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Junhui Qian

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Blog mentions

As found by EconAcademics.org, the blog aggregator for Economics research:
  1. Henderson, Daniel J. & Qian, Junhui & Wang, Le, 2015. "The Inequality-Growth Plateau," IZA Discussion Papers 8771, Institute of Labor Economics (IZA).

    Mentioned in:

    1. Can inequality affect growth?
      by nawmsayn in ZeeConomics on 2015-03-02 00:01:52

Working papers

  1. Henderson, Daniel J. & Qian, Junhui & Wang, Le, 2015. "The Inequality-Growth Plateau," IZA Discussion Papers 8771, Institute of Labor Economics (IZA).

    Cited by:

    1. Jianu, Ionuț & Dinu, Marin & Huru, Dragoș & Bodislav, Alexandru, 2021. "Examining the Relationship between Income Inequality and Growth from the Perspective of EU Member States’ Stage of Development," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 13(9).
    2. Kirill Borissov & Mikhail Pakhnin, 2018. "Economic growth and property rights on natural resources," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 65(2), pages 423-482, March.
    3. Adnen Ben Nasr & Mehmet Balcilar & Rangan Gupta & Seyi Saint Akadiri, 2018. "Asymmetric Effects of Inequality on Per Capita Real GDP of the United States," Working Papers 201820, University of Pretoria, Department of Economics.
    4. Mehmet Balcilar & Rangan Gupta & Wei Ma & Philton Makena, 2018. "Income Inequality and Economic Growth: A Re-Examination of Theory and Evidence," Working Papers 201844, University of Pretoria, Department of Economics.
    5. Gregory Brock, 2020. "The real Oaxaca decomposition: convergence within Mexico’s Oaxaca region in the twenty-first century—Do types of crime and religious belief matter?," Economic Change and Restructuring, Springer, vol. 53(4), pages 543-569, November.
    6. Adnen Ben Nasr & Mehmet Balcilar & Rangan Gupta & Seyi Saint Akadiri, 2020. "Asymmetric effects of inequality on real output levels of the United States," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 10(1), pages 47-69, March.
    7. Aissaoui, Najeh & Ben Hassen, Lobna, 2015. "Skill-biased Technological Change, E-skills and Wage Inequality: Evidence from Tunisia," MPRA Paper 76551, University Library of Munich, Germany, revised 29 Jun 2015.
    8. Shinhye Chang & Matthew W. Clance & Giray Gozgor & Rangan Gupta, 2019. "A Reconsideration of Kuznets Curve across Countries: Evidence from the Co-summability Approach," Working Papers 201970, University of Pretoria, Department of Economics.
    9. Adnen Ben Nasr & Mehmet Balcilar & Seyi Saint Akadiri & Rangan Gupta, 2019. "Kuznets Curve for the US: A Reconsideration Using Cosummability," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 142(2), pages 827-843, April.
    10. Seyi Saint Akadiri & Ada Chigozie Akadiri, 2018. "Growth and Inequality in Africa: Reconsideration," Academic Journal of Economic Studies, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, vol. 4(3), pages 76-86, September.

  2. Degui Li & Junhui Qian & Su Liangjun, 2015. "Panel Data Models with Interactive Fixed Effects and Multiple Structural Breaks," Working Papers 12-2015, Singapore Management University, School of Economics.

    Cited by:

    1. Bin Peng & Liangjun Su & Joakim Westerlund & Yanrong Yang, 2021. "Interactive Effects Panel Data Models with General Factors and Regressors," Papers 2111.11506, arXiv.org.
    2. Saptorshee Kanto Chakraborty & Massimiliano Mazzanti, 2021. "Revisiting the literature on the dynamic Environmental Kuznets Curves using a latent structure approach," SEEDS Working Papers 0521, SEEDS, Sustainability Environmental Economics and Dynamics Studies, revised May 2021.
    3. Yufeng Mao & Bin Peng & Mervyn Silvapulle & Param Silvapulle & Yanrong Yang, 2021. "Decomposition of Bilateral Trade Flows Using a Three-Dimensional Panel Data Model," Papers 2101.06805, arXiv.org.
    4. F. Marta L. Di Lascio & Selene Perazzini, 2024. "A three-way dynamic panel threshold regression model for change point detection in bioimpedance data," BEMPS - Bozen Economics & Management Paper Series BEMPS104, Faculty of Economics and Management at the Free University of Bozen.
    5. Su, Liangjun & Ura, Takuya & Zhang, Yichong, 2017. "Non-separable Models with High-dimensional Data," Economics and Statistics Working Papers 15-2017, Singapore Management University, School of Economics.
    6. Baltagi, Badi H. & Feng, Qu & Kao, Chihwa, 2016. "Estimation of heterogeneous panels with structural breaks," Journal of Econometrics, Elsevier, vol. 191(1), pages 176-195.
    7. Jafari-Sadeghi, Vahid & Garcia-Perez, Alexeis & Candelo, Elena & Couturier, Jerome, 2021. "Exploring the impact of digital transformation on technology entrepreneurship and technological market expansion: The role of technology readiness, exploration and exploitation," Journal of Business Research, Elsevier, vol. 124(C), pages 100-111.
    8. Kock, Anders Bredahl, 2016. "Oracle inequalities, variable selection and uniform inference in high-dimensional correlated random effects panel data models," Journal of Econometrics, Elsevier, vol. 195(1), pages 71-85.
    9. Christis Katsouris, 2023. "Optimal Estimation Methodologies for Panel Data Regression Models," Papers 2311.03471, arXiv.org, revised Nov 2023.

