| Year |
Citation |
Score |
| 2020 |
Qu Z, Zhuo F. Likelihood Ratio Based Tests for Markov Regime Switching The Review of Economic Studies. DOI: 10.1093/Restud/Rdaa035 |
0.435 |
|
| 2019 |
Qu Z, Yoon J. Uniform Inference on Quantile Effects under Sharp Regression Discontinuity Designs Journal of Business & Economic Statistics. 37: 625-647. DOI: 10.1080/07350015.2017.1407323 |
0.363 |
|
| 2018 |
Qu Z. A Composite Likelihood Framework for Analyzing Singular DSGE Models The Review of Economics and Statistics. 100: 916-932. DOI: 10.1162/Rest_A_00718 |
0.42 |
|
| 2016 |
Hu J, Qian BP, Qiu Y, Wang B, Yu Y, Zhu ZZ, Jiang J, Mao SH, Qu Z, Zhang YP. Can acetabular orientation be restored by lumbar pedicle subtraction osteotomy in ankylosing spondylitis patients with thoracolumbar kyphosis? European Spine Journal : Official Publication of the European Spine Society, the European Spinal Deformity Society, and the European Section of the Cervical Spine Research Society. PMID 27435486 DOI: 10.1007/s00586-016-4709-8 |
0.351 |
|
| 2016 |
Qu Z, Tkachenko D. Global Identification in DSGE Models Allowing for Indeterminacy The Review of Economic Studies. 84: 1306-1345. DOI: 10.1093/Restud/Rdw048 |
0.63 |
|
| 2015 |
Gao S, Zhang M, Zhu X, Qu Z, Shan T, Xie X, Wang Y, Feng X. Apoptotic effects of Photofrin-Diomed 630-PDT on SHEEC human esophageal squamous cancer cells. International Journal of Clinical and Experimental Medicine. 8: 15098-15107. PMID 26628993 |
0.325 |
|
| 2015 |
Zhang Y, Jiang F, Chang X, Qiu X, Ren L, Qu Z, Deng S, Da X, Kan W, Kim M, Fang C, Peng F. Pseudorhodobacter collinsensis sp. nov., isolated from a till sample of King George Island, Antarctica. International Journal of Systematic and Evolutionary Microbiology. PMID 26476707 DOI: 10.1099/ijsem.0.000693 |
0.368 |
|
| 2015 |
Zhang Y, Jiang F, Chang X, Qiu X, Ren L, Qu Z, Deng S, Da X, Fang C, Peng F. Flavobacterium collinsense sp. nov., isolated from a till sample of Collins glacier front, Antarctica. International Journal of Systematic and Evolutionary Microbiology. PMID 26475320 DOI: 10.1099/ijsem.0.000688 |
0.372 |
|
| 2015 |
Chen Y, Qu Z. M Tests with a New Normalization Matrix Econometric Reviews. 34: 617-652. DOI: 10.1080/07474938.2013.833822 |
0.362 |
|
| 2015 |
Qu Z, Yoon J. Nonparametric estimation and inference on conditional quantile processes Journal of Econometrics. 185: 1-19. DOI: 10.1016/J.Jeconom.2014.10.008 |
0.381 |
|
| 2014 |
Qu Z. Inference in dynamic stochastic general equilibrium models with possible weak identification Quantitative Economics. 5: 457-494. DOI: 10.3982/Qe287 |
0.439 |
|
| 2013 |
Qu Z, Perron P. A stochastic volatility model with random level shifts and its applications to S&P 500 and NASDAQ return indices Econometrics Journal. 16: 309-339. DOI: 10.1111/J.1368-423X.2012.00394.X |
0.554 |
|
| 2012 |
Qu Z, Tkachenko D. Identification and frequency domain quasi-maximum likelihood estimation of linearized dynamic stochastic general equilibrium models Quantitative Economics. 3: 95-132. DOI: 10.3982/Qe126 |
0.642 |
|
| 2011 |
Qu Z. A test against spurious long memory Journal of Business and Economic Statistics. 29: 423-438. DOI: 10.1198/Jbes.2010.09153 |
0.397 |
|
| 2011 |
Oka T, Qu Z. Estimating Structural Changes in Regression Quantiles Journal of Econometrics. 162: 248-267. DOI: 10.1016/J.Jeconom.2011.01.005 |
0.411 |
|
| 2010 |
Perron P, Qu Z. Long-memory and level shifts in the volatility of stock market return indices Journal of Business and Economic Statistics. 28: 275-290. DOI: 10.1198/Jbes.2009.06171 |
0.547 |
|
| 2008 |
Qu Z. Testing for Structural Change in Regression Quantiles Journal of Econometrics. 146: 170-184. DOI: 10.2139/Ssrn.937727 |
0.411 |
|
| 2007 |
Qu Z, Perron P. Estimating and testing structural changes in multivariate regressions Econometrica. 75: 459-502. DOI: 10.1111/J.1468-0262.2006.00754.X |
0.59 |
|
| 2007 |
Qu Z. Searching for cointegration in a dynamic system Econometrics Journal. 10: 580-604. DOI: 10.1111/J.1368-423X.2007.00223.X |
0.372 |
|
| 2007 |
Qu Z, Perron P. A modified information criterion for cointegration tests based on a var approximation Econometric Theory. 23: 638-685. DOI: 10.1017/S0266466607070284 |
0.574 |
|
| 2007 |
Perron P, Qu Z. A simple modification to improve the finite sample properties of Ng and Perron's unit root tests Economics Letters. 94: 12-19. DOI: 10.1016/J.Econlet.2006.06.009 |
0.536 |
|
| 2006 |
Perron P, Qu Z. Estimating restricted structural change models Journal of Econometrics. 134: 373-399. DOI: 10.1016/J.Jeconom.2005.06.030 |
0.6 |
|
| Show low-probability matches. |