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Details about Qiankun Zhou

Homepage:http://qiankunzhou.weebly.com/
Workplace:Department of Economics, Ourso College of Business, Louisiana State University, (more information at EDIRC)

Access statistics for papers by Qiankun Zhou.

Last updated 2019-07-02. Update your information in the RePEc Author Service.

Short-id: pzh732


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Working Papers

2019

  1. Forecasting Equity Index Volatility by Measuring the Linkage among Component Stocks
    Economics and Statistics Working Papers, Singapore Management University, School of Economics Downloads

2018

  1. Identification and estimation in panel models with overspecified number of groups
    Departmental Working Papers, Department of Economics, Louisiana State University Downloads
  2. Panel Parametric, Semi-parametric and Nonparametric Construction of Counterfactuals - California Tobacco Control Revisited
    Departmental Working Papers, Department of Economics, Louisiana State University Downloads View citations (1)

2017

  1. Estimation for time-invariant effects in dynamic panel data models with application to income dynamics
    Departmental Working Papers, Department of Economics, Louisiana State University Downloads
    See also Journal Article in Econometrics and Statistics (2019)
  2. Incidental parameters, initial conditions and sample size in statistical inference for dynamic panel data models
    Departmental Working Papers, Department of Economics, Louisiana State University Downloads
    See also Journal Article in Journal of Econometrics (2018)
  3. JIVE for Panel Dynamic Simultaneous Equations Models
    Departmental Working Papers, Department of Economics, Louisiana State University Downloads
    See also Journal Article in Econometric Theory (2018)
  4. To Pool or not to Pool: Revisited
    Departmental Working Papers, Department of Economics, Louisiana State University Downloads
    Also in CESifo Working Paper Series, CESifo Group Munich (2015) Downloads

    See also Journal Article in Oxford Bulletin of Economics and Statistics (2018)

2014

  1. Estimation of Time-invariant Effects in Static Panel Data Models
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (9)
    See also Journal Article in Econometric Reviews (2018)

2012

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

Journal Articles

2019

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

2018

  1. Binary choice model with interactive effects
    Economic Modelling, 2018, 70, (C), 338-350 Downloads View citations (1)
  2. Estimation of time-invariant effects in static panel data models
    Econometric Reviews, 2018, 37, (10), 1137-1171 Downloads
    See also Working Paper (2014)
  3. Incidental parameters, initial conditions and sample size in statistical inference for dynamic panel data models
    Journal of Econometrics, 2018, 207, (1), 114-128 Downloads
    See also Working Paper (2017)
  4. JIVE FOR PANEL DYNAMIC SIMULTANEOUS EQUATIONS MODELS
    Econometric Theory, 2018, 34, (06), 1325-1369 Downloads
    See also Working Paper (2017)
  5. To Pool or Not to Pool: Revisited
    Oxford Bulletin of Economics and Statistics, 2018, 80, (2), 185-217 Downloads
    See also Working Paper (2017)

2017

  1. First difference or forward demeaning: Implications for the method of moments estimators
    Econometric Reviews, 2017, 36, (6-9), 883-897 Downloads View citations (5)
  2. Many IVs estimation of dynamic panel regression models with measurement error
    Journal of Econometrics, 2017, 200, (2), 251-259 Downloads View citations (5)
  3. Panel kink regression with an unknown threshold
    Economics Letters, 2017, 157, (C), 116-121 Downloads View citations (1)

2016

  1. A Stein-like estimator for linear panel data models
    Economics Letters, 2016, 141, (C), 156-161 Downloads
  2. 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 Downloads View citations (1)

2015

  1. Asymptotic theory for linear diffusions under alternative sampling schemes
    Economics Letters, 2015, 128, (C), 1-5 Downloads View citations (5)
  2. Statistical inference for panel dynamic simultaneous equations models
    Journal of Econometrics, 2015, 189, (2), 383-396 Downloads View citations (11)
 
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