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Zhongjun Qu

Global rank #2161 97%

Institution: Boston University

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: https://sites.bu.edu/qu/

First Publication: 2006

Most Recent: 2024

RePEc ID: pqu46 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 1.01 3.69 1.01 0.00 12.40
Last 10 Years 2.01 6.70 1.01 0.00 22.45
All Time 2.01 13.74 4.02 0.00 40.05

Publication Statistics

Raw Publications 16
Coauthorship-Adjusted Count 20.87

Publications (16)

Year Article Journal Tier Authors
2024 Inference on Conditional Quantile Processes in Partially Linear Models with Applications to the Impact of Unemployment Benefits Review of Economics and Statistics A 3
2024 Introduction to the Themed Issue: Macroeconometrics Journal of Econometrics A 1
2023 Using arbitrary precision arithmetic to sharpen identification analysis for DSGE models Journal of Applied Econometrics B 2
2021 Sieve estimation of option-implied state price density Journal of Econometrics A 2
2021 Likelihood Ratio-Based Tests for Markov Regime Switching Review of Economic Studies S 2
2019 Uniform Inference on Quantile Effects under Sharp Regression Discontinuity Designs Journal of Business & Economic Statistics A 2
2018 A Composite Likelihood Framework for Analyzing Singular DSGE Models Review of Economics and Statistics A 1
2017 Global Identification in DSGE Models Allowing for Indeterminacy Review of Economic Studies S 2
2015 Nonparametric estimation and inference on conditional quantile processes Journal of Econometrics A 2
2014 Inference in dynamic stochastic general equilibrium models with possible weak identification Quantitative Economics B 1
2011 Estimating structural changes in regression quantiles Journal of Econometrics A 2
2011 A Test Against Spurious Long Memory Journal of Business & Economic Statistics A 1
2008 Testing for structural change in regression quantiles Journal of Econometrics A 1
2007 A MODIFIED INFORMATION CRITERION FOR COINTEGRATION TESTS BASED ON A VAR APPROXIMATION Econometric Theory B 2
2007 A simple modification to improve the finite sample properties of Ng and Perron's unit root tests Economics Letters C 2
2006 Estimating restricted structural change models Journal of Econometrics A 2