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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 2022-09-24. Update your information in the RePEc Author Service.

Short-id: pzh732


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Working Papers

2022

  1. A One-Covariate-at-a-Time Method for Nonparametric Additive Models
    Papers, arXiv.org Downloads
  2. Confidence Intervals of Treatment Effects in Panel Data Models with Interactive Fixed Effects
    Papers, arXiv.org Downloads

2019

  1. 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 Downloads View citations (1)
  2. 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 Downloads
  3. Forecasting Equity Index Volatility by Measuring the Linkage among Component Stocks
    Economics and Statistics Working Papers, Singapore Management University, School of Economics Downloads
  4. GMM and IV Estimation of Dynamic Panel Models with Heterogeneous Trend
    Departmental Working Papers, Department of Economics, Louisiana State University Downloads
  5. Specification Tests for Time-Varying Coefficient Panel Models
    Departmental Working Papers, Department of Economics, Louisiana State University Downloads

2018

  1. Identification and estimation in panel models with overspecified number of groups
    Departmental Working Papers, Department of Economics, Louisiana State University Downloads View citations (4)
    See also Journal Article in Journal of Econometrics (2020)
  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 (3)

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 View citations (1)
    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 (2015) Downloads View citations (1)

    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 Downloads View citations (21)
    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

2022

  1. Common Correlated Effects Estimation for Dynamic Heterogeneous Panels with Non-Stationary Multi-Factor Error Structures
    Econometrics, 2022, 10, (3), 1-27 Downloads

2021

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

2020

  1. Fitting partially linear functional-coefficient panel-data models with Stata
    Stata Journal, 2020, 20, (4), 976-998 Downloads View citations (7)
  2. Identification and estimation in panel models with overspecified number of groups
    Journal of Econometrics, 2020, 215, (2), 574-590 Downloads View citations (1)
    See also Working Paper (2018)

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 View citations (7)

2018

  1. Binary choice model with interactive effects
    Economic Modelling, 2018, 70, (C), 338-350 Downloads View citations (4)
  2. Estimation of time-invariant effects in static panel data models
    Econometric Reviews, 2018, 37, (10), 1137-1171 Downloads View citations (13)
    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 View citations (3)
    See also Working Paper (2017)
  4. JIVE FOR PANEL DYNAMIC SIMULTANEOUS EQUATIONS MODELS
    Econometric Theory, 2018, 34, (6), 1325-1369 Downloads View citations (2)
    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 View citations (1)
    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 (9)
  2. Large-Scale Portfolio Optimization Using Multiobjective Evolutionary Algorithms and Preselection Methods
    Mathematical Problems in Engineering, 2017, 2017, 1-14 Downloads View citations (2)
  3. Many IVs estimation of dynamic panel regression models with measurement error
    Journal of Econometrics, 2017, 200, (2), 251-259 Downloads View citations (19)
  4. Panel kink regression with an unknown threshold
    Economics Letters, 2017, 157, (C), 116-121 Downloads View citations (6)

2016

  1. A Stein-like estimator for linear panel data models
    Economics Letters, 2016, 141, (C), 156-161 Downloads View citations (1)
  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 (11)
  2. Statistical inference for panel dynamic simultaneous equations models
    Journal of Econometrics, 2015, 189, (2), 383-396 Downloads View citations (14)

Chapters

2020

  1. 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 Downloads View citations (1)
 
Page updated 2022-12-04