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Zhongjun Qu

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 = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total Percentile
Last 5 Years 4.04 9.42 1.01 0.00 14.46 98%
Last 10 Years 8.07 15.47 1.01 0.00 24.56 98%
All Time 8.07 29.60 4.04 0.50 42.21 97%

Publication Statistics

Raw Publications 17
Coauthorship-Adjusted Count 20.87

Publications (17)

Year Article Journal Tier Authors
2026 Estimating State Price Densities Implied by American Options Journal of Business & Economic Statistics A 2
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