Chaowen Zheng
Personal Details
First Name: | Chaowen |
Middle Name: | |
Last Name: | Zheng |
Suffix: | |
RePEc Short-ID: | pzh1101 |
[This author has chosen not to make the email address public] | |
https://sites.google.com/view/chaowensite/home | |
Terminal Degree: | 2022 Department of Economics and Related Studies; University of York (from RePEc Genealogy) |
Affiliation
Economics Division
University of Southampton
Southampton, United Kingdomhttp://www.economics.soton.ac.uk/
RePEc:edi:desotuk (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Xiu Xu & Weining Wang & Yongcheol Shin & Chaowen Zheng, 2021.
"Dynamic Network Quantile Regression Model,"
Papers
2111.07633, arXiv.org.
- Xiu Xu & Weining Wang & Yongcheol Shin & Chaowen Zheng, 2024. "Dynamic Network Quantile Regression Model," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 42(2), pages 407-421, April.
- Jia Chen & Yongcheol Shin & Chaowen Zheng, 2020. "Estimation and Inference in Heterogeneous Spatial Panel Data Models with a Multifactor Error Structure," Discussion Papers 20/03, Department of Economics, University of York.
Articles
- Chen, Jia & Shin, Yongcheol & Zheng, Chaowen, 2022. "Estimation and inference in heterogeneous spatial panels with a multifactor error structure," Journal of Econometrics, Elsevier, vol. 229(1), pages 55-79.
- Li, Haiqi & Zheng, Chaowen, 2018. "Unit root quantile autoregression testing with smooth structural changes," Finance Research Letters, Elsevier, vol. 25(C), pages 83-89.
- Li, Haiqi & Zheng, Chaowen & Guo, Yu, 2016. "Estimation and test for quantile nonlinear cointegrating regression," Economics Letters, Elsevier, vol. 148(C), pages 27-32.
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.Working papers
- Xiu Xu & Weining Wang & Yongcheol Shin & Chaowen Zheng, 2021.
"Dynamic Network Quantile Regression Model,"
Papers
2111.07633, arXiv.org.
- Xiu Xu & Weining Wang & Yongcheol Shin & Chaowen Zheng, 2024. "Dynamic Network Quantile Regression Model," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 42(2), pages 407-421, April.
Cited by:
- Jia Chen Author-Name-First: Jia & Yongcheol Shin & Chaowen Zheng, 2023. "Dynamic Quantile Panel Data Models with Interactive Effects," Economics Discussion Papers em-dp2023-06, Department of Economics, University of Reading.
- Jia Chen & Yongcheol Shin & Chaowen Zheng, 2020.
"Estimation and Inference in Heterogeneous Spatial Panel Data Models with a Multifactor Error Structure,"
Discussion Papers
20/03, Department of Economics, University of York.
Cited by:
- Jin Seo Cho & Matthew GreenwoodâNimmo & Yongcheol Shin, 2023.
"Recent developments of the autoregressive distributed lag modelling framework,"
Journal of Economic Surveys, Wiley Blackwell, vol. 37(1), pages 7-32, February.
- Jin Seo Cho & Matthew Greenwood-Nimmo & Yongcheol Shin, 2021. "Recent Developments of the Autoregressive Distributed Lag Modelling Framework," Working papers 2021rwp-186, Yonsei University, Yonsei Economics Research Institute.
- Jin Seo Cho & Matthew GreenwoodâNimmo & Yongcheol Shin, 2023.
"Recent developments of the autoregressive distributed lag modelling framework,"
Journal of Economic Surveys, Wiley Blackwell, vol. 37(1), pages 7-32, February.
Articles
- Chen, Jia & Shin, Yongcheol & Zheng, Chaowen, 2022.
"Estimation and inference in heterogeneous spatial panels with a multifactor error structure,"
Journal of Econometrics, Elsevier, vol. 229(1), pages 55-79.
Cited by:
- Xiaorong Yang & Jia Chen & Degui Li & Runze Li, 2023.
"Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure,"
Papers
2303.13218, arXiv.org.
- Xiaorong Yang & Jia Chen & Degui Li & Runze Li, 2024. "Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 42(3), pages 1026-1040, July.
- Gianfranco Piras & Mauricio Sarrias, 2023. "Heterogeneous spatial models in R: spatial regimes models," Journal of Spatial Econometrics, Springer, vol. 4(1), pages 1-32, December.
- Camilla Mastromarco & Laura Serlenga & Yongcheol Shin, 2023. "Regional Productivity Network in the EU," CESifo Working Paper Series 10404, CESifo.
- Guowei Cui & Vasilis Sarafidis & Takashi Yamagata, 2023.
"IV estimation of spatial dynamic panels with interactive effects: large sample theory and an application on bank attitude towards risk,"
The Econometrics Journal, Royal Economic Society, vol. 26(2), pages 124-146.
- Cui, Guowei & Sarafidis, Vasilis & Yamagata, Takashi, 2020. "IV Estimation of Spatial Dynamic Panels with Interactive Effects: Large Sample Theory and an Application on Bank Attitude Toward Risk," MPRA Paper 102488, University Library of Munich, Germany.
- Su, Liangjun & Wang, Wuyi & Xu, Xingbai, 2023. "Identifying latent group structures in spatial dynamic panels," Journal of Econometrics, Elsevier, vol. 235(2), pages 1955-1980.
- Xiaorong Yang & Jia Chen & Degui Li & Runze Li, 2023.
"Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure,"
Papers
2303.13218, arXiv.org.
- Li, Haiqi & Zheng, Chaowen, 2018.
"Unit root quantile autoregression testing with smooth structural changes,"
Finance Research Letters, Elsevier, vol. 25(C), pages 83-89.
Cited by:
- Nazlioglu, Saban & Kucukkaplan, Ilhan & Kilic, Emre & Altuntas, Mehmet, 2022. "Financial market integration of emerging markets: Heavy tails, structural shifts, nonlinearity, and asymmetric persistence," Research in International Business and Finance, Elsevier, vol. 62(C).
- Kilic, Emre & Yavuz, Ersin & Pazarci, Sevket & Kar, Asim, 2023. "Analyzing the efficient market hypothesis with asymmetric persistence in cryptocurrencies: Insights from the Fourier non-linear quantile unit root approach," Finance Research Letters, Elsevier, vol. 58(PC).
- Yang, Jisheng & Wei, Jinbao & Cai, Biqing, 2022. "Quantile unit root inference for panel data with common shocks," Economics Letters, Elsevier, vol. 219(C).
- Li, Haiqi & Zheng, Chaowen & Guo, Yu, 2016.
"Estimation and test for quantile nonlinear cointegrating regression,"
Economics Letters, Elsevier, vol. 148(C), pages 27-32.
Cited by:
- Christis Katsouris, 2023. "Structural Break Detection in Quantile Predictive Regression Models with Persistent Covariates," Papers 2302.05193, arXiv.org.
- Haiqi Li Author-Name-First: Haiqi & Jing Zhang & Chaowen Zheng, 2023. "Estimating and Testing for Functional Coefficient Quantile Cointegrating Regression," Economics Discussion Papers em-dp2023-07, Department of Economics, University of Reading.
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-ECM: Econometrics (2) 2020-04-20 2021-12-20. Author is listed
- NEP-GEO: Economic Geography (1) 2020-04-20. Author is listed
- NEP-NET: Network Economics (1) 2021-12-20. Author is listed
- NEP-ORE: Operations Research (1) 2020-04-20. Author is listed
- NEP-URE: Urban and Real Estate Economics (1) 2020-04-20. Author is listed
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