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),
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.
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.
Teaching Interests: Econometrics
Research Interests: Theoretical Econometrics and Applied Econometrics