  3. Su Liangjun & Junhui Qian, 2015. "Shrinkage Estimation of Common Breaks in Panel Data Models via Adaptive Group Fused Lasso," Working Papers 07-2015, Singapore Management University, School of Economics.

    Cited by:

    1. Baltagi, Badi H. & Feng, Qu & Kao, Chihwa, 2016. "Estimation of heterogeneous panels with structural breaks," Journal of Econometrics, Elsevier, vol. 191(1), pages 176-195.
    2. Huanjun Zhu & Vasilis Sarafidis & Mervyn Silvapulle & Jiti Gao, 2015. "Testing for a Structural Break in Dynamic Panel Data Models with Common Factors," Monash Econometrics and Business Statistics Working Papers 20/15, Monash University, Department of Econometrics and Business Statistics.

  4. Junhui Qian & Liangjun Su, 2014. "Shrinkage Estimation of Regression Models with Multiple Structural Changes," Working Papers 06-2014, Singapore Management University, School of Economics.

    Cited by:

    1. Guanyu Su & Junhui Qian, 2021. "Structural Changes in the Renminbi Exchange Rate Mechanism," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 29(2), pages 1-23, March.
    2. Miao, Ke & Phillips, Peter C.B. & Su, Liangjun, 2023. "High-dimensional VARs with common factors," Journal of Econometrics, Elsevier, vol. 233(1), pages 155-183.
    3. Lee Jaeeun & Chen Jie, 2019. "A penalized regression approach for DNA copy number study using the sequencing data," Statistical Applications in Genetics and Molecular Biology, De Gruyter, vol. 18(4), pages 1-14, August.
    4. Xu Cheng & Zhipeng Liao & Frank Schorfheide, 2016. "Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 83(4), pages 1511-1543.
    5. Christis Katsouris, 2023. "High Dimensional Time Series Regression Models: Applications to Statistical Learning Methods," Papers 2308.16192, arXiv.org.
    6. Tu, Yundong & Xie, Xinling, 2023. "Penetrating sporadic return predictability," Journal of Econometrics, Elsevier, vol. 237(1).
    7. Gabriela Ciuperca, 2018. "Test by adaptive LASSO quantile method for real-time detection of a change-point," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 81(6), pages 689-720, August.
    8. Karsten Schweikert, 2022. "Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions," Journal of Time Series Analysis, Wiley Blackwell, vol. 43(1), pages 83-104, January.
    9. Behrendt, Simon & Schweikert, Karsten, 2021. "A Note on Adaptive Group Lasso for Structural Break Time Series," Econometrics and Statistics, Elsevier, vol. 17(C), pages 156-172.
    10. Artem Prokhorov & Peter Radchenko & Alexander Semenov & Anton Skrobotov, 2024. "Change-Point Detection in Time Series Using Mixed Integer Programming," Papers 2408.05665, arXiv.org.
    11. Weijie Cui & Yong Li, 2023. "Bicluster Analysis of Heterogeneous Panel Data via M-Estimation," Mathematics, MDPI, vol. 11(10), pages 1-19, May.
    12. Gabriela Ciuperca & Matúš Maciak, 2020. "Change‐point detection in a linear model by adaptive fused quantile method," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 47(2), pages 425-463, June.
    13. Berndt Jesenko & Christian Schlögl, 2021. "The effect of web of science subject categories on clustering: the case of data-driven methods in business and economic sciences," Scientometrics, Springer;Akadémiai Kiadó, vol. 126(8), pages 6785-6801, August.
    14. Skrobotov Anton, 2023. "Testing for explosive bubbles: a review," Dependence Modeling, De Gruyter, vol. 11(1), pages 1-26, January.
    15. Qian, Junhui & Su, Liangjun, 2014. "Structural change estimation in time series regressions with endogenous variables," Economics Letters, Elsevier, vol. 125(3), pages 415-421.
    16. Qian, Junhui & Su, Liangjun, 2016. "Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso," Journal of Econometrics, Elsevier, vol. 191(1), pages 86-109.
    17. Ryo Okui & Wendun Wang, 2018. "Heterogeneous structural breaks in panel data models," Papers 1801.04672, arXiv.org, revised Nov 2018.
    18. Ma, Shujie & Su, Liangjun, 2018. "Estimation of large dimensional factor models with an unknown number of breaks," Journal of Econometrics, Elsevier, vol. 207(1), pages 1-29.
    19. Yoshiyuki Kurachi & Kazuhiro Hiraki & Shinichi Nishioka, 2016. "Does a Higher Frequency of Micro-level Price Changes Matter for Macro Price Stickiness?: Assessing the Impact of Temporary Price Changes," Bank of Japan Working Paper Series 16-E-9, Bank of Japan.
    20. Karsten Schweikert, 2022. "Detecting Multiple Structural Breaks in Systems of Linear Regression Equations with Integrated and Stationary Regressors," Papers 2201.05430, arXiv.org, revised Sep 2024.
    21. Wang, Wuyi & Su, Liangjun, 2017. "Identifying Latent Group Structures in Nonlinear Panels," Economics and Statistics Working Papers 19-2017, Singapore Management University, School of Economics.
    22. Karsten Schweikert, 2020. "Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions," Papers 2001.07949, arXiv.org, revised Apr 2021.
    23. Tae-Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2021. "Efficient Combined Estimation under Structural Breaks," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202107, University of Kansas, Department of Economics.
    24. Ma, Chenchen & Tu, Yundong, 2023. "Shrinkage estimation of multiple threshold factor models," Journal of Econometrics, Elsevier, vol. 235(2), pages 1876-1892.
    25. Muhammad Jaffri Mohd Nasir & Ramzan Nazim Khan & Gopalan Nair & Darfiana Nur, 2024. "Active-set based block coordinate descent algorithm in group LASSO for self-exciting threshold autoregressive model," Statistical Papers, Springer, vol. 65(5), pages 2973-3006, July.
    26. Ma, Chenchen & Tu, Yundong, 2023. "Group fused Lasso for large factor models with multiple structural breaks," Journal of Econometrics, Elsevier, vol. 233(1), pages 132-154.

