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Binary choice model with interactive effects

Xue, Sen; Yang, Thomas Tao; Zhou, Qiankun - In: Economic modelling 70 (2018), pp. 338-350

Persistent link: https://www.econbiz.de/10012027938

Jive for panel dynamic simultaneous equations models

Hsiao, Cheng; Zhou, Qiankun - In: Econometric theory 34 (2018) 6, pp. 1325-1369

Persistent link: https://www.econbiz.de/10012038070

Correction for the asymptotical bias of the Arellano-Bond type GMM estimation of dynamic panel models

Zhang, Yonghui; Zhou, Qiankun - In: Essays in honor of Cheng Hsiao, (pp. 1-24). 2020

Persistent link: https://www.econbiz.de/10012249347

Identification and estimation in panel models with overspecified number of groups

Liu, Ruiqi; Shang, Zuofeng; Zhang, Yonghui; Zhou, Qiankun - In: Journal of econometrics 215 (2020) 2, pp. 574-590

Persistent link: https://www.econbiz.de/10012439568

Can a time-varying structure provide a more robust panel construction of counterfactuals-straitjacket or straitjackets?

Wan, Shui Ki; Hsiao, Cheng; Zhou, Qiankun - In: Empirical economics : a quarterly journal of the … 60 (2021) 1, pp. 113-129

Persistent link: https://www.econbiz.de/10012488899

Specification tests for time-varying coefficient panel data models

Atak, Alev; Yang, Thomas Tao; Zhang, Yonghui; Zhou, Qiankun - 2025

Persistent link: https://www.econbiz.de/10015374594

Chapter 1 Correction for the Asymptotical Bias of the Arellano-Bond type GMM Estimation of Dynamic Panel Models

Zhang, Yonghui; Zhou, Qiankun - In: Essays in honor of Cheng Hsiao, (pp. 1-24). 2020

It is shown in the literature that the Arellano–Bond type generalized method of moments (GMM) of dynamic panel models is asymptotically biased (e.g., Hsiao & Zhang, 2015; Hsiao & Zhou, 2017). To correct the asymptotical bias of Arellano–Bond GMM, the authors suggest to use the jackknife...

Persistent link: https://www.econbiz.de/10015088877

Cao, Shiyun; Zhou, Qiankun - In: Econometrics : open access journal 10 (2022) 3, pp. 1-27

In this paper, we consider the estimation of a dynamic panel data model with non-stationary multi-factor error structures. We adopted the common correlated effect (CCE) estimation and established the asymptotic properties of the CCE and common correlated effects mean group (CCEMG) estimators, as...

Persistent link: https://www.econbiz.de/10013459498

Semiparametric least squares estimation of binary choice panel data models with endogeneity

Semykina, Anastasia; Xie, Yimeng; Yang, Cynthia Fan; … - In: Economic modelling 132 (2024), pp. 1-14

Persistent link: https://www.econbiz.de/10014547973

Maximum likelihood estimation of dynamic panel data models with interactive effects : quasi-differencing over time or across ndividuals?

Hsiao, Cheng; Zhou, Qiankun - In: Essays in honor of Joon Y. Park : econometric …, (pp. 353-384). 2023

Persistent link: https://www.econbiz.de/10014315463