| Estimating and testing structural changes in multivariate regressions Z Qu, P Perron Econometrica 75 (2), 459-502, 2007 | 619 | 2007 |
| Long-memory and level shifts in the volatility of stock market return indices P Perron, Z Qu Journal of Business and Economic Statistics 28 (2), 275-290, 2010 | 317* | 2010 |
| A simple modification to improve the finite sample properties of Ng and Perron's unit root tests P Perron, Z Qu Economics letters 94 (1), 12-19, 2007 | 255 | 2007 |
| A Test Against Spurious Long Memory Z Qu Journal of Business and Economic Statistics 29 (3), 423-438, 2011 | 200 | 2011 |
| Estimating restricted structural change models P Perron, Z Qu Journal of Econometrics 134 (2), 373-399, 2006 | 187 | 2006 |
| Testing for structural change in regression quantiles Z Qu Journal of Econometrics 146 (1), 170-184, 2008 | 179 | 2008 |
| Estimating structural changes in regression quantiles T Oka, Z Qu Journal of Econometrics, 2011 | 151 | 2011 |
| Identification and frequency domain quasi‐maximum likelihood estimation of linearized dynamic stochastic general equilibrium models Z Qu, D Tkachenko Quantitative Economics 3 (1), 95-132, 2012 | 115 | 2012 |
| Nonparametric estimation and inference on conditional quantile processes Z Qu, J Yoon Journal of Econometrics 185 (1), 1-19, 2015 | 91 | 2015 |
| Inference in dynamic stochastic general equilibrium models with possible weak identification Z Qu Quantitative Economics 5 (2), 457-494, 2014 | 62* | 2014 |
| A stochastic volatility model with random level shifts and its applications to S&P 500 and NASDAQ return indices Z Qu, P Perron The Econometrics Journal 16 (3), 309-339, 2013 | 61* | 2013 |
| Likelihood ratio-based tests for Markov regime switching Z Qu, F Zhuo The Review of Economic Studies 88 (2), 937-968, 2021 | 41 | 2021 |
| Global identification in DSGE models allowing for indeterminacy Z Qu, D Tkachenko The Review of Economic Studies 84 (3), 1306-1345, 2017 | 40* | 2017 |
| A modified information criterion for cointegration tests based on a VAR approximation Z Qu, P Perron Econometric Theory 23 (4), 638-685, 2007 | 36 | 2007 |
| Searching for cointegration in a dynamic system Z Qu The Econometrics Journal 10 (3), 580-604, 2007 | 35 | 2007 |
| Uniform inference on quantile effects under sharp regression discontinuity designs Z Qu, J Yoon Journal of Business & Economic Statistics 37 (4), 625-647, 2019 | 19 | 2019 |
| Frequency domain analysis of medium scale DSGE models with application to Smets and Wouters (2007) D Tkachenko, Z Qu DSGE Models in Macroeconomics: Estimation, Evaluation, and New Developments …, 2012 | 14 | 2012 |
| A composite likelihood framework for analyzing singular DSGE models Z Qu Review of Economics and Statistics 100 (5), 916-932, 2018 | 12 | 2018 |
| Sieve estimation of option-implied state price density J Lu, Z Qu Journal of Econometrics 224 (1), 88-112, 2021 | 10 | 2021 |
| M tests with a new normalization matrix YT Chen, Z Qu Econometric Reviews 34 (5), 617-652, 2015 | 8 | 2015 |
Pierre PerronDepartment of Economics, Boston UniversityEmail verificata su bu.edu