:y:2018:i:5:p:916-932)
by Zhongjun Qu - Inference on Conditional Quantile Processes in Partially Linear Models with Applications to the Impact of Unemployment Benefits (RePEc:tpr:restat:v:106:y:2024:i:2:p:521-541)
by Zhongjun Qu & Jungmo Yoon & Pierre Perron - A stochastic volatility model with random level shifts and its applications to S&P 500 and NASDAQ return indices (RePEc:wly:emjrnl:v:16:y:2013:i:3:p:309-339)
by Zhongjun Qu & Pierre Perron - Using arbitrary precision arithmetic to sharpen identification analysis for DSGE models (RePEc:wly:japmet:v:38:y:2023:i:4:p:644-667)
by Zhongjun Qu & Denis Tkachenko - Inference in dynamic stochastic general equilibrium models with possible weak identification (RePEc:wly:quante:v:5:y:2014:i::p:457-494)
by Zhongjun Qu