Articles

  1. Guanyu Su & Junhui Qian, 2021. "Structural Changes in the Renminbi Exchange Rate Mechanism," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 29(2), pages 1-23, March.

    Cited by:

    1. Zhang, Chen & Fang, Ying & Niu, Linlin, 2022. "Changing anchor of the renminbi: A Bayesian learning approach to the decade-long transition," Economic Modelling, Elsevier, vol. 116(C).

  2. Pan Feng & Junhui Qian, 2018. "Analyzing and forecasting the Chinese term structure of interest rates using functional principal component analysis," China Finance Review International, Emerald Group Publishing Limited, vol. 8(3), pages 275-296, April.

    Cited by:

    1. Zhou, Yu & Kou, Gang & Guo, Zhen-Zhu & Xiao, Hui, 2023. "Availability analysis of shared bikes using abnormal trip data," Reliability Engineering and System Safety, Elsevier, vol. 229(C).

  3. Degui Li & Junhui Qian & Liangjun Su, 2016. "Panel Data Models With Interactive Fixed Effects and Multiple Structural Breaks," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 111(516), pages 1804-1819, October.

    Cited by:

    1. Badi Baltagi & Qu Feng & Chihwa Kao, 2019. "Structural Changes in Heterogeneous Panels with Endogenous Regressors," Center for Policy Research Working Papers 214, Center for Policy Research, Maxwell School, Syracuse University.
    2. Jan Ditzen & Yiannis Karavias & Joakim Westerlund, 2023. "Multiple structural breaks in interactive effects panel data and the impace of quantitative easing on bank lending," Discussion Papers 23-02, Department of Economics, University of Birmingham.
    3. Tingting Cheng & Chaohua Dong & Jiti Gao & Oliver Linton, 2022. "GMM Estimation for High-Dimensional Panel Data Models," Monash Econometrics and Business Statistics Working Papers 11/22, Monash University, Department of Econometrics and Business Statistics.
    4. Ruiqi Liu & Ben Boukai & Zuofeng Shang, 2019. "Statistical Inference on Partially Linear Panel Model under Unobserved Linearity," Papers 1911.08830, arXiv.org.
    5. Ryo Okui & Yutao Sun & Wendun Wang, 2025. "Recovering latent linkage structures and spillover effects with structural breaks in panel data models," Papers 2501.09517, arXiv.org.
    6. Bin Peng & Liangjun Su & Joakim Westerlund & Yanrong Yang, 2021. "Interactive Effects Panel Data Models with General Factors and Regressors," Papers 2111.11506, arXiv.org.
    7. Wang,Dieter, 2021. "Natural Capital and Sovereign Bonds," Policy Research Working Paper Series 9606, The World Bank.
    8. Saptorshee Kanto Chakraborty & Massimiliano Mazzanti, 2021. "Revisiting the literature on the dynamic Environmental Kuznets Curves using a latent structure approach," SEEDS Working Papers 0521, SEEDS, Sustainability Environmental Economics and Dynamics Studies, revised May 2021.
    9. Fei Liu & Jiti Gao & Yanrong Yang, 2019. "Nonparametric Estimation in Panel Data Models with Heterogeneity and Time Varyingness," Monash Econometrics and Business Statistics Working Papers 24/19, Monash University, Department of Econometrics and Business Statistics.
    10. Otilia Boldea & Bettina Drepper & Zhuojiong Gan, 2020. "Change point estimation in panel data with time‐varying individual effects," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(6), pages 712-727, September.
    11. Hyungsik Roger Moon & Martin Weidner, 2019. "Nuclear norm regularized estimation of panel regression models," CeMMAP working papers CWP14/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    12. Su, Liangjun & Ju, Gaosheng, 2018. "Identifying latent grouped patterns in panel data models with interactive fixed effects," Journal of Econometrics, Elsevier, vol. 206(2), pages 554-573.
    13. Huang, Wenxin & Jin, Sainan & Phillips, Peter C.B. & Su, Liangjun, 2021. "Nonstationary panel models with latent group structures and cross-section dependence," Journal of Econometrics, Elsevier, vol. 221(1), pages 198-222.
    14. Yufeng Mao & Bin Peng & Mervyn Silvapulle & Param Silvapulle & Yanrong Yang, 2021. "Decomposition of Bilateral Trade Flows Using a Three-Dimensional Panel Data Model," Papers 2101.06805, arXiv.org.
    15. Agiwal Varun & Kumar Jitendra & Shangodoyin Dahud Kehinde, 2018. "A Bayesian Inference Of Multiple Structural Breaks In Mean And Error Variance In Panelar (1) Model," Statistics in Transition New Series, Statistics Poland, vol. 19(1), pages 7-23, March.
    16. Bai, Jushan & Han, Xu & Shi, Yutang, 2020. "Estimation and inference of change points in high-dimensional factor models," Journal of Econometrics, Elsevier, vol. 219(1), pages 66-100.
    17. Horváth, Lajos & Rice, Gregory, 2019. "Asymptotics for empirical eigenvalue processes in high-dimensional linear factor models," Journal of Multivariate Analysis, Elsevier, vol. 169(C), pages 138-165.
    18. Yiren Wang & Peter C. B. Phillips & Liangjun Su, 2023. "Panel Data Models with Time-Varying Latent Group Structures," Cowles Foundation Discussion Papers 2364, Cowles Foundation for Research in Economics, Yale University.
    19. Yiannis Karavias & Paresh Narayan & Joakim Westerlund, 2021. "Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19," Papers 2111.03035, arXiv.org.
    20. Ayden Higgins & Federico Martellosio, 2019. "Shrinkage Estimation of Network Spillovers with Factor Structured Errors," Papers 1909.02823, arXiv.org, revised Nov 2021.
    21. Bai, Jushan & Li, Kunpeng, 2021. "Dynamic spatial panel data models with common shocks," Journal of Econometrics, Elsevier, vol. 224(1), pages 134-160.
