← All authors Qiankun Zhou Louisiana State University (from arXiv:2202.12078, 2022) · OpenAlex
31 papers in scope · 30 published · 2 on the econ.EM arXiv · 504 citations · h-index 13 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Peiyun Jiang Takashi Yamagata Śılvia Gonçalves Benoît Perron Serena Ng Jushan Bai Jin Xi Eli Ben-Michael Avi Feller Haoyuan Xu Guido W. Imbens Susan Athey Wei Miao Muhammad Jehangir Amjad Geert Dhaene Victor Chernozhukov Dennis Shen David A. Hirshberg Devavrat Shah Daniel Chen Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (2 of 31)
Prediction Intervals of Panel Data Approach for Programme Evaluation
published 2025 · Journal of Applied Econometrics
Statistical inference for the low dimensional parameters of linear regression models in the presence of high-dimensional data: An orthogonal projection approach
published 2024 · Journal of Econometrics · 1 citations
with Cheng Hsiao
Panel treatment effects measurement: Factor or linear projection modelling?
published 2024 · Journal of Applied Econometrics · 3 citations
with Cheng Hsiao
A one-covariate-at-a-time multiple testing approach to variable selection in additive models
published 2024 · Econometric Reviews · 3 citations
published 2024 · Journal of Econometrics · 5 citations · first circulated 2022
with Xingyu Li, Yan Shen
Semiparametric least squares estimation of binary choice panel data models with endogeneity
published 2024 · Economic Modelling · 2 citations
SPECIFICATION TESTS FOR TIME-VARYING COEFFICIENT PANEL DATA MODELS – ERRATUM
published 2023 · Econometric Theory · 1 citations
Common Correlated Effects Estimation for Dynamic Heterogeneous Panels with Non-Stationary Multi-Factor Error Structures
published 2022 · Econometrics · 13 citations
with Shiyun Cao
working paper 2022 · arXiv
Transformed Estimation for Panel Interactive Effects Models
published 2021 · Journal of Business and Economic Statistics · 9 citations
Partially linear functional-coefficient dynamic panel data models: sieve estimation and specification testing
published 2021 · Econometric Reviews · 50 citations
with Yonghui Zhang
2SLS and IV Estimation of Dynamic Panel Models with Heterogeneous Trend*
published 2021 · Oxford Bulletin of Economics and Statistics · 3 citations · first circulated 2019
with Shiyun Cao, Yonghui Zhang, Niansheng Tang
Factor dimension determination for panel interactive effects models: an orthogonal projection approach
published 2021 · Computational Statistics · 4 citations
Can a time-varying structure provide a more robust panel construction of counterfactuals-straitjacket or straitjackets?
published 2021 · Empirical Economics · 3 citations
with Shui Ki Wan, Chêng Hsiao
Fitting partially linear functional-coefficient panel-data models with Stata
published 2020 · The Stata Journal Promoting communications on statistics and Stata · 52 citations
with Kerui Du, Yonghui Zhang
Forecasting Equity Index Volatility by Measuring the Linkage among Component Stocks*
published 2020 · Journal of Financial Econometrics · 1 citations
Identification and estimation in panel models with overspecified number of groups
published 2019 · Journal of Econometrics · 37 citations · first circulated 2018
Panel parametric, semiparametric, and nonparametric construction of counterfactuals
published 2019 · Journal of Applied Econometrics · 54 citations · first circulated 2018
with Chêng Hsiao
Incidental parameters, initial conditions and sample size in statistical inference for dynamic panel data models
published 2018 · Journal of Econometrics · 20 citations
with Cheng Hsiao, Chêng Hsiao
To Pool or Not to Pool: Revisited
published 2017 · Oxford Bulletin of Economics and Statistics · 13 citations · first circulated 2015
JIVE FOR PANEL DYNAMIC SIMULTANEOUS EQUATIONS MODELS
published 2017 · Econometric Theory · 6 citations
with Chêng Hsiao
Estimation for time-invariant effects in dynamic panel data models with application to income dynamics
published 2017 · Econometrics and Statistics · 4 citations
with Yonghui Zhang
Binary choice model with interactive effects
published 2017 · Economic Modelling · 6 citations
Many IVs estimation of dynamic panel regression models with measurement error
published 2017 · Journal of Econometrics · 15 citations · first circulated 2015
Panel kink regression with an unknown threshold
published 2017 · Economics Letters · 37 citations
with Yonghui Zhang, Li Jiang
First difference or forward demeaning: Implications for the method of moments estimators
published 2017 · Econometric Reviews · 16 citations
with Cheng Hsiao
Estimation of time-invariant effects in static panel data models
published 2016 · Econometric Reviews · 93 citations · first circulated 2014
A Stein-like estimator for linear panel data models
published 2016 · Economics Letters · 10 citations
with Yun Wang, Yonghui Zhang
Asymptotic distribution of quasi-maximum likelihood estimation of dynamic panels using long difference transformation when both N and T are large
published 2016 · Statistical Methods & Applications · 2 citations
with Chêng Hsiao
Statistical inference for panel dynamic simultaneous equations models
published 2015 · Journal of Econometrics · 23 citations · first circulated 2014
with Chêng Hsiao
Asymptotic theory for linear diffusions under alternative sampling schemes
published 2015 · Economics Letters · 18 citations
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