Concepedia

Zhongjun Qu

ZQ

23

Publications

1.8K

Citations

17

H-Index

2005

Active since

Affiliations

Boston University(Current)

Bay State College

University of Illinois Urbana-Champaign

National University of Singapore

Medical Protective

Zhongjun Qu is an author at Boston University specializing in statistics, econometrics, and business.

Top concepts

StatisticsBusinessEconometricsEngineeringStatistical InferenceEconomicsFinanceEstimation TheoryTime Series EconometricsAsset Pricing

Publications per year

2005–2022

23

Publications

23

Estimating and Testing Structural Changes in Multivariate Regressions

Zhongjun Qu, Pierre Perrón · Econometrica · 2007 · 471 citations

Parameter Estimation, Engineering, Data Science +13

A simple modification to improve the finite sample properties of Ng and Perron's unit root tests

Pierre Perrón, Zhongjun Qu · Economics Letters · 2006 · 204 citations

Unit Root Tests, Measurement, Comparative Test +3

Long-Memory and Level Shifts in the Volatility of Stock Market Return Indices

Pierre Perrón, Zhongjun Qu · Journal of Business and Economic Statistics · 2009 · 169 citations

Volatility Modeling, Engineering, Autocorrelation Function +17

Estimating restricted structural change models

Pierre Perrón, Zhongjun Qu · Journal of Econometrics · 2005 · 149 citations

Economics, Business, Econometrics +4

Testing for structural change in regression quantiles

Zhongjun Qu · Journal of Econometrics · 2008 · 144 citations

Econometrics, Regression Analysis, Statistics +2

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