    22. Shahnaz Parsaeian, 2024. "Stein-like Common Correlated Effects Estimation under Structural Breaks," Econometrics, MDPI, vol. 12(2), pages 1-23, April.
    23. Feng, Guohua & Gao, Jiti & Peng, Bin, 2022. "An integrated panel data approach to modelling economic growth," Journal of Econometrics, Elsevier, vol. 228(2), pages 379-397.
    24. Chen, Likai & Wang, Weining & Wu, Wei Biao, 2019. "Inference of Break-Points in High-Dimensional Time Series," IRTG 1792 Discussion Papers 2019-013, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
    25. Ryo Okui & Wendun Wang, 2018. "Heterogeneous structural breaks in panel data models," Papers 1801.04672, arXiv.org, revised Nov 2018.
    26. Chen, Sanpan & Cui, Guowei & Zhang, Jianhua, 2017. "On testing for structural break of coefficients in factor-augmented regression models," Economics Letters, Elsevier, vol. 161(C), pages 141-145.
    27. Lumsdaine, Robin L. & Okui, Ryo & Wang, Wendun, 2023. "Estimation of panel group structure models with structural breaks in group memberships and coefficients," Journal of Econometrics, Elsevier, vol. 233(1), pages 45-65.
    28. Hou, Lei & Li, Kunpeng & Li, Qi & Ouyang, Min, 2021. "Revisiting the location of FDI in China: A panel data approach with heterogeneous shocks," Journal of Econometrics, Elsevier, vol. 221(2), pages 483-509.
    29. Li, Kunpeng & Cui, Guowei & Lu, Lina, 2020. "Efficient estimation of heterogeneous coefficients in panel data models with common shocks," Journal of Econometrics, Elsevier, vol. 216(2), pages 327-353.
    30. Ma, Shujie & Su, Liangjun, 2018. "Estimation of large dimensional factor models with an unknown number of breaks," Journal of Econometrics, Elsevier, vol. 207(1), pages 1-29.
    31. Alessandro Casini & Pierre Perron, 2018. "Structural Breaks in Time Series," Boston University - Department of Economics - Working Papers Series WP2019-02, Boston University - Department of Economics.
    32. Cheng, Tingting & Gao, Jiti & Yan, Yayi, 2019. "Regime switching panel data models with interactive fixed effects," Economics Letters, Elsevier, vol. 177(C), pages 47-51.
    33. Yufeng Mao & Bin Peng & Mervyn J Silvapulle & Param Silvapulle & Yanrong Yang, 2021. "Decomposition of Bilateral Trade Flows Using a Three-Dimensional Panel Data Model," Monash Econometrics and Business Statistics Working Papers 7/21, Monash University, Department of Econometrics and Business Statistics.
    34. Georg Keilbar & Juan M. Rodriguez-Poo & Alexandra Soberon & Weining Wang, 2022. "A projection based approach for interactive fixed effects panel data models," Papers 2201.11482, arXiv.org, revised Feb 2025.
    35. Chaohua Dong & Jiti Gao & Bin Peng, 2018. "Varying-coefficient panel data models with partially observed factor structure," Monash Econometrics and Business Statistics Working Papers 1/18, Monash University, Department of Econometrics and Business Statistics.
    36. Xi Chen & Ye Luo & Martin Spindler, 2019. "Adaptive Discrete Smoothing for High-Dimensional and Nonlinear Panel Data," Papers 1912.12867, arXiv.org, revised Jan 2020.
    37. Costantini, Mauro & Paradiso, Antonio, 2018. "What do panel data say on inequality and GDP? New evidence at US state-level," Economics Letters, Elsevier, vol. 168(C), pages 115-117.
    38. Chiang, Harold D. & Rodrigue, Joel & Sasaki, Yuya, 2023. "Post-Selection Inference In Three-Dimensional Panel Data," Econometric Theory, Cambridge University Press, vol. 39(3), pages 623-658, June.
    39. Miao, Ke & Li, Kunpeng & Su, Liangjun, 2020. "Panel threshold models with interactive fixed effects," Journal of Econometrics, Elsevier, vol. 219(1), pages 137-170.
    40. Li, Degui, 2024. "Estimation of Large Dynamic Covariance Matrices: A Selective Review," Econometrics and Statistics, Elsevier, vol. 29(C), pages 16-30.
    41. Jiang, Peiyun & Kurozumi, Eiji, 2021. "A new test for common breaks in heterogeneous panel data models," Discussion paper series HIAS-E-107, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.
    42. Minyoung Jo & Sangyeol Lee, 2021. "On CUSUM test for dynamic panel models," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 30(2), pages 515-542, June.
    43. Feng, Guohua & Peng, Bin & Su, Liangjun & Yang, Thomas Tao, 2019. "Semi-parametric single-index panel data models with interactive fixed effects: Theory and practice," Journal of Econometrics, Elsevier, vol. 212(2), pages 607-622.
    44. Hong, Shengjie & Su, Liangjun & Jiang, Tao, 2023. "Profile GMM estimation of panel data models with interactive fixed effects," Journal of Econometrics, Elsevier, vol. 235(2), pages 927-948.
    45. Feng, Qu, 2020. "Common factors and common breaks in panels: An empirical investigation," Economics Letters, Elsevier, vol. 187(C).
    46. Ma, Chenchen & Tu, Yundong, 2023. "Group fused Lasso for large factor models with multiple structural breaks," Journal of Econometrics, Elsevier, vol. 233(1), pages 132-154.
    47. Yuichi Goto & Kotone Suzuki & Xiaofei Xu & Masanobu Taniguchi, 2023. "Tests for the existence of group effects and interactions for two-way models with dependent errors," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 75(3), pages 511-532, June.
    48. Shobande, Olatunji A., 2023. "Rethinking social change: Does the permanent and transitory effects of electricity and solid fuel use predict health outcome in Africa?," Technological Forecasting and Social Change, Elsevier, vol. 186(PB).

