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Zhongjun Qu
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Cited by
Cited by
Year
Estimating and testing structural changes in multivariate regressions
Z Qu, P Perron
Econometrica 75 (2), 459-502, 2007
5992007
Long-memory and level shifts in the volatility of stock market return indices
P Perron, Z Qu
Journal of Business and Economic Statistics 28 (2), 275-290, 2010
310*2010
A simple modification to improve the finite sample properties of Ng and Perron's unit root tests
P Perron, Z Qu
Economics letters 94 (1), 12-19, 2007
2512007
A Test Against Spurious Long Memory
Z Qu
Journal of Business and Economic Statistics 29 (3), 423-438, 2011
1932011
Estimating restricted structural change models
P Perron, Z Qu
Journal of Econometrics 134 (2), 373-399, 2006
1862006
Testing for structural change in regression quantiles
Z Qu
Journal of Econometrics 146 (1), 170-184, 2008
1692008
Estimating structural changes in regression quantiles
T Oka, Z Qu
Journal of Econometrics, 2011
1442011
Identification and frequency domain quasi‐maximum likelihood estimation of linearized dynamic stochastic general equilibrium models
Z Qu, D Tkachenko
Quantitative Economics 3 (1), 95-132, 2012
1092012
Nonparametric estimation and inference on conditional quantile processes
Z Qu, J Yoon
Journal of Econometrics 185 (1), 1-19, 2015
852015
Inference in dynamic stochastic general equilibrium models with possible weak identification
Z Qu
Quantitative Economics 5 (2), 457-494, 2014
59*2014
A stochastic volatility model with random level shifts and its applications to S&P 500 and NASDAQ return indices
Z Qu, P Perron
The Econometrics Journal 16 (3), 309-339, 2013
58*2013
Global identification in DSGE models allowing for indeterminacy
Z Qu, D Tkachenko
The Review of Economic Studies 84 (3), 1306-1345, 2017
39*2017
A modified information criterion for cointegration tests based on a VAR approximation
Z Qu, P Perron
Econometric Theory 23 (4), 638-685, 2007
362007
Likelihood ratio-based tests for Markov regime switching
Z Qu, F Zhuo
The Review of Economic Studies 88 (2), 937-968, 2021
352021
Searching for cointegration in a dynamic system
Z Qu
The Econometrics Journal 10 (3), 580-604, 2007
342007
Uniform inference on quantile effects under sharp regression discontinuity designs
Z Qu, J Yoon
Journal of Business & Economic Statistics 37 (4), 625-647, 2019
182019
Frequency domain analysis of medium scale DSGE models with application to Smets and Wouters (2007)
D Tkachenko, Z Qu
DSGE Models in Macroeconomics: Estimation, Evaluation, and New Developments …, 2012
142012
A composite likelihood framework for analyzing singular DSGE models
Z Qu
Review of Economics and Statistics 100 (5), 916-932, 2018
122018
Sieve estimation of option-implied state price density
J Lu, Z Qu
Journal of Econometrics 224 (1), 88-112, 2021
102021
M tests with a new normalization matrix
YT Chen, Z Qu
Econometric Reviews 34 (5), 617-652, 2015
82015
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Articles 1–20