Zhongjun Qu

Zhongjun Qu

Boston University

H-index: 16

North America-United States

About Zhongjun Qu

Zhongjun Qu, With an exceptional h-index of 16 and a recent h-index of 13 (since 2020), a distinguished researcher at Boston University, specializes in the field of Econometrics, Time Series Econometrics, Macroeconometrics.

His recent articles reflect a diverse array of research interests and contributions to the field:

Inference on conditional quantile processes in partially linear models with applications to the impact of unemployment benefits

Estimating State Price Densities Implied by American Options

Using arbitrary precision arithmetic to sharpen identification analysis for DSGE models

JOURNAL OF ECONOMETRIC METHODS

Sieve estimation of option-implied state price density

Likelihood ratio-based tests for Markov regime switching

Zhongjun Qu Information

University

Position

___

Citations(all)

2331

Citations(since 2020)

803

Cited By

1898

hIndex(all)

16

hIndex(since 2020)

13

i10Index(all)

18

i10Index(since 2020)

17

Email

University Profile Page

Google Scholar

Zhongjun Qu Skills & Research Interests

Econometrics

Time Series Econometrics

Macroeconometrics

Top articles of Zhongjun Qu

Inference on conditional quantile processes in partially linear models with applications to the impact of unemployment benefits

Review of Economics and Statistics

2024/3/19

Estimating State Price Densities Implied by American Options

2023/11/9

Zhongjun Qu
Zhongjun Qu

H-Index: 13

Guang Zhang
Guang Zhang

H-Index: 6

Using arbitrary precision arithmetic to sharpen identification analysis for DSGE models

Journal of Applied Econometrics

2023/6

Zhongjun Qu
Zhongjun Qu

H-Index: 13

Denis Tkachenko
Denis Tkachenko

H-Index: 4

Sieve estimation of option-implied state price density

Journal of Econometrics

2021/9/1

Zhongjun Qu
Zhongjun Qu

H-Index: 13

Likelihood ratio-based tests for Markov regime switching

The Review of Economic Studies

2021/3/1

Zhongjun Qu
Zhongjun Qu

H-Index: 13

See List of Professors in Zhongjun Qu University(Boston University)

Co-Authors

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