  4. Qian, Junhui & Su, Liangjun, 2016. "Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso," Journal of Econometrics, Elsevier, vol. 191(1), pages 86-109.

    Cited by:

    1. Jan Ditzen & Yiannis Karavias & Joakim Westerlund, 2023. "Multiple structural breaks in interactive effects panel data and the impace of quantitative easing on bank lending," Discussion Papers 23-02, Department of Economics, University of Birmingham.
    2. Ruiqi Liu & Ben Boukai & Zuofeng Shang, 2019. "Statistical Inference on Partially Linear Panel Model under Unobserved Linearity," Papers 1911.08830, arXiv.org.
    3. Ryo Okui & Yutao Sun & Wendun Wang, 2025. "Recovering latent linkage structures and spillover effects with structural breaks in panel data models," Papers 2501.09517, arXiv.org.
    4. Chen, Yuanxing & Fang, Kuangnan & Lan, Wei & Tsai, Chih-Ling & Zhang, Qingzhao, 2025. "Community influence analysis in social networks," Computational Statistics & Data Analysis, Elsevier, vol. 202(C).
    5. Otilia Boldea & Bettina Drepper & Zhuojiong Gan, 2020. "Change point estimation in panel data with time‐varying individual effects," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(6), pages 712-727, September.
    6. Huang, Wenxin & Jin, Sainan & Phillips, Peter C.B. & Su, Liangjun, 2021. "Nonstationary panel models with latent group structures and cross-section dependence," Journal of Econometrics, Elsevier, vol. 221(1), pages 198-222.
    7. Juodis, Artūras & Sarafidis, Vasilis, 2022. "An incidental parameters free inference approach for panels with common shocks," Journal of Econometrics, Elsevier, vol. 229(1), pages 19-54.
    8. Oualid Bada & Alois Kneip & Dominik Liebl & Tim Mensinger & James Gualtieri & Robin C. Sickles, 2021. "A Wavelet Method for Panel Models with Jump Discontinuities in the Parameters," Papers 2109.10950, arXiv.org.
    9. Wang, Wei & Xiao, Zhijie & Ren, Yanyan & Yan, Xiaodong, 2023. "A bi-integrative analysis of two-dimensional heterogeneous panel data models," Economics Letters, Elsevier, vol. 230(C).
    10. Yiren Wang & Peter C. B. Phillips & Liangjun Su, 2023. "Panel Data Models with Time-Varying Latent Group Structures," Cowles Foundation Discussion Papers 2364, Cowles Foundation for Research in Economics, Yale University.
    11. Haoran Lu & Dianpeng Wang, 2024. "Grouped Change-Points Detection and Estimation in Panel Data," Mathematics, MDPI, vol. 12(5), pages 1-20, March.
    12. Andrey G. Maksimov & Marina S. Telezhkina, 2024. "Similarity Of Structural Changes: The Case Of University Enrollment Rates," HSE Working papers WP BRP 271/EC/2024, National Research University Higher School of Economics.
    13. Hsiao, Cheng, 2018. "Panel models with interactive effects," Journal of Econometrics, Elsevier, vol. 206(2), pages 645-673.
    14. Weijie Cui & Yong Li, 2023. "Bicluster Analysis of Heterogeneous Panel Data via M-Estimation," Mathematics, MDPI, vol. 11(10), pages 1-19, May.
    15. Mehrabani, Ali, 2023. "Estimation and identification of latent group structures in panel data," Journal of Econometrics, Elsevier, vol. 235(2), pages 1464-1482.
    16. Shahnaz Parsaeian, 2024. "Stein-like Common Correlated Effects Estimation under Structural Breaks," Econometrics, MDPI, vol. 12(2), pages 1-23, April.
    17. Lu, Xun & Su, Liangjun, 2023. "Uniform inference in linear panel data models with two-dimensional heterogeneity," Journal of Econometrics, Elsevier, vol. 235(2), pages 694-719.
    18. Tatsushi Oka & Pierre Perron, 2018. "Testing for common breaks in a multiple equations system," Monash Econometrics and Business Statistics Working Papers 3/18, Monash University, Department of Econometrics and Business Statistics.
    19. Linton, O. B. & Rücker, M. & Vogt, M. & Walsh, C., 2024. "Estimation and Inference in High-Dimensional Panel Data Models with Interactive Fixed Effects," Cambridge Working Papers in Economics 2467, Faculty of Economics, University of Cambridge.
    20. Maciak, Matúš, 2021. "Quantile LASSO with changepoints in panel data models applied to option pricing," Econometrics and Statistics, Elsevier, vol. 20(C), pages 166-175.
    21. Ryo Okui & Wendun Wang, 2018. "Heterogeneous structural breaks in panel data models," Papers 1801.04672, arXiv.org, revised Nov 2018.
    22. Lumsdaine, Robin L. & Okui, Ryo & Wang, Wendun, 2023. "Estimation of panel group structure models with structural breaks in group memberships and coefficients," Journal of Econometrics, Elsevier, vol. 233(1), pages 45-65.
    23. Ma, Shujie & Su, Liangjun, 2018. "Estimation of large dimensional factor models with an unknown number of breaks," Journal of Econometrics, Elsevier, vol. 207(1), pages 1-29.
