Details about Qiankun Zhou

Access statistics for papers by Qiankun Zhou.

Last updated 2024-03-07. Update your information in the RePEc Author Service.

Short-id: pzh732

Working Papers

2024

1. A One-Covariate-at-a-Time Method for Nonparametric Additive Models
   Papers, arXiv.org

2022

2. Confidence Intervals of Treatment Effects in Panel Data Models with Interactive Fixed Effects
   Papers, arXiv.org
   See also Journal Article Confidence intervals of treatment effects in panel data models with interactive fixed effects, Journal of Econometrics, Elsevier (2024) View citations (1) (2024)

2019

3. Estimation and Inference of Treatment Effects Using a New Panel Data Approach with Application to the Impact of US SYG Law on State Level Murder Rate
   2019 Annual Meeting, July 21-23, Atlanta, Georgia, Agricultural and Applied Economics Association View citations (1)
4. Estimation and Inference of Treatment Effects Using a New Panel Data Approach: Measuring the Impact of US SYG Law
   Departmental Working Papers, Department of Economics, Louisiana State University
5. Forecasting Equity Index Volatility by Measuring the Linkage among Component Stocks
   Economics and Statistics Working Papers, Singapore Management University, School of Economics
   See also Journal Article Forecasting Equity Index Volatility by Measuring the Linkage among Component Stocks*, Journal of Financial Econometrics, Oxford University Press (2022) View citations (1) (2022)
6. GMM and IV Estimation of Dynamic Panel Models with Heterogeneous Trend
   Departmental Working Papers, Department of Economics, Louisiana State University
7. Specification Tests for Time-Varying Coefficient Panel Models
   Departmental Working Papers, Department of Economics, Louisiana State University

2018

8. Identification and estimation in panel models with overspecified number of groups
   Departmental Working Papers, Department of Economics, Louisiana State University View citations (4)
   See also Journal Article Identification and estimation in panel models with overspecified number of groups, Journal of Econometrics, Elsevier (2020) View citations (8) (2020)
9. Panel Parametric, Semi-parametric and Nonparametric Construction of Counterfactuals - California Tobacco Control Revisited
   Departmental Working Papers, Department of Economics, Louisiana State University View citations (3)

2017

10. Estimation for time-invariant effects in dynamic panel data models with application to income dynamics
    Departmental Working Papers, Department of Economics, Louisiana State University
    See also Journal Article Estimation for time-invariant effects in dynamic panel data models with application to income dynamics, Econometrics and Statistics, Elsevier (2019) View citations (1) (2019)
11. Incidental parameters, initial conditions and sample size in statistical inference for dynamic panel data models
    Departmental Working Papers, Department of Economics, Louisiana State University
    See also Journal Article Incidental parameters, initial conditions and sample size in statistical inference for dynamic panel data models, Journal of Econometrics, Elsevier (2018) View citations (8) (2018)
12. JIVE for Panel Dynamic Simultaneous Equations Models
    Departmental Working Papers, Department of Economics, Louisiana State University View citations (2)
    See also Journal Article JIVE FOR PANEL DYNAMIC SIMULTANEOUS EQUATIONS MODELS, Econometric Theory, Cambridge University Press (2018) View citations (3) (2018)
13. To Pool or not to Pool: Revisited
    Departmental Working Papers, Department of Economics, Louisiana State University
    Also in CESifo Working Paper Series, CESifo (2015) View citations (1)
    See also Journal Article To Pool or Not to Pool: Revisited, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2018) View citations (3) (2018)

2014

14. Estimation of Time-invariant Effects in Static Panel Data Models
    CESifo Working Paper Series, CESifo View citations (21)
    See also Journal Article Estimation of time-invariant effects in static panel data models, Econometric Reviews, Taylor & Francis Journals (2018) View citations (24) (2018)

2012

15. Asymptotic Distributions of the Least Squares Estimator for Diffusion Processes
    Working Papers, Singapore Management University, School of Economics
    Also in Working Papers, Singapore Management University, School of Economics (2010) View citations (8)

Journal Articles

2024

1. A one-covariate-at-a-time multiple testing approach to variable selection in additive models
   Econometric Reviews, 2024, 43, (9), 671-712
2. Confidence intervals of treatment effects in panel data models with interactive fixed effects
   Journal of Econometrics, 2024, 240, (1) View citations (1)
   See also Working Paper Confidence Intervals of Treatment Effects in Panel Data Models with Interactive Fixed Effects, Papers (2022) (2022)
3. Panel treatment effects measurement: Factor or linear projection modelling?
   Journal of Applied Econometrics, 2024, 39, (7), 1332-1358
4. Semiparametric least squares estimation of binary choice panel data models with endogeneity
   Economic Modelling, 2024, 132, (C)

2022

5. Common Correlated Effects Estimation for Dynamic Heterogeneous Panels with Non-Stationary Multi-Factor Error Structures
   Econometrics, 2022, 10, (3), 1-27 View citations (2)
6. Forecasting Equity Index Volatility by Measuring the Linkage among Component Stocks*
   (Answering the Skeptics: Yes, Standard Volatility Models Do Provide Accurate Forecasts)
   Journal of Financial Econometrics, 2022, 20, (1), 160-186 View citations (1)
   See also Working Paper Forecasting Equity Index Volatility by Measuring the Linkage among Component Stocks, Economics and Statistics Working Papers (2019) (2019)
7. Transformed Estimation for Panel Interactive Effects Models
   Journal of Business & Economic Statistics, 2022, 40, (4), 1831-1848 View citations (1)

