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“Estimating Structural Change in Regression Quantiles” (with Zhongjun Qu) September 2009 “Nonparametric Quantile Regression with Discontinuities” June 2009
... model uncertainty, robustness, pessimism JELClassiflcation: D81, E44, G12 ⁄ We thank Massimo Marinacciand Tom Sargentfor encouragement, Lars Hansen, Hanno Lustig, Zhongjun Qu ...
... Ra¤aella Giacomini, Jinyong Hahn, Bruce Hansen, Jerry Hausman, Guido Imbens, Dale Jorgenson, Anna Mikusheva, Marcelo Moreira, Whitney Newey, Pierre Perron, Jack Porter, Zhongjun Qu ...
... pessimism, regime switching JELClassiflcation: D81, E44, G12 ⁄ We thank Massimo Marinacciand Tom Sargentfor encouragement, Lars Hansen, Hanno Lustig, Josh Lustig, Zhongjun Qu, Costis ...
Zhongjun Qu (Boston University) and Pierre Perron (Boston University) "Stochastic Volatility Model with a Level Shift Component" Speaker: 8. Masato Ubukata (Osaka University)
Estimating Structural Change in Regression Quantiles (with Zhongjun Qu) September 2009 Nonparametric Quantile Regression with Discontinuities June 2009
... JELClassiflcation: D81, E44, G12 We thank Massimo Marinacciand Tom Sargentfor encouragement, Lars Hansen, Hanno Lustig, Zhongjun Qu, Costis Skiadas (AFA discussant ...
... Giacomini, Jinyong Hahn, Bruce Hansen, Jerry Hausman, Guido Imbens, Dale Jorgenson, Anna Mikusheva, Marcelo Moreira, Whitney Newey, Pierre Perron, Jack Porter, Zhongjun Qu ...
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