    24. Vasilis Sarafidis & Tom Wansbeek, 2020. "Celebrating 40 Years of Panel Data Analysis: Past, Present and Future," Monash Econometrics and Business Statistics Working Papers 6/20, Monash University, Department of Econometrics and Business Statistics.
    25. Karsten Schweikert, 2022. "Detecting Multiple Structural Breaks in Systems of Linear Regression Equations with Integrated and Stationary Regressors," Papers 2201.05430, arXiv.org, revised Sep 2024.
    26. Alessandro Casini & Pierre Perron, 2018. "Structural Breaks in Time Series," Boston University - Department of Economics - Working Papers Series WP2019-02, Boston University - Department of Economics.
    27. Martin C. Arnold & Thilo Reinschlussel, 2024. "Bootstrap Adaptive Lasso Solution Path Unit Root Tests," Papers 2409.07859, arXiv.org.
    28. Kock, Anders Bredahl, 2016. "Oracle inequalities, variable selection and uniform inference in high-dimensional correlated random effects panel data models," Journal of Econometrics, Elsevier, vol. 195(1), pages 71-85.
    29. Georg Keilbar & Juan M. Rodriguez-Poo & Alexandra Soberon & Weining Wang, 2022. "A projection based approach for interactive fixed effects panel data models," Papers 2201.11482, arXiv.org, revised Feb 2025.
    30. Degui Li & Junhui Qian & Liangjun Su, 2016. "Panel Data Models With Interactive Fixed Effects and Multiple Structural Breaks," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 111(516), pages 1804-1819, October.
    31. Xi Chen & Ye Luo & Martin Spindler, 2019. "Adaptive Discrete Smoothing for High-Dimensional and Nonlinear Panel Data," Papers 1912.12867, arXiv.org, revised Jan 2020.
    32. Chen, Bin & Huang, Liquan, 2018. "Nonparametric testing for smooth structural changes in panel data models," Journal of Econometrics, Elsevier, vol. 202(2), pages 245-267.
    33. Chiang, Harold D. & Rodrigue, Joel & Sasaki, Yuya, 2023. "Post-Selection Inference In Three-Dimensional Panel Data," Econometric Theory, Cambridge University Press, vol. 39(3), pages 623-658, June.
    34. Miao, Ke & Li, Kunpeng & Su, Liangjun, 2020. "Panel threshold models with interactive fixed effects," Journal of Econometrics, Elsevier, vol. 219(1), pages 137-170.
    35. Jiang, Peiyun & Kurozumi, Eiji, 2021. "A new test for common breaks in heterogeneous panel data models," Discussion paper series HIAS-E-107, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.
    36. Minyoung Jo & Sangyeol Lee, 2021. "On CUSUM test for dynamic panel models," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 30(2), pages 515-542, June.
    37. Langevin, R.;, 2024. "Consistent Estimation of Finite Mixtures: An Application to Latent Group Panel Structures," Health, Econometrics and Data Group (HEDG) Working Papers 24/16, HEDG, c/o Department of Economics, University of York.

  5. Qian, Junhui & Su, Liangjun, 2016. "Shrinkage Estimation Of Regression Models With Multiple Structural Changes," Econometric Theory, Cambridge University Press, vol. 32(6), pages 1376-1433, December.
    See citations under working paper version above.
  6. Henderson, Daniel J. & Qian, Junhui & Wang, Le, 2015. "The inequality–growth plateau," Economics Letters, Elsevier, vol. 128(C), pages 17-20.
    See citations under working paper version above.
  7. Qian, Junhui & Su, Liangjun, 2014. "Structural change estimation in time series regressions with endogenous variables," Economics Letters, Elsevier, vol. 125(3), pages 415-421.

    Cited by:

    1. Otilia Boldea & Bettina Drepper & Zhuojiong Gan, 2020. "Change point estimation in panel data with time‐varying individual effects," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(6), pages 712-727, September.
    2. Laurent Callot & Johannes Tang Kristensen, 2014. "Vector Autoregressions with parsimoniously Time Varying Parameters and an Application to Monetary Policy," Tinbergen Institute Discussion Papers 14-145/III, Tinbergen Institute, revised 09 Apr 2015.
    3. Boldea, Otilia & Cornea-Madeira, Adriana & Hall, Alastair R., 2019. "Bootstrapping structural change tests," Journal of Econometrics, Elsevier, vol. 213(2), pages 359-397.
    4. Maciak, Matúš, 2021. "Quantile LASSO with changepoints in panel data models applied to option pricing," Econometrics and Statistics, Elsevier, vol. 20(C), pages 166-175.
    5. Qian, Junhui & Su, Liangjun, 2016. "Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso," Journal of Econometrics, Elsevier, vol. 191(1), pages 86-109.
    6. Yoshiyuki Kurachi & Kazuhiro Hiraki & Shinichi Nishioka, 2016. "Does a Higher Frequency of Micro-level Price Changes Matter for Macro Price Stickiness?: Assessing the Impact of Temporary Price Changes," Bank of Japan Working Paper Series 16-E-9, Bank of Japan.
    7. Ma, Chenchen & Tu, Yundong, 2023. "Shrinkage estimation of multiple threshold factor models," Journal of Econometrics, Elsevier, vol. 235(2), pages 1876-1892.

