Qiankun Zhou

Zhou, Q. Statistical Inference for the Low Dimensional Parameters in the Presence of HighDimensional Data: An Orthogonal Projection (with Cheng Hsiao), Accepted at Journal of Econometrics

Zhou, Q. A One Covariate at a Time Multiple Testing Approach to Variable Selection in Additive Models (with Liangjun Su, Thomas Tao Yang, and Yonghui Zhang), forthcoming at Econometric Reviews

Zhou, Q. Panel Treatment Effects Measurement—Factor or Linear Projection Modelling? (with Cheng Hsiao), forthcoming in the Journal of Applied Econometrics.

Zhou, Q. Specification Tests for Time-Varying Coefficient Panel Data Models (with Alev Atak, Yonghui Zhang, and Tao Yang), forthcoming at Econometric Theory.

Zhou, Q. Confidence Intervals of Treatment Effects Estimation in Panel Data Models with Interactive Fixed Effects (With Xingyu Li and Yan Shen), Journal of Econometrics 240(1), 105684, 2024.

Zhou, Q. Semiparametric Least Squares Estimation of Binary Choice Panel Data Models with Endogeneity (with Anastasia Semykina, Yimeng Xie, and Cynthia Fan Yang), Economic Modelling 132, 106661, 2024.

Zhou, Q. Estimation of Dynamic Panel Data Models with Interactive Effects: Quasi-differencing over Time or Pairwise? (with Cheng Hsiao), Advances in Econometrics Volume 45B, 353-383, Essays in honor of Joon Y. Park, 2023.

Zhou, Q., Liu, R., Shang, Z., and Zhang, Y. (2020). Identification and estimation in panel models with overspecified number of groups. Journal of Econometrics, 215(215), 17.

Pesaran, M. Hashem and Zhou, Q. (2018). Estimation of time-invariant effects in static panel data models. Econometric Reviews, 37, 1137-1171.

Lee, N., Moon, H. Roger, and Zhou, Q. (2017). Many IVs estimation of dynamic panel regression models with measurement error. Journal of Econometrics, 200(2), 251 259.

Zhang, Y., Zhou, Q., and Jiang, L. (2017). Panel kink regression with an unknown threshold. Economics Letters.

Hsiao, C. and Zhou, Q. (2017). First difference or forward demeaning: Implications for the method of moments estimators. Econometric Reviews, 36(6-9), 883-897.

Xue, S., Yang, T. Tao, and Zhou, Q. (2017). Binary choice model with interactive effects. Economic Modeling, , 1-13.

Wang, Y., Zhang, Y., and Zhou, Q. (2016). A Stein-like estimator for linear panel data models. Economics Letters, 141, 156 161.

Hsiao, C. and Zhou, Q. (2016). Asymptotic distribution of quasi-maximum likelihood estimation of dynamic panels using long difference transformation when both N and T are large. Statistical Methods & Applications, 25(4), 675-683.

Zhou, Q. and Yu, J. (2015). Asymptotic theory for linear diffusions under alternative sampling schemes. Economics Letters, 128, 1-5.