2021

8. 2SLS and IV Estimation of Dynamic Panel Models with Heterogeneous Trend
   Oxford Bulletin of Economics and Statistics, 2021, 83, (6), 1408-1431
9. Can a time-varying structure provide a more robust panel construction of counterfactuals-straitjacket or straitjackets?
   Empirical Economics, 2021, 60, (1), 113-129 View citations (1)
10. Factor dimension determination for panel interactive effects models: an orthogonal projection approach
    Computational Statistics, 2021, 36, (2), 1481-1497 View citations (3)
11. Partially linear functional-coefficient dynamic panel data models: sieve estimation and specification testing
    Econometric Reviews, 2021, 40, (10), 983-1006 View citations (12)

2020

12. Fitting partially linear functional-coefficient panel-data models with Stata
    Stata Journal, 2020, 20, (4), 976-998 View citations (14)
13. Identification and estimation in panel models with overspecified number of groups
    Journal of Econometrics, 2020, 215, (2), 574-590 View citations (8)
    See also Working Paper Identification and estimation in panel models with overspecified number of groups, Departmental Working Papers (2018) View citations (4) (2018)

2019

14. Estimation for time-invariant effects in dynamic panel data models with application to income dynamics
    Econometrics and Statistics, 2019, 9, (C), 62-77 View citations (1)
    See also Working Paper Estimation for time-invariant effects in dynamic panel data models with application to income dynamics, Departmental Working Papers (2017) (2017)
15. Panel parametric, semiparametric, and nonparametric construction of counterfactuals
    Journal of Applied Econometrics, 2019, 34, (4), 463-481 View citations (18)

2018

16. Binary choice model with interactive effects
    Economic Modelling, 2018, 70, (C), 338-350 View citations (5)
17. Estimation of time-invariant effects in static panel data models
    Econometric Reviews, 2018, 37, (10), 1137-1171 View citations (24)
    See also Working Paper Estimation of Time-invariant Effects in Static Panel Data Models, CESifo Working Paper Series (2014) View citations (21) (2014)
18. Incidental parameters, initial conditions and sample size in statistical inference for dynamic panel data models
    Journal of Econometrics, 2018, 207, (1), 114-128 View citations (8)
    See also Working Paper Incidental parameters, initial conditions and sample size in statistical inference for dynamic panel data models, Departmental Working Papers (2017) (2017)
19. JIVE FOR PANEL DYNAMIC SIMULTANEOUS EQUATIONS MODELS
    Econometric Theory, 2018, 34, (6), 1325-1369 View citations (3)
    See also Working Paper JIVE for Panel Dynamic Simultaneous Equations Models, Departmental Working Papers (2017) View citations (2) (2017)
20. To Pool or Not to Pool: Revisited
    Oxford Bulletin of Economics and Statistics, 2018, 80, (2), 185-217 View citations (3)
    See also Working Paper To Pool or not to Pool: Revisited, Departmental Working Papers (2017) (2017)

2017

21. First difference or forward demeaning: Implications for the method of moments estimators
    Econometric Reviews, 2017, 36, (6-9), 883-897 View citations (11)
22. Large-Scale Portfolio Optimization Using Multiobjective Evolutionary Algorithms and Preselection Methods
    Mathematical Problems in Engineering, 2017, 2017, 1-14 View citations (4)
23. Many IVs estimation of dynamic panel regression models with measurement error
    Journal of Econometrics, 2017, 200, (2), 251-259 View citations (21)
24. Panel kink regression with an unknown threshold
    Economics Letters, 2017, 157, (C), 116-121 View citations (8)

2016

25. A Stein-like estimator for linear panel data models
    Economics Letters, 2016, 141, (C), 156-161 View citations (2)
26. Asymptotic distribution of quasi-maximum likelihood estimation of dynamic panels using long difference transformation when both N and T are large
    Statistical Methods & Applications, 2016, 25, (4), 675-683 View citations (1)

2015

27. Asymptotic theory for linear diffusions under alternative sampling schemes
    Economics Letters, 2015, 128, (C), 1-5 View citations (14)
28. Statistical inference for panel dynamic simultaneous equations models
    Journal of Econometrics, 2015, 189, (2), 383-396 View citations (15)

2011

29. TLR agonists activate HPV11 E7-pulsed DCs to promote a specific T cell response in a murine model
    Veterinární medicína, 2011, 56, (12), 602-611

Chapters

2023

1. Maximum Likelihood Estimation of Dynamic Panel Data Models with Interactive Effects: Quasi-Differencing Over Time or Across Individuals?
   A chapter in Essays in Honor of Joon Y. Park: Econometric Methodology in Empirical Applications, 2023, vol. 45B, pp 353-384

2022

2. Multiple Treatment Effects in Panel-Heterogeneity and Aggregation
   A chapter in Essays in Honor of M. Hashem Pesaran: Panel Modeling, Micro Applications, and Econometric Methodology, 2022, vol. 43B, pp 81-101 View citations (1)

2020

3. Correction for the Asymptotical Bias of the Arellano-Bond type GMM Estimation of Dynamic Panel Models
   A chapter in Essays in Honor of Cheng Hsiao, 2020, vol. 41, pp 1-24 View citations (1)

Software Items

2024

1. XTTEIFECI: Stata module to provide Estimation and Inference of Treatment Effects through a Factor-Based Approach
   Statistical Software Components, Boston College Department of Economics