  8. Park, Joon Y. & Qian, Junhui, 2012. "Functional regression of continuous state distributions," Journal of Econometrics, Elsevier, vol. 167(2), pages 397-412.

    Cited by:

    1. Yoosoon Chang & Robert K. Kaufmann & Chang Sik Kim & J. Isaac Miller & Joon Y. Park & Sungkeun Park, 2015. "Time Series Analysis of Global Temperature Distributions: Identifying and Estimating Persistent Features in Temperature Anomalies," Working Papers 1513, Department of Economics, University of Missouri, revised 25 Jul 2016.
    2. Benatia, David & Carrasco, Marine & Florens, Jean-Pierre, 2017. "Functional linear regression with functional response," Journal of Econometrics, Elsevier, vol. 201(2), pages 269-291.
    3. Won-Ki Seo, 2020. "Functional Principal Component Analysis for Cointegrated Functional Time Series," Papers 2011.12781, arXiv.org, revised Apr 2023.
    4. Gadea Rivas, María Dolores, 2017. "Trends in distributional characteristics : Existence of global warming," UC3M Working papers. Economics 24121, Universidad Carlos III de Madrid. Departamento de Economía.
    5. Yoosoon Chang & Ana María Herrera & Elena Pesavento, 2023. "Oil prices uncertainty, endogenous regime switching, and inflation anchoring," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(6), pages 820-839, September.
    6. Yoosoon Chang & Fabio Gómez-Rodríguez & Mr. Gee Hee Hong, 2022. "The Effects of Economic Shocks on Heterogeneous Inflation Expectations," IMF Working Papers 2022/132, International Monetary Fund.
    7. Imaizumi, Masaaki & Kato, Kengo, 2018. "PCA-based estimation for functional linear regression with functional responses," Journal of Multivariate Analysis, Elsevier, vol. 163(C), pages 15-36.
    8. Salish, Nazarii & Gleim, Alexander, 2019. "A moment-based notion of time dependence for functional time series," Journal of Econometrics, Elsevier, vol. 212(2), pages 377-392.
    9. Eduardo García‐Portugués & Javier Álvarez‐Liébana & Gonzalo Álvarez‐Pérez & Wenceslao González‐Manteiga, 2021. "A goodness‐of‐fit test for the functional linear model with functional response," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 48(2), pages 502-528, June.
    10. Meeks, Roland & Monti, Francesca, 2023. "Heterogeneous beliefs and the Phillips curve," Journal of Monetary Economics, Elsevier, vol. 139(C), pages 41-54.
    11. Yoosoon Chang & Steven Durlauf & Seunghee Lee & Joon Park, 2023. "A Trajectories-Based Approach to Measuring Intergenerational Mobility," CAEPR Working Papers 2023-004 Classification-C, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
    12. Yoosoon Chang & Soyoung Kim & Joon Park, 2025. "How Do Macroaggregates and Income Distribution Interact Dynamically? A Novel Structural Mixed Autoregression with Aggregate and Functional Variables," CAEPR Working Papers 2025-002 Classification- , Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
    13. Won‐Ki Seo, 2024. "Functional principal component analysis for cointegrated functional time series," Journal of Time Series Analysis, Wiley Blackwell, vol. 45(2), pages 320-330, March.
    14. Yoosoon Chang & J. Isaac Miller & Joon K. Park, 2024. "Shocking Climate: Identifying Economic Damages from Anthropogenic and Natural Climate Change," CAEPR Working Papers 2024-007 Classification-E, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
    15. Hilde C. Bjornland & Yoosoon Chang & Jamie L. Cross, 2024. "Oil and the Stock Market Revisited: A Mixed Functional VAR Approach," CAEPR Working Papers 2023-005 Classification-1, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
    16. Yoshiyuki ARATA, 2017. "A Functional Linear Regression Model in the Space of Probability Density Functions," Discussion papers 17015, Research Institute of Economy, Trade and Industry (RIETI).
    17. Yoosoon Chang & Robert K. Kaufmann & Chang Sik Kim & J. Isaac Miller & Joon Y. Park & Sungkeun Park, 2016. "Evaluating trends in time series of distributions: A spatial fingerprint of human effects on climate," Working Papers 1622, Department of Economics, University of Missouri, revised 17 Sep 2018.
    18. Yoosoon Chang & Soyoung Kim & Joon Y. Park, 2025. "How Do Macroaggregates and Income Distribution Interact Dynamically? A Novel Structural Mixed Autoregression with Aggregate and Functional Variables," Working Papers No 01/2025, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
    19. Chang, Yoosoon & Kim, Chang Sik & Park, Joon Y., 2016. "Nonstationarity in time series of state densities," Journal of Econometrics, Elsevier, vol. 192(1), pages 152-167.
    20. Park, Joon Y. & Shin, Kwanho & Whang, Yoon-Jae, 2010. "A semiparametric cointegrating regression: Investigating the effects of age distributions on consumption and saving," Journal of Econometrics, Elsevier, vol. 157(1), pages 165-178, July.
    21. Seo, Won-Ki & Beare, Brendan K., 2019. "Cointegrated linear processes in Bayes Hilbert space," Statistics & Probability Letters, Elsevier, vol. 147(C), pages 90-95.
    22. Haugom, Erik & Lien, Gudbrand & Veka, Steinar & Westgaard, Sjur, 2014. "Covariance estimation using high-frequency data: Sensitivities of estimation methods," Economic Modelling, Elsevier, vol. 43(C), pages 416-425.
    23. Soobin Kim & Chang Sik Kim, 2010. "Do S&P 500 and KOSPI Move Together?: A Functional Regression Approach," Korean Economic Review, Korean Economic Association, vol. 26, pages 401-430.

