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Information about:
Zhongjun Qu

Personal Details | Affiliation | Works
This is information that was supplied by Zhongjun Qu in registering through RePEc. If you are Zhongjun Qu , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Zhongjun
Middle Name:
Last Name: Qu
Suffix:

RePEc Short-ID: pqu46

Email:
Homepage: http://people.bu.edu/qu
Postal Address:
Phone:

Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Pierre Perron & Zhongjun Qu, 2008. "Long-Memory and Level Shifts in the Volatility of Stock Market Return Indices," Boston University - Department of Economics - Working Papers Series wp2008-004, Boston University - Department of Economics. [Downloadable!]

  2. Zhongjun Qu & Pierre Perron, 2008. "A Stochastic Volatility Model with Random Level Shifts: Theory and Applications to S&P 500 and NASDAQ Return Indices," Boston University - Department of Economics - Working Papers Series wp2008-007, Boston University - Department of Economics. [Downloadable!]

  3. Pierre Perron & Zhongjun Qu, 2006. "An Analytical Evaluation of the Log-periodogram Estimate in the Presence of Level Shifts and its Implications for Stock Returns Volatility," Boston University - Department of Economics - Working Papers Series WP2006-016, Boston University - Department of Economics. [Downloadable!]

  4. Zhongjun Qu & Pierre Perron, 2006. "A Modified Information Criterion for Cointegration Tests based on a VAR Approximation," Boston University - Department of Economics - Working Papers Series WP2006-011, Boston University - Department of Economics. [Downloadable!]
    Published as:

  5. Pierre Perron & Zhongjun Qu, 2006. "A Simple Modification to Improve the Finite Sample Properties of Ng and Perron’s Unit Root Tests," Boston University - Department of Economics - Working Papers Series WP2006-010, Boston University - Department of Economics. [Downloadable!]
    Published as:

  6. Zhongjun Qu & Pierre Perron, 2005. "Estimating and testing structural changes in multivariate regressions," Boston University - Department of Economics - Working Papers Series WP2005-012, Boston University - Department of Economics. [Downloadable!]
    Published as:

Articles

  1. Qu, Zhongjun, 2008. "Testing for structural change in regression quantiles," Journal of Econometrics, Elsevier, vol. 146(1), pages 170-184, September. [Downloadable!] (restricted)

  2. Zhongjun Qu, 2007. "Searching for cointegration in a dynamic system," Econometrics Journal, Royal Economic Society, vol. 10(3), pages 580-604, November. [Downloadable!] (restricted)

  3. Qu, Zhongjun & Perron, Pierre, 2007. "A Modified Information Criterion For Cointegration Tests Based On A Var Approximation," Econometric Theory, Cambridge University Press, vol. 23(04), pages 638-685, August. [Downloadable!]
    Other versions:

  4. Zhongjun Qu & Pierre Perron, 2007. "Estimating and Testing Structural Changes in Multivariate Regressions," Econometrica, Econometric Society, vol. 75(2), pages 459-502, 03. [Downloadable!] (restricted)
    Other versions:

  5. Perron, Pierre & Qu, Zhongjun, 2007. "A simple modification to improve the finite sample properties of Ng and Perron's unit root tests," Economics Letters, Elsevier, vol. 94(1), pages 12-19, January. [Downloadable!] (restricted)
    Other versions:

  6. Perron, Pierre & Qu, Zhongjun, 2006. "Estimating restricted structural change models," Journal of Econometrics, Elsevier, vol. 134(2), pages 373-399, October. [Downloadable!] (restricted)

  7. RePEc:cup:etheor:v:23:y:2007:i:04:p:638-685 is not listed on IDEAS

NEP Fields

5 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (1) 2006-05-06
  2. NEP-ECM: Econometrics (5) 2006-05-06 2006-10-28 2007-08-14 2009-06-10 2009-06-10 Author is listed
  3. NEP-ETS: Econometric Time Series (4) 2006-05-06 2007-08-14 2009-06-10 2009-06-10 Author is listed
  4. NEP-FMK: Financial Markets (1) 2009-06-10
  5. NEP-FOR: Forecasting (1) 2009-06-10
  6. NEP-ORE: Operations Research (1) 2009-06-10
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This page was last updated on 2009-10-31.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.