← All authors Zhongjun Qu Boston University (from arXiv:2606.08398, 2026) · OpenAlex
30 papers in scope · 26 published · 4 on the econ.EM arXiv · 1,714 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.
Fa Wang Daniele Massacci Giovanni Urga Anlong Qin Matteo Barigozzi Guillaume Pouliot Marc Henry Elena Manresa Tetsuya Kaji Alfred Galichon Yinchu Zhu Kaspar Wüthrich Matteo Luciani Jiangtao Duan Xu Han Victor Chernozhukov Timo Dimitriadis Jushan Bai Brendan Pass Hyeonseok Park 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 (4 of 30)
working paper 2026 · arXiv
working paper 2026 · arXiv
QTE.RD: An R Package for Quantile Treatment Effects in Regression-Discontinuity Designs
published 2025 · The R Journal
with Jungmo Yoon
working paper 2025 · arXiv
Estimating State Price Densities Implied by American Options
published 2025 · Journal of Business and Economic Statistics
with Guang Zhang
QR.break: An R Package for Structural Breaks in Quantile Regression
published 2025 · Journal of Econometric Methods
working paper 2024 · arXiv
Introduction to the Themed Issue: Macroeconometrics
published 2024 · Journal of Econometrics
Using arbitrary precision arithmetic to sharpen identification analysis for DSGE models
published 2023 · Journal of Applied Econometrics · 3 citations
with Denis Tkachenko
Inference on Conditional Quantile Processes in Partially Linear Models with Applications to the Impact of Unemployment Benefits
published 2022 · The Review of Economics and Statistics · first circulated 2021
Annals Issue: PI-Day Honoring Pierre Perron
published 2021 · Journal of Econometrics · 1 citations
Sieve estimation of option-implied state price density
published 2021 · Journal of Econometrics · 12 citations
with Junwen Lu
Likelihood Ratio-Based Tests for Markov Regime Switching
published 2020 · The Review of Economic Studies · 5 citations
with Fan Zhuo
A Composite Likelihood Framework for Analyzing Singular DSGE Models
published 2018 · The Review of Economics and Statistics · 9 citations · first circulated 2015
Uniform Inference on Quantile Effects under Sharp Regression Discontinuity Designs
published 2017 · Journal of Business and Economic Statistics · 13 citations
with Jungmo Yoon
Global Identification in DSGE Models Allowing for Indeterminacy
published 2016 · The Review of Economic Studies · 19 citations · first circulated 2015
with Denis Tkachenko
Nonparametric estimation and inference on conditional quantile processes
published 2014 · Journal of Econometrics · 76 citations · first circulated 2011
with Jungmo Yoon
Inference in dynamic stochastic general equilibrium models with possible weak identification
published 2014 · Quantitative Economics · 27 citations
M Tests with a New Normalization Matrix
published 2014 · Econometric Reviews · 11 citations · first circulated 2010
with Yi-Ting Chen
A stochastic volatility model with random level shifts and its applications to S&P 500 and NASDAQ return indices
published 2012 · Econometrics Journal · 38 citations · first circulated 2008
Identification and frequency domain quasi-maximum likelihood estimation of linearized dynamic stochastic general equilibrium models
published 2012 · Quantitative Economics · 82 citations
with Denis Tkachenko
Estimating structural changes in regression quantiles
published 2011 · Journal of Econometrics · 107 citations · first circulated 2010
A Test Against Spurious Long Memory
published 2010 · Journal of Business and Economic Statistics · 133 citations · first circulated 2009
Long-Memory and Level Shifts in the Volatility of Stock Market Return Indices
published 2009 · Journal of Business and Economic Statistics · 170 citations · first circulated 2008
Testing for structural change in regression quantiles
published 2008 · Journal of Econometrics · 146 citations · first circulated 2007
Searching for cointegration in a dynamic system
published 2007 · Econometrics Journal · 24 citations
A MODIFIED INFORMATION CRITERION FOR COINTEGRATION TESTS BASED ON A VAR APPROXIMATION
published 2007 · Econometric Theory · 4 citations
Estimating and Testing Structural Changes in Multivariate Regressions
published 2007 · Econometrica · 481 citations · first circulated 2005
A simple modification to improve the finite sample properties of Ng and Perron's unit root tests
published 2006 · Economics Letters · 204 citations
Estimating restricted structural change models
published 2005 · Journal of Econometrics · 149 citations
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