  9. Qian, Junhui & Wang, Le, 2012. "Estimating semiparametric panel data models by marginal integration," Journal of Econometrics, Elsevier, vol. 167(2), pages 483-493.

    Cited by:

    1. Michael Vogt & Oliver Linton, 2015. "Classification of nonparametric regression functions in heterogeneous panels," CeMMAP working papers 06/15, Institute for Fiscal Studies.
    2. Christopher F. Parmeter & Jeffrey S. Racine, 2018. "Nonparametric Estimation and Inference for Panel Data Models," Department of Economics Working Papers 2018-02, McMaster University.
    3. Aman Ullah & Yoonseok Lee & Debasri Mukherjee, 2018. "Nonparametric Estimation of the Marginal Effect in Fixed-Effect Panel Data Models," Working Papers 201901, University of California at Riverside, Department of Economics.
    4. Su, Liangjun & Lu, Xun, 2013. "Nonparametric dynamic panel data models: Kernel estimation and specification testing," Journal of Econometrics, Elsevier, vol. 176(2), pages 112-133.
    5. Peter Pütz & Thomas Kneib, 2018. "A penalized spline estimator for fixed effects panel data models," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 102(2), pages 145-166, April.
    6. Juan Rodriguez-Poo & Alexandra Soberón, 2015. "Differencing techniques in semi-parametric panel data varying coefficient models with fixed effects: a Monte Carlo study," Computational Statistics, Springer, vol. 30(3), pages 885-906, September.
    7. Lena Boneva (Körber) & Oliver Linton & Michael Vogt, 2013. "A semiparametric model for heterogeneous panel data with fixed effects," CeMMAP working papers 02/13, Institute for Fiscal Studies.
    8. Daniel Wilhelm, 2015. "Identification and estimation of nonparametric panel data regressions with measurement error," CeMMAP working papers 34/15, Institute for Fiscal Studies.
    9. Ruiqin Tian & Miaojie Xia & Dengke Xu, 2024. "Profile quasi-maximum likelihood estimation for semiparametric varying-coefficient spatial autoregressive panel models with fixed effects," Statistical Papers, Springer, vol. 65(8), pages 5109-5143, October.
    10. Daniel Wilhelm, 2015. "Identification and estimation of nonparametric panel data regressions with measurement error," CeMMAP working papers CWP34/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    11. Halder, Shaymal C. & Malikov, Emir, 2020. "Smoothed LSDV estimation of functional-coefficient panel data models with two-way fixed effects," Economics Letters, Elsevier, vol. 192(C).
    12. Henderson, Daniel J. & Qian, Junhui & Wang, Le, 2015. "The Inequality-Growth Plateau," IZA Discussion Papers 8771, Institute of Labor Economics (IZA).
    13. Huazhen Lin & Hyokyoung G. Hong & Baoying Yang & Wei Liu & Yong Zhang & Gang-Zhi Fan & Yi Li, 2019. "Nonparametric Time-Varying Coefficient Models for Panel Data," Statistics in Biosciences, Springer;International Chinese Statistical Association, vol. 11(3), pages 548-566, December.
    14. Li, Cong & Liang, Zhongwen, 2015. "Asymptotics for nonparametric and semiparametric fixed effects panel models," Journal of Econometrics, Elsevier, vol. 185(2), pages 420-434.
    15. Sun, Yiguo & Malikov, Emir, 2017. "Estimation and Inference in Functional-Coefficient Spatial Autoregressive Panel Data Models with Fixed Effects," MPRA Paper 83671, University Library of Munich, Germany.
    16. Chu, Chi-Yang & Henderson, Daniel J. & Parmeter, Christopher F., 2017. "On discrete Epanechnikov kernel functions," Computational Statistics & Data Analysis, Elsevier, vol. 116(C), pages 79-105.
    17. Taining Wang & Jinjing Tian, 2020. "Recasting the trade impact on labor share: a fixed-effect semiparametric estimation study," Empirical Economics, Springer, vol. 58(5), pages 2465-2511, May.
    18. Taining Wang & Feng Yao & Subal C. Kumbhakar, 2024. "A flexible stochastic production frontier model with panel data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(4), pages 564-588, June.
    19. Zongwu Cai & Linna Chen & Ying Fang, 2015. "Semiparametric Estimation of Partially Varying-Coefficient Dynamic Panel Data Models," Econometric Reviews, Taylor & Francis Journals, vol. 34(6-10), pages 695-719, December.
    20. De Monte Enrico, 2024. "Nonparametric Instrumental Regression with Two-Way Fixed Effects," Journal of Econometric Methods, De Gruyter, vol. 13(1), pages 49-66, January.

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